N-MFP2 0000740766 XXXXXXXX 2022-03-31 0000740766 S000000128 7 N N 002-89359 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst@Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Government/Agency Exempt Government N 19 65 108875509862.83 111953359373.89 99019024610.50 101978721080.57 109015136222.63 114704692805.09 117782547225.87 105217796319.56 107926658490.49 114213073660.33 0.8672 0.8704 0.8531 0.8586 0.8734 0.9136 0.9157 0.9065 0.9087 0.9151 3786564602.80 121007986252.75 121007986252.75 19936809.21 27639430.22 124786848234.54 124787492514.75 1.0000 0.0031 0.9999 0.9999 0.9999 0.9999 0.9999 C000000287 10000000.00 105320091084.36 105320656781.84 0.9999 0.9999 0.9999 0.9999 0.9999 9660586788.29 10693756917.58 10462902146.70 8537228595.49 6859045104.13 19306271556.83 9983643287.97 9085009199.05 15284147827.21 8030511519.18 52250325154.30 55652777788.13 0.0019 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of management fee and is also waiving expenses to maintain a minimum yield of .01. 9,046,773.37 C000000286 10000000.00 3152821062.97 3152835109.92 0.9999 0.9999 0.9999 0.9999 0.9999 117419060.69 201745162.71 213123310.09 34295577.77 229623330.27 210231396.75 511769079.63 115563597.98 107633539.22 576175741.16 1179568319.90 1138011476.37 0.0003 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of management fee and is also waiving expenses to maintain a minimum yield of .01. 760,776.95. C000000288 10000000.00 5934520721.64 5934545151.43 0.9999 0.9999 0.9999 0.9999 0.9999 188622190.55 137034754.57 216753172.03 202856111.05 384072868.75 186887819.47 203528369.77 217990985.36 189887252.58 146525883.44 1182863853.68 891295553.89 0.0009 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of management fee and is also waiving expenses to maintain a minimum yield of .01. 750,200.12. C000000289 10000000.00 1900938192.44 1900947512.80 0.9999 0.9999 0.9999 0.9999 0.9999 29053148.02 64596602.68 66460759.31 22902385.74 27464224.67 23147119.75 107655292.94 66514813.41 45864586.11 89018176.65 276498011.05 266179098.23 0.0003 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of management fee and is also waiving expenses to maintain a minimum yield of .01. 693,104.15. C000223301 1000.00 4635597771.03 4635614936.47 0.9999 0.9999 0.9999 0.9999 0.9999 475915977.92 76079201.52 664082846.98 88484066.98 105238038.84 139548762.45 226819044.57 76548775.17 137268407.04 151729477.07 1609324315.35 532390283.19 0.0003 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and the classes expenses are capped at 101 basis points. The fund is also waiving expenses to maintain a minimum yield of .01. 3,066,599.02. C000223302 2500.00 2864058217.59 2864071443.62 0.9999 0.9999 0.9999 0.9999 0.9999 113078297.56 96875276.92 52611836.51 96904878.04 118886902.57 47084463.46 37639429.16 71102882.71 105976137.66 55980856.00 428192603.46 367948357.13 0.0003 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and the classes expenses are capped at 62 basis points. The fund is also waiving expenses to maintain a minimum yield of .01. 677,010.79. C000233952 50000000.00 978821184.51 978821578.67 0.9999 0.9999 0.9999 0.9999 0.9999 0.00 10000000.00 0.00 15900000.00 37900000.00 7100000.00 299791135.32 700000.00 202440000.38 30649557.03 540131135.70 64349557.03 0.0019 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 3 points of expenses and the classes expenses are capped at 18 basis points. The fund is also waiving expenses to maintain a minimum yield of .01. 86,219.24. ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-03-20 3.000 235897435.89 164664901.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-08-20 3.000 88461538.46 81520203.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-09-20 2.500 358462291.58 336777538.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-02-15 0.750 658035.89 902561.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-12-15 1.625 2617576.92 2634803.57 Agency 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(including strips) BFXS5XCH7N0Y05NIXW11 2046-08-15 2.250 93450.00 87303.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-11-15 3.375 7694116.75 9064512.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-08-15 1.500 3144177.16 3018552.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-11-15 2.250 2708418.33 2699047.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-02-28 2.625 2292254.33 2317870.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-31 2.750 9619164.50 9728924.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-09-30 3.000 4274929.58 4340361.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-09-30 2.875 2230391.91 2254828.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-01-31 2.500 141814.08 142818.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-05-15 1.750 724074.33 727923.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-05-31 1.875 14118537.25 14239996.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-06-30 2.125 4431020.75 4471224.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-12-15 1.625 10104095.83 10170592.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-06-15 0.250 41244.08 40461.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-07-31 0.250 3894402.66 3611363.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-08-31 0.125 1878263.41 1872182.16 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 89000000.00 89000000.00 0.0007 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 3580 0001096975 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2022-08-31 1.625 11411500.00 11460008.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-02-28 2.500 25000000.00 25045399.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-07-31 0.125 18745000.00 18281093.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-02-01 4.000 83394.00 33235.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-11-01 3.500 12463608.00 3785272.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-11-01 2.000 46960000.00 35739838.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-01-01 4.000 48325240.00 27772746.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-09-01 3.500 33284913.00 19537495.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-03-01 3.000 59360980.00 19673402.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 2.000 32557823.00 28407844.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.500 49100563.00 45688538.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 45000000.00 44163000.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 119847123.00 43583096.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 130968113.00 47769035.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 65297254.00 44258738.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 61486177.00 54001254.23 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0020 460000000.00 460000000.00 0.0037 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 3580 0001096975 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-09-01 2.000 196164043.00 176679135.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 1.00 0.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 108913096.00 56176042.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 4.000 22972961.00 5207301.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 3.000 7241584.00 1707254.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 416401.00 179305.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.500 7477854.00 3161538.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.000 184818171.00 94364251.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 4.500 40326148.00 17761127.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 6854231.00 2282796.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 45575317.00 34662680.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 15000000.00 13825320.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.000 186171252.00 170779986.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 237212803.00 210088201.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 31351480.00 29999896.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 5539432.00 5314534.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.500 26235456.00 12772334.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.500 38648704.00 15322129.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 39672237.00 14427037.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 72617216.00 22236292.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 19000000.00 6858696.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 58415360.00 22633442.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 5.000 17817568.00 4256432.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 40000000.00 18397161.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 53512448.00 26131660.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 2.500 3482000.00 2935908.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 2.500 37115392.00 26552788.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 1426000.00 1000827.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 23303480.00 20466667.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.000 4350656.00 3819233.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2022-10-06 0.000 100.00 99.44 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0020 1000000000.00 1000000000.00 0.0080 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-06-20 4.500 365800.97 5759.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-10-20 5.000 544865.51 35813.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2064-02-16 0.400 2371364.00 2313055.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.601 378666.66 17352.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-03-20 5.601 851555.55 24804.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-04-20 5.601 377688.88 20009.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-02-20 5.651 4097594.75 227536.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-06-20 5.701 1217777.77 56289.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-06-20 2.821 9288888.88 114507.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-20 5.651 462311.11 17158.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-20 5.651 2488000.00 137031.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-10-20 1.149 2183483.20 12765.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-04-20 4.000 1384711.11 76929.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 2.500 1333333.33 163488.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-01-20 5.601 1483222.40 79176.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-05-20 3.500 2603600.00 238165.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-11-20 5.751 1476980.80 98173.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-03-20 4.500 2723937.68 196685.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-09-20 2.500 1853333.33 101468.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-02-20 4.000 2349438.57 238332.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-05-20 5.000 668834.40 79487.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-02-20 0.049 1662661.24 88794.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-05-20 3.000 1656444.44 166079.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-05-20 1.919 8888888.88 137241.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-04-20 2.051 4444444.44 101776.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-20 1.500 335200.00 298725.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-20 2.500 1240800.00 120832.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-20 2.500 1452622.22 131758.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-10-20 2.549 4492480.17 199793.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-12-20 2.500 1333333.33 196188.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-20 3.000 1864533.33 174926.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-10-20 3.500 1600179.02 238886.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-20 3.100 2632682.04 134876.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-12-20 3.500 2311111.11 217174.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2038-02-15 1.678 19949426.31 127315.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-05-25 3.500 6095238.04 22875.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-09-25 2.500 5920970.13 34346.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-10-25 3.500 4317945.06 18716.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-11-25 3.500 4000000.00 26798.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-01-25 5.663 3338918.48 142439.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-02-25 3.000 2786316.26 66487.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-02-25 3.500 4668771.37 33970.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-25 5.693 1864902.22 99121.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2026-01-25 0.071 45919794.31 127942.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-03-25 5.693 6666666.66 267016.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-05-25 5.543 1019585.60 62849.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-02-25 4.000 2155166.66 73212.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-02-25 0.038 36391111.11 213988.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-03-25 5.623 2074680.44 219788.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-05-25 0.094 43111111.11 402462.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 4.500 1386666.66 65648.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.693 2539682.48 223600.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-25 5.743 2693893.06 208953.56 Agency Collateralized Mortgage Obligation Federal National Mortgage 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Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-09-20 2.161 2353252.35 87263.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-09-20 0.706 195288.88 125977.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-10-20 2.149 2176913.86 91946.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-10-20 2.312 1831591.55 77187.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-05-20 0.780 64009.24 38943.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-05-20 2.000 2695436.26 88120.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2058-09-16 0.650 11508025.42 78647.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-01-16 0.638 4798417.95 100241.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2058-06-16 0.342 4346666.66 53469.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2061-05-16 0.555 8444444.44 147707.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-02-16 0.590 6668003.55 178040.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2062-05-16 1.350 363050.31 214440.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-04-20 1.118 2447591.55 116563.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-02-20 0.997 147466.66 96599.63 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 40000000.00 40000000.00 0.0003 N Y Y N - N/A - BOFA FINANCE LLC BOFA FINANCE LLC 29815 0000914246 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 Corp-Agency Debentures and Agency Strips 2045-11-25 4.000 16097261.00 1796385.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 8591297.00 949248.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 3.000 16988166.00 1978669.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2061-01-25 3.000 9547244.00 1994841.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 3.000 8000000.00 1023259.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2041-02-25 3.500 11377822.00 1350807.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 2.500 6197542.00 786614.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 4.000 13315619.00 1220514.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 3.000 17203333.00 2049246.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 2.500 10000000.00 1313005.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 4.000 3912661.00 440764.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-02-25 5.000 7452358.00 860241.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-04-25 4.000 15683875.00 991532.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2040-03-25 3.500 29399211.00 1432974.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-04-25 4.000 13897710.00 1123016.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 4.000 2600000.00 258186.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 2.500 17226325.00 1941881.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 3.000 7800000.00 684473.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 4.000 4846616.00 331400.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-01-25 2.000 34861502.00 1385646.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2041-04-25 3.500 1183103.00 117886.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 4.000 1051000.00 128285.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-04-25 3.000 10416666.00 1089181.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 4.000 12500000.00 1703621.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 4.500 14831327.00 1503882.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 4.500 8500000.00 1057376.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.500 3197632.00 396234.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 4.500 6690069.00 933120.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2037-01-25 3.000 19120983.00 2166323.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-03-25 3.000 1666666.00 200522.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-03-25 3.000 13500000.00 1532860.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-01-20 1.643 97037880.00 2763830.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 5.151 121075000.00 2811451.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-09-16 0.819 160000000.00 3829237.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-16 0.574 220000000.00 3263026.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-04-16 0.426 135879040.00 2795516.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.728 120000000.00 2628305.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-03-16 0.548 70000000.00 2535419.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-05-20 0.949 120834171.00 6730719.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-06-20 1.311 82681982.00 4163316.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-03-20 0.801 68812000.00 2967134.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-07-20 1.403 40130072.00 2616696.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-08-20 1.145 71162668.00 4079691.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-08-20 1.446 69959781.00 4702374.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-07-20 1.488 118001777.00 6473218.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-10-20 0.823 102990455.00 4496194.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-11-20 0.863 103989244.00 4892211.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-11-20 0.829 100162067.00 3701323.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-12-20 0.920 69071282.00 3554747.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-06-20 1.121 83505652.00 2515371.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-11-20 1.696 80550812.00 6644108.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-02-20 1.213 60747515.00 3157158.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-04-16 0.814 165186138.00 11284237.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.000 20000000.00 21575749.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 5.701 54123000.00 2709213.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.601 124199226.00 5305061.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-09-16 0.666 136572468.00 9419131.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-11-16 0.894 100000000.00 7639436.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-10-16 0.669 156291051.00 10647019.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 4.000 71497910.00 2868083.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.601 54816363.00 2626563.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.500 131083088.00 8494124.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 4.000 110207694.00 6367877.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.601 126901614.00 3977220.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 4.000 98956987.00 4181893.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.000 85288364.00 4396028.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.000 98293500.00 4796625.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 2.351 200000000.00 3959956.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 6.000 53736875.00 5008076.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 5.601 135947963.00 4393514.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.601 150871755.00 5728969.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 5.651 189325853.00 7832172.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.651 103564714.00 3917219.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.000 100166667.00 8390527.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 5.701 53945766.00 7055564.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.000 56483302.00 3171878.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 5.751 46200000.00 4986608.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 5.701 30000000.00 2603277.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 5.601 68710180.00 2553833.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 5.751 66473586.00 4479053.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 69903088.00 7808508.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 5.801 36932087.00 3959708.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.751 105556344.00 2638999.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 5.851 64225682.00 7848221.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 93919020.00 10251045.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 5.901 63562423.00 7821685.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-16 3.369 99636245.00 3622402.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 9497973.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 47666998.00 5466415.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 50000000.00 5104835.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 22087863.00 2711565.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 60000000.00 6484760.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 63649961.00 6779808.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 60000000.00 6528479.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 75000000.00 8272556.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 89061184.00 11985761.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 50000000.00 5798835.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 80000000.00 8550988.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 4.000 108774265.00 6969328.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 3.500 218479717.00 14430124.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.500 129155030.00 5825307.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 5.601 171825178.00 9787505.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.601 75400182.00 3488063.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 50410000.00 3981984.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.500 25000000.00 2532242.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 23431206.00 2631638.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.500 62613460.00 7148785.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 66666666.00 4300590.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 66666666.00 4300590.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 5.851 158000000.00 12431915.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 72000000.00 6742270.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 58624171.00 6787561.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 50000000.00 3536665.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 24404333.00 3207613.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 50000000.00 4758091.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.000 50000000.00 5679455.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 64716665.00 5724685.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 103125000.00 10556255.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 122499999.00 11007307.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.549 111599295.00 2849158.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 33250000.00 3002596.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 41626250.00 3607834.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 95899999.00 9814116.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 52231832.00 5052458.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 100000000.00 9604331.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 33333333.00 3296312.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 73978719.00 7158727.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.680 85896000.00 2691698.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 41950213.00 3919862.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 5.851 50000000.00 4342563.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 51965889.00 5484906.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 33333333.00 3393116.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 51227203.00 6893031.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.851 29130163.00 4828497.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 33774088.00 4469205.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.851 27290503.00 4164981.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.000 112500000.00 11566349.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 39860666.00 4577707.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 37365616.00 5587227.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 39511586.00 5811290.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-01-20 1.186 161049657.00 9387491.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-01-20 1.323 91466408.00 6271263.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 4.500 123349019.00 10734475.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 93863250.00 10587851.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 119489000.00 13818272.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 130351500.00 15347925.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.149 85000000.00 3746350.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.149 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37810572.00 3456694.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 4.500 237410833.00 25013304.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 22366302.00 3479836.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.700 70738244.00 2977730.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.000 16666666.00 2698715.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 2.600 111124000.00 3684760.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 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Securities 2IGI19DL77OX0HC3ZE78 2046-03-01 3.500 93874.00 39738.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-07-01 3.000 1084360.00 148408.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-08-01 3.500 9243424.00 2989300.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-10-01 3.000 85671043.00 26280121.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-09-01 4.500 11353712.00 2582750.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-12-01 4.500 6440304.00 793329.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage 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Securities 2IGI19DL77OX0HC3ZE78 2050-07-01 3.000 33688754.00 26951596.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-12-01 3.000 38439970.00 31945634.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 17380180.00 14946485.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 3546776.00 3122055.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-08-01 2.000 50660999.00 45278925.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 2.500 13162.00 12469.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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1000.00 880.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 11739541.00 10226883.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-11-01 3.500 27936.00 27457.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.500 12730409.00 12571646.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.500 5218.00 5083.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 2.000 8627695.00 7947822.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 4.000 187452.00 196128.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-03-01 3.000 20170914.00 9985557.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-03-01 4.000 8475268.00 2209130.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-02-01 3.500 4134411.00 2999096.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-11-01 2.500 12000000.00 9207762.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-08-01 3.500 19451373.00 12003087.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-11-01 4.000 12614574.00 8646305.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 12929380.00 11141812.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-02-01 3.500 466215.00 388156.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.000 44353.00 42178.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.000 20134.00 19044.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-11-01 3.000 5868753.00 5623402.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 2.000 519775.00 481012.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 3.000 13637003.00 13161853.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.000 3277637.00 3188157.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-12-01 6.500 279440.00 4982.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2037-09-01 6.000 1000.00 15.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-04-01 5.000 10953.00 247.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-06-01 3.500 2215.00 609.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-05-01 3.500 59021473.00 12310693.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-08-01 3.500 38073592.00 7788058.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-08-01 3.500 1004.00 275.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-11-01 2.000 1000.00 738.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-01-01 1.971 2792.00 181.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-09-01 6.000 1897625.00 57559.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-04-01 3.500 9250000.00 484360.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-04-01 4.000 9750000.00 701216.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-20 5.000 3537120.00 467354.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-20 4.500 3609950.00 426411.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-20 3.000 35530.00 34688.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-20 2.500 97130.00 92192.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-20 4.000 996339.00 950387.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-05-20 4.500 976231.00 1020229.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2033-11-16 5.500 8975000.00 2365480.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-08-20 5.551 15180000.00 340580.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2040-12-20 5.801 6325999.00 135553.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-08-20 5.671 6291390.00 278512.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2067-11-20 1.117 1487987.00 1016333.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2067-04-20 1.028 2500000.00 1496818.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-08-20 1.274 2000000.00 5117.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2067-06-20 1.031 5000000.00 3220301.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2067-06-20 1.031 3000000.00 1924070.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2066-09-20 0.906 6000000.00 3306605.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-09-20 1.211 14630000.00 33745.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2039-08-16 6.269 11121625.00 7465.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-05-20 3.500 4314000.00 1317390.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2027-12-20 2.500 40332084.00 249130.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-06-20 3.500 4223713.00 27663.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-06-20 1.468 14138000.00 34698.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-11-20 5.151 6000000.00 231634.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2043-06-20 1.375 4107000.00 12568.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-06-20 1.418 15193000.00 40398.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-09-20 3.500 400000.00 22232.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-06-20 3.000 11378562.00 54391.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-04-20 3.000 21030000.00 60018.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-12-20 1.277 2500000.00 7502.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-11-20 1.261 8800000.00 26163.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-06-20 4.000 14750000.00 770832.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-06-20 5.751 22186064.00 924733.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2043-10-20 0.530 5600000.00 1475885.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-12-20 5.651 18300000.00 910091.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-07-25 1.491 4000000.00 22539.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-07-25 1.681 3603257.00 18407.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2054-08-25 1.710 1566460.00 11781.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-08-25 1.770 3368774.00 16053.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-01-25 4.000 937500.00 1325.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-05-25 4.000 2187500.00 2414.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-01-25 1.537 3673927.00 18674.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-03-25 1.541 7881673.00 42528.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2055-04-25 1.690 4735141.00 34177.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-05-25 5.500 139956.00 4759.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-09-25 1.873 2724991.00 24147.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-06-25 4.000 1000000.00 11494.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-07-25 1.881 26600000.00 199876.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2055-08-25 1.655 2784974.00 23415.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-04-25 1.425 3200000.00 23753.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-07-25 3.500 16071428.00 387807.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-04-25 3.500 7300101.00 12965.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-10-25 1.428 653501.00 5716.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-05-25 3.000 12350100.00 381642.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-05-25 5.743 5352187.00 424960.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-12-25 3.000 16899990.00 524115.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 5.543 4750000.00 383470.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-07-25 5.543 3500001.00 212264.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-01-25 5.593 9829256.00 282166.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-25 5.593 10000000.00 1236623.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-10-25 5.543 14912500.00 1930789.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2029-10-25 2.443 13990457.00 13648749.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-25 3.000 8333333.00 1022659.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-04-25 3.000 8208332.00 1120138.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-25 3.000 2400100.00 310345.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-25 4.000 9521440.00 765157.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-25 5.643 14861349.00 1290550.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-25 1.050 20009746.00 901491.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-25 5.000 16600100.00 1158967.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-12-25 4.500 4003358.00 174858.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-07-25 4.500 20000000.00 921956.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-10-25 3.000 15224114.00 1438160.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-12-25 2.000 12392118.00 1347084.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-02-25 2.500 10000001.00 1121860.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-04-25 2.500 10000100.00 982000.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2051-09-25 4.000 37166026.00 5702244.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2051-09-25 2.500 1356692.00 125910.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-03-25 3.500 4685073.00 168172.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-11-25 2.893 4492213.00 2124867.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2052-02-25 2.451 133311874.00 5437274.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2032-04-01 6.000 8505639.00 5325.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2038-04-25 6.500 7299841.00 23123.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-11-15 1.946 5756370.00 27282.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-06-15 2.009 3097720.00 19914.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2027-08-15 3.000 10542476.00 69393.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2033-02-15 3.000 1900000.00 20436.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-03-15 4.000 471704.00 84160.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2044-03-15 6.000 500000.00 17080.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-08-15 1.807 2666545.00 7185.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-10-15 1.619 2413650.00 11621.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-03-15 1.760 1207729.00 7608.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-08-15 1.721 966184.00 5254.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-11-15 1.814 3054779.00 17338.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-02-15 1.812 2508251.00 11036.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-01-15 1.865 12759565.00 136307.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-10-15 1.825 16220751.00 204969.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-11-25 6.150 8909091.00 1873210.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-12-25 2.500 22198242.00 2452673.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-12-25 6.200 21000000.00 4320081.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2035-12-25 1.500 33333333.00 1275900.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-12-25 2.500 12500000.00 1641454.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-12-25 3.000 11644739.00 1778166.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-12-25 2.000 12000000.00 1257623.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-11-15 4.200 43999389.00 1942874.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-11-25 3.000 32302666.00 3892825.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-12-25 3.000 19000000.00 2558898.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-04-25 2.000 15140396.00 1288032.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-11-25 3.000 13700000.00 1752332.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-01-25 3.000 20922181.00 2555836.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-01-25 6.200 19200000.00 3684370.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-01-25 6.200 13189656.00 2028504.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-01-25 2.000 6000000.00 499028.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2041-02-25 3.500 3000000.00 276873.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-02-25 3.000 54200000.00 5638553.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-02-25 3.000 36600000.00 4352514.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-09-25 3.000 30000000.00 3951723.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-03-25 2.500 20000000.00 2626011.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-03-25 3.000 35000000.00 4059406.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-03-25 2.000 31718171.00 2997747.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2048-09-15 3.000 2800000.00 67784.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-07-25 5.593 9894000.00 502805.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-06-25 5.593 21189621.00 1447503.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-11-25 5.593 8000000.00 733164.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-11-25 5.543 5220000.00 570673.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-05-25 3.500 4800010.00 484339.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-06-25 4.500 2000000.00 136341.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-06-25 5.593 15000000.00 1157290.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-07-25 4.500 20000100.00 1364475.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-06-25 3.000 30000000.00 4523150.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-07-25 4.000 98500000.00 10168554.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-07-25 4.000 31500000.00 3733251.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-06-25 5.643 10000000.00 874083.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-05-25 5.693 19899900.00 2112463.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-06-25 5.693 99019090.00 13924246.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-08-25 3.000 50042183.00 6118966.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-08-25 5.643 16000000.00 2967489.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-08-25 5.643 10000000.00 1596637.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-07-25 3.500 19357142.00 3345715.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-06-25 1.782 685698.00 614852.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-10-25 2.500 72660000.00 7954862.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-10-25 2.500 27000000.00 3389648.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-10-25 2.500 80357400.00 8317455.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-11-25 2.500 12500000.00 1313576.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-11-25 4.001 24035400.00 2141630.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-11-25 4.000 6000070.00 896556.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-01-25 3.000 21000000.00 2961754.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2041-04-25 3.500 24581317.00 2449328.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-06-25 4.000 21000000.00 2862084.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-07-25 4.500 8500000.00 1057376.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-08-25 3.500 5928486.00 734627.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-12-25 4.500 5946728.00 829440.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2045-10-25 0.000 4344464.00 3236328.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2032-04-01 3.500 912011.00 219988.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-08-01 4.500 89393.00 18517.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-10-01 3.000 1673280.00 327590.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-05-01 4.000 36699746.00 11121838.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2027-10-01 3.279 4700248.00 4701562.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-01-01 4.009 11650000.00 11068445.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2037-07-01 3.210 27000000.00 27375273.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2024-09-01 2.600 15400000.00 15474792.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-05-01 3.580 5128004.00 4819063.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-04-01 3.509 6700000.00 6896417.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-04-01 3.509 7000000.00 7205212.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-07-01 3.774 9281991.00 9850567.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-06-01 3.620 8200000.00 8571973.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-06-01 3.720 14427851.00 15314197.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-06-01 3.669 20428000.00 19834622.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-06-01 3.609 10433999.00 10872919.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-07-01 3.750 8000000.00 8433096.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2030-07-01 3.660 14943000.00 15723457.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-07-01 3.759 7500000.00 7948569.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-09-01 3.810 2705714.00 2700013.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-05-01 4.000 20179748.00 5385035.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-10-01 4.000 2260.00 595.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-01-01 3.500 6270125.00 2155172.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-02-01 3.500 797362.00 312359.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-10-01 4.000 82976.00 29074.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-09-01 1.780 2445192.00 53905.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-01-01 4.000 1172880.00 362289.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-03-01 4.500 10352239.00 3333005.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-08-01 1.810 1158646.00 303215.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-06-01 2.444 416251.00 113805.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-08-01 3.500 14099900.00 441129.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-08-01 5.000 42381577.00 1174980.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-11-01 3.000 38158553.00 1417994.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-02-01 3.000 92965853.00 1639401.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2030-05-01 3.500 31048777.00 526843.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2045-07-01 4.500 42754068.00 1790536.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2038-07-15 5.673 15000000.00 54084.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-10-15 1.298 1089818.00 1821.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-05-15 1.475 4601799.00 4935.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-10-15 1.197 5750063.00 6115.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-04-01 6.000 185294.00 2736.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-10-01 6.500 474465.00 64147.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-03-01 3.500 2001.00 111.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-04-01 4.000 124531.00 31825.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-09-01 4.000 3474497.00 1196878.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-07-01 4.000 1305.00 576.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-12-01 3.500 1010.00 513.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-01 4.000 3364118.00 1218208.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2059-01-01 3.500 17797602.00 10444414.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2060-07-01 3.000 4306969.00 3374236.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-06-01 4.000 2061.00 567.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-11-01 4.500 2240000.00 1621041.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-01 4.000 16122343.00 5778108.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-11-01 3.500 1960112.00 924992.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-08-01 4.000 1000.00 382.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-08-01 4.500 2473.00 186.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-03-01 4.000 9871938.00 5013921.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-05-01 4.000 8981920.00 4291137.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-01-01 4.000 1196643.00 952384.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.500 18396952.00 7543748.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-03-01 4.000 1260206.00 524973.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.000 4660146.00 2270992.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.000 2001.00 410.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.000 3272239.00 1355655.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-12-01 4.150 200000.00 215421.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2030-12-01 4.129 14021426.00 14939726.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-10-01 3.825 7040000.00 7295879.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-11-01 4.000 14308553.00 14937847.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-11-01 3.990 14000000.00 14122618.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-02-01 4.169 10501000.00 11459373.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-12-01 4.210 6100000.00 6786831.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-02-01 4.059 3624009.00 3899068.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-02-01 3.899 1170000.00 1239528.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-02-01 3.960 200000.00 213189.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-01-01 3.859 10000000.00 10682316.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-02-01 3.520 2717600.00 2796544.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-02-01 3.680 4100000.00 4244281.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 3.500 10120000.00 10477799.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 3.589 5600000.00 5858505.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 3.589 5056923.00 5290358.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 3.589 13406700.00 14025575.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 3.589 1735416.00 1815525.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 3.339 7100000.00 7274953.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-05-01 3.370 4500000.00 4463562.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-06-01 3.399 9510.00 9770.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-05-01 3.830 3145000.00 3377515.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-06-01 3.370 4000000.00 4091893.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-06-01 3.370 418134.00 428079.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-06-01 3.370 4030000.00 4036457.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-01-01 2.770 1657020.00 1548189.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-12-01 3.500 2003.00 858.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-01 4.000 24255834.00 10656636.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 4.000 1000.00 347.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 3.500 184467.00 31921.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 3.000 386720.00 139945.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-01 4.500 1166.00 676.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2062-10-16 1.067 83000000.00 6276595.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-03-20 3.341 52500000.00 1250891.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-20 2.831 19000000.00 245271.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-05-20 4.021 40000000.00 1114749.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-06-20 5.601 23800000.00 1293956.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-09-20 5.601 5475000.00 464557.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-20 4.000 51686582.00 2887115.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-08-20 2.500 400000.00 47541.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-08-20 2.500 400000.00 46493.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-10-20 2.500 354000.00 44961.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-10-20 2.500 55644528.00 4638155.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2063-09-16 1.058 98800000.00 7734732.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2051-11-20 4.000 7212928.00 892574.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2051-11-20 4.000 8055875.00 1089387.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-05-01 4.000 154919.00 61716.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-05-01 4.500 1505470.00 773560.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-07-01 5.000 4911097.00 3563352.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-01 3.500 32063.00 18667.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-07-01 2.500 5908246.00 5408559.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-03-01 2.000 776787.00 603893.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 2.500 4788792.00 4501844.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 2.500 2102442.00 1676126.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-06-01 2.069 5420000.00 4793160.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-10-01 2.259 3115000.00 2640891.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-10-01 2.265 9318438.00 7906484.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 2.500 5925097.00 5099431.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-01 3.000 5488.00 4921.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 2.500 5294367.00 5056022.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-09-01 3.000 1982968.00 1937585.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-10-01 3.000 3678998.00 3613775.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 2.500 4322112.00 4143908.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 3.000 1154256.00 1135641.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 2.000 3512507.00 3265808.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 2.000 10977835.00 10178585.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 2.000 1119000.00 1038699.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.000 1066356.00 1046523.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.000 247951.00 243341.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 4.000 1207500.00 1249183.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-11-01 4.000 11658.00 5015.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-03-01 4.000 9596712.00 4453331.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-02-01 3.500 19731359.00 11906979.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-06-01 2.500 14777040.00 11684108.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-07-01 3.000 14798752.00 11839262.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-07-01 3.000 7429154.00 4534720.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-01-01 2.500 9652230.00 7905169.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-02-01 4.500 491472.00 138270.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-01 2.500 15197837.00 14061737.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-01 3.000 6255451.00 5733219.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-01 3.500 8880810.00 7170278.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 3.000 1000.00 881.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-07-01 2.149 19801429.00 513741.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2032-09-01 3.000 1975.00 798.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-10-01 2.056 28384.00 1028.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-11-01 2.490 25121.00 15380.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-09-01 4.500 2206247.00 435722.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-01-15 3.500 29115799.00 985123.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2046-12-15 3.000 30592246.00 1320892.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-08-15 3.500 19149176.00 1604190.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-09-15 3.000 10420187.00 391183.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-06-15 4.000 13690206.00 928698.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2045-04-15 3.500 15114847.00 631628.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-05-15 4.500 19469225.00 1634151.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-07-01 3.000 2085995.00 1896287.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-04-01 3.500 885347.00 266235.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-01 3.500 32437998.00 10847823.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-07-01 4.500 1850864.00 267306.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-03-01 4.000 237874.00 70667.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2023-08-01 2.700 27865422.00 27610327.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-01 3.500 6704915.00 2333978.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 94246.00 68082.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-08-01 2.500 1184016.00 998198.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-10-01 2.500 111872.00 106154.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 2.500 98262.00 94322.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.000 29539.00 29162.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 4.000 1288806.00 1351600.92 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2038-08-26 2.710 157000.00 148629.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-01-01 3.500 190607.00 128916.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 2.000 99200.00 85455.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 2994993.00 2472408.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.500 1790594.00 1810248.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-04-01 2.000 1289581.00 1103430.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-07-01 2.500 696306.00 599665.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2027-07-15 7.000 2670.00 71.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2028-12-15 6.000 3080.00 54.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2029-05-15 6.500 10.00 0.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-02-15 6.000 10.00 0.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2029-09-15 0.000 2351000.00 1930735.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2031-03-15 0.000 618000.00 485116.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2037-10-15 0.456 13036116.00 1836782.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2030-05-15 0.000 131000.00 105172.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2030-11-15 0.000 599000.00 483216.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2037-07-15 0.000 238000.00 148442.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-09-01 3.730 12000000.00 12635355.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-08-01 3.750 1219968.00 1259960.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2030-09-01 3.730 10746322.00 11155029.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-09-01 3.720 8000000.00 8260528.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-09-01 3.779 8001160.00 8345849.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2030-09-01 3.690 13937812.00 14571870.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2028-03-23 0.000 832000.00 712857.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2052-07-25 1.527 5278340.00 18977.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-09-25 4.500 1261342.00 11051.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-12-25 3.500 3500000.00 3486936.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2032-12-25 3.000 8700019.00 190085.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2043-05-25 4.000 914203.00 23282.11 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1075000000.00 1075000000.00 0.0086 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796V97 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-06-14 2022-06-14 2022-06-14 N N N 0.0043 849309851.00 849309851.00 0.0068 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796T82 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-12 2022-04-12 2022-04-12 N N N 0.0025 99995875.00 99995875.00 0.0008 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796W96 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-07-12 2022-07-12 2022-07-12 N N N 0.0056 399331332.00 399331332.00 0.0032 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796X38 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-07-26 2022-07-26 2022-07-26 N N N 0.0071 956744221.02 956744221.02 0.0077 N Y Y N - N/A - CASH MGMT BILL CASH MGMT BILL 912796V89 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-06-07 2022-06-07 2022-06-07 N N N 0.0038 399743168.00 399743168.00 0.0032 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2048-01-15 4.875 586000.00 754780.69 U.S. Treasuries (including strips) Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2038-06-15 5.500 51000.00 66362.44 U.S. Treasuries (including strips) Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2039-09-15 5.250 66000.00 82857.27 U.S. Treasuries (including strips) Tennessee Valley Authority-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2065-09-15 4.250 27388000.00 33346365.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-08-15 0.000 300.00 187.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-11-15 0.000 13400.00 8270.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-02-15 0.000 2952600.00 1822501.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-05-15 0.000 1038300.00 631636.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-08-15 0.000 266800.00 160522.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-11-15 0.000 1108400.00 659663.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-02-15 0.000 687800.00 406870.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-05-15 0.000 884500.00 518190.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-08-15 0.000 5972800.00 3456590.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-11-15 0.000 2184000.00 1253672.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-02-15 0.000 13088700.00 7465859.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-05-15 0.000 25978400.00 14706450.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-08-15 0.000 30627600.00 17273139.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-08-15 0.000 100.00 61.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-05-15 0.000 1258600.00 756409.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-02-15 0.000 177200000.00 104696848.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2038-02-15 4.375 176600.00 223330.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-11-15 0.000 704951.00 424387.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-02-15 0.000 36238396.00 21643744.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-05-15 0.000 36915350.00 21810954.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-08-15 0.000 6581706.00 3856221.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2041-11-15 0.000 1530132.00 887092.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-02-15 0.000 22061781.00 12675375.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-05-15 0.000 429900.00 245171.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-08-15 0.000 3793667.00 2146301.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2042-11-15 0.000 556979.00 312705.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-02-15 0.000 3812333.00 2123965.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2043-05-15 0.000 1055017.00 583634.34 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 250000000.00 250000000.00 0.0020 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2036-02-15 4.500 100.00 126.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-02-15 4.750 300.00 391.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-05-15 5.000 613200.00 828463.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2037-05-15 5.000 12000.00 16212.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2038-02-15 4.375 34421900.00 43530405.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2038-05-15 4.500 58527100.00 75731496.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-02-15 3.500 146883600.00 167999901.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-05-15 4.250 115443200.00 145652590.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-08-15 4.500 41034300.00 52932425.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2039-11-15 4.375 49999600.00 64076910.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-02-15 4.625 36517200.00 47847922.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-02-15 4.625 91699200.00 120152044.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-02-15 2.125 13705300.00 25110479.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-05-15 4.375 130450940.00 167363789.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-08-15 1.125 78238600.00 61182382.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2040-05-15 1.125 124954800.00 98574532.47 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1050000000.00 1050000000.00 0.0084 N Y Y N - N/A - CREDIT AGRICOLE CIB SA CREDIT AGRICOLE CIB SA 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-03-31 2.625 19211596.50 19270345.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-09-30 3.000 39245000.00 39845683.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries 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45404040.00 51962325.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-07-15 0.125 41160533.33 45941624.92 U.S. Treasuries (including strips) Y FITCH'S RATING F2 MOODY'S RATING NR S&P RATING A-2 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 550000000.00 550000000.00 0.0044 N Y Y N - N/A - DNB BANK ASA DNB BANK ASA 12567 0001498632 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2028-08-15 2.875 19878900.00 20462872.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 2.875 89005900.00 90988773.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 1.500 239123800.00 238631683.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 1.125 49039500.00 44371106.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 1.625 14285500.00 13545624.98 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 400000000.00 400000000.00 0.0032 N Y Y N - N/A - FANNIE MAE FANNIE MAE 3135G04E0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-04-28 2022-04-28 N N N 0.0057 375078596.25 375078596.25 0.0030 N N Y N - N/A - FANNIE MAE FANNIE MAE 3135G04L4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-05-09 2022-05-09 N N N 0.0049 233049817.73 233049817.73 0.0019 N N Y N - N/A - FANNIE MAE FANNIE MAE 3135G04P5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-05-19 2022-05-19 N N N 0.0046 600134202.00 600134202.00 0.0048 N N Y N - N/A - FANNIE MAE FANNIE MAE 3135G04T7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-05-27 2022-05-27 N N N 0.0047 175054400.50 175054400.50 0.0014 N N Y N - N/A - FANNIE MAE FANNIE MAE 3135G04X8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-06-15 2022-06-15 N N N 0.0047 525193730.25 525193730.25 0.0042 N N N N - N/A - FANNIE MAE FANNIE MAE 3135G05N9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-07-29 2022-07-29 N N N 0.0039 42015635.34 42015635.34 0.0003 N N N N - N/A - FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313VE5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-06 2022-04-06 2022-04-06 N N N 0.0005 4999889.00 4999889.00 0.0000 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENFW5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-28 2022-10-28 2022-10-28 N N N 0.0001 99575562.00 99575562.00 0.0008 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENGH7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-11-07 2023-11-07 N N N 0.0033 45007794.90 45007794.90 0.0004 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENGX2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-12-13 2023-12-13 N N N 0.0033 26004529.46 26004529.46 0.0002 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELWG5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-04-07 2022-04-07 N N N 0.0062 250014717.50 250014717.50 0.0020 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ELU28 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-07-14 2022-07-14 N N N 0.0046 162592558.38 162592558.38 0.0013 N N N N - 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BANK 3133EMG71 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-05-09 2023-05-09 N N N 0.0030 85003000.50 85003000.50 0.0007 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMG63 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-04-10 2023-04-10 N N N 0.0030 349999825.00 349999825.00 0.0028 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM2M3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-07-31 2023-07-31 N N N 0.0064 325017946.50 325017946.50 0.0026 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM5N8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-08-21 2023-08-21 N N N 0.0029 219938554.00 219938554.00 0.0018 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM6F4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-09-27 2023-09-27 N N N 0.0029 160000480.00 160000480.00 0.0013 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMVK5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-04-05 2023-04-05 N N N 0.0030 345053385.30 345053385.30 0.0028 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMXL1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-04-27 2023-04-27 N N N 0.0030 169025936.43 169025936.43 0.0014 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMYB2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-05-04 2023-05-04 N N N 0.0031 115017236.20 115017236.20 0.0009 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMA36 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-05-19 2023-05-19 N N N 0.0031 108021635.64 108021635.64 0.0009 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMCF7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-10-07 2022-10-07 N N N 0.0036 40017299.20 40017299.20 0.0003 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMDQ2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-10-14 2022-10-14 N N N 0.0035 66025072.08 66025072.08 0.0005 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMHX3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-12-01 2022-12-01 N N N 0.0032 53521052.25 53521052.25 0.0004 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMPM8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-09-29 2022-09-29 N N N 0.0031 330068465.10 330068465.10 0.0026 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMPZ9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-02-09 2023-02-09 N N N 0.0032 30006525.90 30006525.90 0.0002 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMTB8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-03-10 2023-03-10 N N N 0.0031 46013155.54 46013155.54 0.0004 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMMS8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-01-13 2023-01-13 N N N 0.0033 85027095.45 85027095.45 0.0007 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMNH1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-01-20 2023-01-20 N N N 0.0033 17007572.14 17007572.14 0.0001 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AKG34 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-11-10 2022-11-10 N N N 0.0034 50018266.50 50018266.50 0.0004 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AKYV2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-02-03 2023-02-03 N N N 0.0033 100024596.00 100024596.00 0.0008 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AKWQ5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-07-29 2022-07-29 N N N 0.0032 147014689.71 147014689.71 0.0012 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AKJK3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-12-08 2022-12-08 N N N 0.0033 100038448.00 100038448.00 0.0008 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AKBT2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-10-05 2022-10-05 N N N 0.0035 200085612.00 200085612.00 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AMMK5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-05-19 2023-05-19 N N N 0.0031 122024226.76 122024226.76 0.0010 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AKD45 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-10-26 2022-10-26 N N N 0.0035 200087552.00 200087552.00 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ALSC9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-03-17 2023-03-17 N N N 0.0031 174980589.00 174980589.00 0.0014 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ANAS9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-08-10 2022-08-10 N N N 0.0028 249991937.50 249991937.50 0.0020 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AJM48 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-05-13 2022-05-13 N N N 0.0047 100020537.00 100020537.00 0.0008 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AR6T3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-08-04 2022-08-04 N N N 0.0028 100003440.00 100003440.00 0.0008 N N N N - N/A - FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 36036 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 69716300.00 72666587.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 100.00 74.62 U.S. 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(including strips) 2028-08-15 2.875 9323420000.00 9576937543.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 2.750 122204400.00 123598822.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 6024912800.00 6078369297.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 2.875 12465400.00 12711940.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 2.625 6254783400.00 6317051289.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 2.375 315009600.00 315885540.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 2.375 9535769300.00 9573757592.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 2.375 10116200.00 10165867.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 1.750 143853000.00 142321084.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 1.750 82645600.00 83200622.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 2.750 27152900.00 27445188.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 1595312300.00 1576233863.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 1.500 2915861000.00 2916180540.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 1.625 66021500.00 66339678.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 1.625 274836300.00 275456271.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 157458900.00 158393251.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 55231000.00 55711436.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.125 11444000.00 11392433.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 1659986300.00 1656225354.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 2.750 448374600.00 454513764.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 1.500 40660800.00 39914548.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 1.500 50725600.00 50885270.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 1.375 1971300.00 1914780.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 1.500 7120600.00 6676867.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 1.125 81247600.00 78168534.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.625 20836800.00 18078000.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-15 0.125 141003400.00 137005156.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 0.125 240665900.00 239566056.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 0.125 2378600.00 2365237.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.875 108903100.00 96583686.50 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Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-07-25 3.500 4262696.00 4339269.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-07-25 4.500 41036544.00 23417.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-09-25 2.000 1301000.00 1145722.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2022-11-25 0.311 523905000.00 35242.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-10-25 5.643 68789280.00 1632746.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-01-25 4.000 15762496.00 582374.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-05-25 6.500 13200000.00 1595936.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-05-25 3.000 1352000.00 64907.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-03-25 4.000 32886016.00 215352.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2032-09-25 7.500 11628080.00 2369087.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-05-25 4.000 89778048.00 795575.06 Agency 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3.500 3801000.00 1645876.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-08-25 2.750 25000000.00 3156594.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-10-25 2.750 15000000.00 2578143.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-04-25 0.488 16684896.00 86249.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-02-25 5.693 6000000.00 178108.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-25 3.500 1181600.00 411904.29 Agency Collateralized Mortgage Obligation Federal National 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2051-11-25 3.500 373758.00 356261.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-08-25 2.000 5000000.00 4686766.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-25 5.549 46542272.00 4914351.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-07-25 3.500 4717560.00 4844342.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-25 2.500 12056400.00 11495745.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-02-15 4.000 6126120.00 27877.58 Agency Collateralized Mortgage Obligation Federal Home 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Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2029-05-15 2.500 25000000.00 2193478.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-12-15 5.753 52123712.00 1645122.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-08-15 4.000 4187750.00 133426.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-05-15 3.500 2837010.00 537547.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2026-08-25 2.653 7235000.00 7206637.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-07-15 4.000 10985000.00 589981.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-09-15 3.500 7562600.00 421111.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-02-15 3.000 25000000.00 3825873.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2027-10-25 3.000 25000000.00 25305275.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-11-15 4.000 19219900.00 4005622.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-09-15 3.000 6000000.00 4775655.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-05-15 0.846 10000000.00 3446166.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-05-15 0.846 11000000.00 4575258.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-12-25 5.593 40482816.00 2917945.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-09-25 4.000 1065176.00 62937.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-09-15 4.000 8746272.00 42128.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-02-15 0.633 10428864.00 36807.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-01-15 0.541 24906720.00 100512.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2050-07-25 0.150 163796992.00 635629.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2031-03-25 0.289 21500000.00 17709218.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-10-15 4.000 2676000.00 988681.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-07-25 2.500 19382688.00 2454028.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-15 4.500 2512872.00 160173.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-08-25 2.000 1960000.00 1504522.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-10-15 0.030 58041600.00 44061.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-02-15 2.000 403712.00 366190.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-08-25 5.549 30800000.00 3240589.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-08-25 5.693 60697856.00 66270.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-09-25 0.000 2727272.00 226947.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-02-25 6.000 4192000.00 1853966.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-05-25 6.193 45000000.00 798187.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-06-15 0.000 74994432.00 6567.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2025-06-15 5.753 68625000.00 24938.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-08-15 15.883 2150000.00 79793.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-11-25 6.143 170000000.00 555837.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-02-25 0.858 149997760.00 667922.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-02-25 0.000 3424936.00 65527.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-02-25 5.500 2808000.00 999979.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-07-15 6.000 24085000.00 9373960.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2032-11-25 6.743 54503232.00 168750.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-04-25 6.143 12755200.00 27869.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-08-25 6.743 50000000.00 187570.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-02-25 5.000 50000000.00 290914.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-12-15 0.000 44000000.00 8449.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-05-15 14.008 12990240.00 102403.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-10-15 0.000 13589000.00 54664.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-02-25 5.000 32000000.00 17224.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-07-25 4.000 5000000.00 679129.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-01-25 5.793 50000000.00 262750.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-11-25 5.543 9161312.00 127381.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-01-25 4.000 1000000.00 218212.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-12-25 5.000 29097248.00 181687.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-12-25 4.000 3044250.00 1474977.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-11-25 4.000 2000000.00 1747847.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-03-25 3.500 8000000.00 7918709.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-03-25 3.549 2000000.00 2038891.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-07-25 0.000 25000000.00 20318850.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-02-16 0.000 170170000.00 172194.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-08-16 5.998 800000.00 329472.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-11-16 5.500 25374000.00 6687655.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-10-20 11.302 8346160.00 429251.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-03-20 6.351 49468736.00 56377.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-08-20 5.551 137447168.00 1519226.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-09-16 0.002 178945280.00 5038.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-03-16 0.028 79557000.00 4814.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-03-16 0.395 5760896.00 17962.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-12-16 0.009 101432448.00 6857.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2032-10-16 7.500 6183630.00 647495.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-04-20 4.500 59157760.00 47498.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-01-16 1.899 2000000.00 157257.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-08-16 1.649 110000.00 12721.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-02-20 6.702 8000000.00 1076416.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-04-16 3.000 9564000.00 8500199.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-09-16 2.500 3000000.00 358603.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-09-16 0.341 135525000.00 276160.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-10-16 2.549 9000000.00 50586.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-09-16 2.600 9000000.00 250846.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 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Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-07-20 3.500 200000.00 207326.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-07-16 5.219 26603232.00 743469.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-01-20 6.133 4000000.00 1496387.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-02-16 2.750 188000.00 62962.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-04-16 2.750 351000.00 128129.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-16 2.350 120000.00 20976.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-02-16 0.531 121000000.00 1195243.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-04-16 0.560 18600000.00 159767.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-05-16 2.000 390000.00 58538.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-02-16 1.083 131314688.00 3290200.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-10-16 2.000 3000000.00 1075263.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-03-20 0.898 35000000.00 8622478.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-07-16 0.122 22094240.00 18776.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-08-20 0.748 2500000.00 1656058.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-08-16 3.149 160000.00 19587.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-03-16 1.600 67538000.00 52828827.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-01-16 0.939 195000000.00 15083810.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-08-20 4.000 10653360.00 51559.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-06-20 4.500 72354240.00 1139146.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-20 3.500 7907288.00 7950427.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-10-16 1.500 29860.00 27350.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-16 1.500 17322000.00 16785243.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2064-03-16 0.760 200000000.00 14620413.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-20 5.601 20700000.00 1226607.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-20 0.898 40000000.00 12196658.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-20 0.898 29333312.00 5862429.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-08-20 5.601 28691328.00 893115.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-12-20 3.500 9769792.00 303646.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-12-20 5.551 17410848.00 730134.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-01-20 2.500 2450000.00 2249759.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-05-20 0.050 18907968.00 5088.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-07-20 0.205 16952032.00 78493.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-20 5.851 52955392.00 6914439.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-20 2.000 20608704.00 1916098.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 3.151 50000000.00 1905644.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 3.201 35712064.00 773729.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-02-20 5.000 4101160.00 3419194.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-04-20 3.500 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Collateralized Mortgage Obligation 2046-08-25 5.543 58241088.00 2718037.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.000 38552192.00 488020.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 3.000 3609328.00 3532850.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 4.500 1111110.00 48418.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-25 5.743 10361472.00 742451.07 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-044 X1 20250125 FLT-Agency Collateralized Mortgage Obligation 2025-01-25 0.706 156425000.00 2340111.58 Agency Collateralized Mortgage Obligation FHLMC WLST 2017-SC01 1-A 20461225 3.00000-Agency Collateralized Mortgage Obligation 2046-12-25 3.000 12000000.00 1931005.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 1.625 41874304.00 490304.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 3.000 19870000.00 642682.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 4.000 17500000.00 210566.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 0.307 13473856.00 50991.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 5.493 67238016.00 866755.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-25 1.693 38928064.00 641112.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-25 4.500 483268.00 29179.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-25 4.500 1222222.00 103572.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.593 26281056.00 1408836.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 3.500 2883284.00 21178.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 3.500 7393224.00 198924.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 5.543 13532000.00 792290.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 5.593 11979968.00 1098182.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-25 0.807 85000000.00 2233164.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 5.643 5994990.00 387328.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 1.327 24397568.00 356985.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 4.000 60365000.00 5623965.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 5.543 58201088.00 4708603.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 3.000 19442528.00 2708840.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 3.000 79384.00 75717.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 21725760.00 2101139.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 3.000 20443584.00 1530816.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 38462592.00 2838316.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.500 35714240.00 2578686.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 3.000 78259968.00 9981364.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 3.500 278000.00 198411.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 3.000 8901536.00 637303.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 2.500 69928960.00 8279187.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 3.500 21000000.00 749446.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 3.500 15783376.00 507308.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-25 4.000 13645168.00 1925172.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 3.500 21557056.00 1947156.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 2.500 19479600.00 2506916.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 3.000 1327616.00 160353.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 4670064.00 3092117.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 16677504.00 1314228.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 3.000 5122424.00 510658.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 3.000 84086.00 67341.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-25 2.500 42951552.00 38023992.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-25 1.672 1264128.00 56515.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 2.500 500000.00 53237.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-25 3.000 7232592.00 7026304.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 5.603 50000000.00 707450.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 6.203 57000000.00 869695.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-11-15 6.053 76636672.00 1324596.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 4.500 33540480.00 764995.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-01-15 5.000 30087712.00 270102.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 6.053 104907520.00 1375264.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 7.181 20000000.00 987947.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 4681592.00 164386.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 6.103 19068640.00 1056984.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-08-25 1.626 60063000.00 1260859.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-09-15 3.000 5546224.00 17243.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 5.753 12380576.00 74479.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 4.000 1035000.00 1113890.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 4.000 11621000.00 16862118.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-04-15 4.000 29115200.00 790190.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-05-15 3.000 3000000.00 2861163.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-08-15 4.500 18999040.00 570223.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-10-15 5.803 23400000.00 790073.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-10-25 1.553 50000000.00 2390671.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-09-15 4.500 3245552.00 106223.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2023-03-25 1.319 185836000.00 1216429.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-09-25 0.636 5599000.00 110502.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-10-15 5.603 18878336.00 1281373.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 3.000 14521000.00 14591212.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-05-15 0.261 12073280.00 39174.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 4.000 12198736.00 14821512.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 3768100.00 438505.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-11-25 2.628 767000.00 133037.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-11-25 0.349 19000000.00 14756483.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-09-25 3.000 55352512.00 7353.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-06-25 3.111 1374500.00 51273.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-04-15 4.000 49787200.00 1725048.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-01-15 5.653 20594656.00 795329.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 4.000 562500.00 10066.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-09-25 0.727 289225000.00 6780536.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 0.369 39666304.00 110057.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 0.387 7080560.00 11938.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 5.750 74330752.00 8983759.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 5.750 93531392.00 9989708.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 5.000 35741312.00 35773681.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 0.050 30000000.00 9848.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 3.500 17142848.00 2190815.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 68329984.00 70847055.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 6194400.00 6307472.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 3.500 14910720.00 15046805.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 53521280.00 5913013.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 2.200 200000000.00 5293667.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 3.000 41107136.00 40852066.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-06-20 3.000 1146880.00 1143984.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.350 61177216.00 2470251.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 51922048.00 6224619.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-15 0.438 74825000.00 224460.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-15 0.150 9122704.00 23323.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-10-25 0.476 27424224.00 68508.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2038-02-25 0.850 11324432.00 59376.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 5.593 28893792.00 2172763.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 3187940.00 438666.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-09-25 2.936 3532000.00 634813.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 0.299 8300000.00 5775403.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 2.500 2240248.00 94005.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-04-25 2.595 6300000.00 846548.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-01-25 1.937 7000000.00 896910.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-25 2.954 5297000.00 817793.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-10-25 0.910 103901000.00 6029721.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-05-25 0.892 116000000.00 5258653.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-11-25 2.126 97000.00 90971.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-01-25 2.779 2623000.00 569422.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-03-25 1.050 9542100.00 9368863.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-03-25 3.500 11352000.00 11383191.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-11-25 4.000 3113056.00 394334.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-08-25 7.225 3196480.00 214390.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-01-25 20.830 7128000.00 378529.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-07-15 13.423 1000000.00 173750.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-08-25 0.000 272540160.00 6815.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-03-25 13.418 6022664.00 352187.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 0.956 25000000.00 37437.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 6.123 80255232.00 348045.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 6.243 55072500.00 89878.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-11-15 6.000 6650000.00 3480879.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-01-15 16.495 5000000.00 87043.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-06-25 6.113 136000000.00 297710.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 6.243 79428864.00 178752.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 6.143 107500000.00 60502.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 0.000 50000000.00 9800.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 6.023 30176352.00 28351.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 6.243 30000000.00 168982.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 0.000 48654272.00 7004.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.333 72006900.00 190247.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 5.750 13261664.00 10545114.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-02-15 5.500 3636364.00 1063123.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-06-15 22.745 9681000.00 371599.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.000 2552000.00 925524.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 6.183 73142784.00 502618.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 5.000 850000.00 49175.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 5.793 42000000.00 93294.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-25 5.000 60000000.00 83916.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.893 10464928.00 87998.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-07-25 4.500 4110000.00 5451.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 1.036 205000000.00 2501940.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 4.043 53755072.00 184101.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-01-15 5.000 7000000.00 2027328.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-02-15 5.843 24022784.00 138448.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2057-08-27 3.000 6500000.00 6621959.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-20 4.000 293430.00 95329.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-20 2.000 279267.00 262763.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-20 4.000 2084892.00 568211.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-20 4.000 1502016.00 188499.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-15 2.500 447130.00 416934.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 2.500 6959488.00 6452292.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-20 4.500 1466792.00 1453849.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-20 3.000 5840032.00 5605198.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 3.000 1067374.00 1054153.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.000 4022304.00 3989526.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.500 1094838.00 1105945.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 4.000 2849572.00 2921476.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 3.500 1080848.00 1095644.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 3.000 1458438.00 1439902.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.500 1123834.00 1133840.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 3.000 1018194.00 1004508.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.500 1073994.00 1083557.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 3.000 1039804.00 1032659.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.500 1133238.00 1149167.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-20 4.500 2559668.00 2687118.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-02-20 2.500 1410318.00 1392193.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 3.000 1184502.00 1171908.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.000 1878488.00 1858517.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.500 1456166.00 1469132.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-20 3.500 1474492.00 140732.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-15 4.000 1245518.00 535884.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-15 4.500 48450.00 9110.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-11-15 5.000 14081936.00 1363645.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-16 0.204 195067904.00 7741.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-16 0.838 86281344.00 5325.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-16 0.572 144596736.00 22964.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-16 2.559 101561000.00 268269.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-16 1.286 676240640.00 377073.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-16 1.215 225000000.00 9623.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-01-16 5.699 100000000.00 172271.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-02-20 5.000 675000.00 535373.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-11-20 5.701 40000000.00 39467.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-20 6.000 54521000.00 2461615.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-16 4.500 19200000.00 584110.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-11-20 6.111 50000000.00 54274.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-16 5.919 31818176.00 56879.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-16 5.500 60320064.00 7144276.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-16 0.000 130072832.00 32378.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-16 0.530 177595000.00 69339.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-20 5.651 26000000.00 143936.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-20 5.500 2286964.00 122632.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 6.151 25000000.00 190378.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2026-11-20 4.000 31300000.00 20148.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-16 0.656 922000.00 5618.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-06-16 0.433 94738944.00 255928.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-20 5.601 28656544.00 495087.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-16 5.500 7072904.00 190829.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-06-16 0.486 107782560.00 794458.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.312 109549056.00 360223.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 0.549 138044672.00 546476.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-16 0.000 50000000.00 42261.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-05-16 0.216 155459000.00 188307.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-02-16 2.824 7925860.00 4559243.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-02-16 3.337 15000000.00 7699520.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-09-16 0.180 101291136.00 160251.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-12-16 3.497 10000000.00 8725903.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-16 3.000 23891104.00 40731.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-20 5.751 43444096.00 919546.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 5.701 20230432.00 68814.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 0.735 106105472.00 387717.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 0.555 157091000.00 534312.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 0.642 186330000.00 1449150.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 2.500 189390.00 186694.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 0.000 110913152.00 5707.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-20 5.151 56000000.00 801180.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-16 0.386 104944000.00 545889.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-04-16 0.517 6163000.00 88202.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-05-16 0.726 117551616.00 2072574.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.000 1454290.00 748820.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-03-16 0.752 104532320.00 1143648.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-08-16 0.793 105000000.00 1204137.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-04-16 0.776 18000000.00 261939.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-20 3.500 41443264.00 930713.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 0.530 13954112.00 2329287.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 3.000 1000000.00 990080.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.623 72822912.00 2059036.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.728 100809728.00 2207989.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-06-16 0.956 33325952.00 654348.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-08-16 3.000 2000000.00 545221.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-09-16 0.621 80012800.00 2490452.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-02-16 0.765 44516000.00 1499882.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-01-16 1.449 9941000.00 5781712.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-12-16 0.989 51049400.00 3848104.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-04-16 0.762 61000000.00 3477427.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-06-16 1.399 150000000.00 94623073.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-09-16 1.084 75329408.00 5604611.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 3.000 4600000.00 1628782.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 0.368 5661290.00 16779.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 5.751 13374608.00 677047.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.000 12500000.00 61817.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-16 0.050 8002368.00 9058.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 0.698 10000000.00 3699437.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 5.651 7803968.00 435203.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.250 20000000.00 580079.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.601 61600000.00 1279951.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-12-16 0.896 100000000.00 7562693.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-10-16 1.500 100000.00 90521.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 0.973 18975072.00 57951.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.250 64479.00 70909.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.651 1478332.00 63086.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.601 13589392.00 647163.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 0.030 22698080.00 19009.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 1.158 2000000.00 862988.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.601 32735040.00 614893.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 0.020 100000000.00 26508.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 2.361 150000000.00 2790602.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 5.601 16666656.00 1280995.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 5.601 43600000.00 1631357.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-20 3.000 497262.00 10299.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 5.551 38950400.00 3521608.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 4.000 42485632.00 1490934.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-20 0.630 3600000.00 1369369.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 5.669 14000000.00 908772.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.601 506112.00 29886.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 0.050 18907968.00 5094.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 5.651 44539776.00 2220881.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 0.848 62490176.00 32641484.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 5.701 49158272.00 3235215.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.000 7116000.00 465455.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.251 36764096.00 1028024.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.088 11841936.00 24295.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-02-20 1.500 10115808.00 6167.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.500 110000000.00 5043460.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 41239936.00 5434546.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-20 4.500 2461440.00 123169.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 28144384.00 2496088.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 22351200.00 2999651.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 3.500 212609.00 229658.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 4.000 13819536.00 948622.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 22725632.00 2038537.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 79817472.00 8618176.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.751 73687296.00 1624697.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 3.301 70867584.00 1690815.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 3.251 52620032.00 3313089.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 2900000.00 187026.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.500 22500000.00 1185077.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.950 33213280.00 1319133.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.251 37291200.00 1949350.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 5.000 9675000.00 9185955.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.649 67000000.00 1699982.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 36551200.00 4322303.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 295725568.00 29297705.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 5.500 3942052.00 4093825.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 2.450 35546048.00 1296358.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 2.500 17576880.00 2472192.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 66333312.00 6370323.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.000 61075.00 46952.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.851 72081792.00 10039084.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 750000.00 79662.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 79640064.00 11329846.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 50000000.00 1330428.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 18829700.00 2310088.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 0.050 102242304.00 106551.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 5.851 25197312.00 3680597.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 1.250 49996.00 30760.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 19200000.00 2028521.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 2.500 10000000.00 1163293.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 29646336.00 2737611.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 1.251 50000000.00 756348.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.050 235744512.00 275912.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 2.000 34555200.00 32054815.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 14285712.00 1570871.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 33114048.00 21726416.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.050 143238912.00 183176.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 2.500 10069600.00 1337607.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 5.500 16099392.00 2902204.26 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-06-30 2022-06-30 2022-06-30 N N N 0.0043 1000000000.00 1000000000.00 0.0080 N N N Y - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2023-08-15 2.140 130000.00 19094.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2051-11-20 2.500 66176090.00 63163224.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2044-05-15 4.330 5164874.00 5146059.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2057-03-15 2.439 10880000.00 10773249.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2063-01-15 2.609 1048057.00 1036403.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2057-04-15 2.350 11776000.00 11579992.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2057-03-15 2.480 9853695.00 9863496.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2057-04-15 2.299 21228000.00 20793880.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2022-08-20 1.625 14700000.00 1692.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2022-08-20 1.625 850000.00 100.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2022-10-20 1.750 39720000.00 9747.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2022-11-20 1.750 20000000.00 6619.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2022-12-20 1.750 8760106.00 2312.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2022-06-20 1.875 45770702.00 3718.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2027-10-20 2.000 858500.00 410.53 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 120000000.00 120000000.00 0.0010 N Y Y N - N/A - MUFG SECURITIES CANADA LTD MUFG SECURITIES CANADA LTD 549300Y1PMK3RWXMWR72 36023 0000852743 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2040-03-01 5.000 51152000.00 2107160.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2040-12-01 4.000 600000000.00 47185033.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2033-01-01 3.500 2000000.00 1105343.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2042-08-01 3.500 255758515.00 70175338.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2050-02-01 3.500 8684763.00 6192622.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2050-12-01 3.000 19102726.00 9050004.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2051-11-01 2.500 1000.00 947.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2052-03-01 3.000 46890815.00 46018645.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-10-01 4.500 24000000.00 6664764.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2050-06-01 2.500 25000000.00 18515641.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2050-05-01 3.500 1000.00 528.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2051-11-01 2.000 29405938.00 26710870.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2051-11-01 2.000 104611072.00 95974125.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2050-09-01 2.000 11187600.00 9513106.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2051-09-01 2.500 11638564.00 10570810.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2041-01-01 4.000 31694833.00 2474093.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2041-08-01 4.500 16414100.00 990439.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2044-02-01 4.000 38037568.00 8707813.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2036-05-01 5.500 130616000.00 2357086.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2036-09-01 5.500 4400.00 58.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2047-08-01 4.000 9099899.00 2229855.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2028-12-01 3.750 3906128.00 4117937.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2047-11-01 4.500 94300140.00 41976661.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2050-01-01 3.000 32000000.00 17279765.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2048-11-01 4.500 1301960.00 285839.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2049-07-01 4.000 34266.00 16897.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2051-05-01 2.500 54440651.00 48643537.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2051-11-01 2.000 13372395.00 12132013.43 Agency 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(including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-08-15 2.250 300.00 280.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-05-15 3.000 257100.00 279138.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-11-15 2.750 5000000.00 5213007.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 3.000 3567500.00 3881091.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 1.000 314800.00 445954.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-11-15 3.375 10208600.00 12026849.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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Association-Agency Mortgage-Backed Securities 2036-01-01 1.782 300000000.00 5176003.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-10-01 4.000 15783849.00 6243614.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-03-01 2.500 21977096.00 5223858.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 3.500 12749100.00 4911660.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2058-01-01 3.500 349000.00 233797.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 16130938.00 3667071.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 5.764 14984700.00 5687894.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.000 18497788.00 5296019.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.500 969200.00 504900.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 3025736.00 1147291.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 27382450.00 6337476.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 4.000 17975007.00 6833722.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 18848283.00 5106664.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 20418447.00 6040079.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 4.500 1003900.00 804121.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 6479382.00 3585792.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.500 17442757.00 16172255.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.000 40289000.00 36991634.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 3.000 24479818.00 22978045.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 2.000 2671990.00 2438430.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 1.500 1911466.00 1751440.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 3.000 1218819.00 1179912.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 2.000 26170600.00 23975348.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.500 5737338.00 5448683.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.000 33452540.00 32792278.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 1.500 1833777.00 1700440.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 1116529.00 1095734.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 679947.00 641122.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.000 10356294.00 10152967.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 1869600.00 1792333.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 2.500 1323403.00 1277315.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.500 10316542.00 9832116.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 100023128.00 41062226.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 2.500 45000.00 41063.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 3.000 17300000.00 6774758.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 4.000 15617208.00 5562817.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 14050827.00 4671834.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.500 35417451.00 29516016.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 3.000 17768700.00 16675161.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 3.000 344200.00 327960.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 126810000.00 119660284.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 50016.00 48190.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.000 21456757.00 20871726.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 1538647.00 779924.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 4.500 12379244.00 12199703.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 576242.00 549595.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 2.500 1595308.00 1529630.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.000 670500.00 610556.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.000 1403000.00 1280489.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.000 8464089.00 7858370.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 2.500 2746000.00 2650547.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-20 4.500 75000000.00 6888826.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2028-10-20 3.500 3081735.00 318572.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-20 3.500 27817947.00 5216177.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 3.000 111420380.00 32961411.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-20 3.000 1160860.00 626844.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-20 2.000 69804039.00 53440421.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-20 3.000 687911.00 655720.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-20 3.000 2711000.00 2584138.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-20 2.500 9900.00 9497.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 2.500 725185.00 692005.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2068-10-20 4.411 4994600.00 1524169.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 3.000 16058409.00 6374242.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-20 3.000 2191333.00 2102724.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-20 4.000 1804271.00 1715234.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 3.000 735894.00 721859.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 3.000 5508607.00 5254205.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 3.000 1067564.00 1045382.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 3.000 1048.00 1021.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-20 2.500 613400.00 587340.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-20 3.000 1147000.00 1127559.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-20 3.000 2108800.00 2076217.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-20 3.000 3547204.00 3497672.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 4.000 2585197.00 2665527.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 4.000 6758743.00 6941866.63 Agency Mortgage-Backed Securities 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1.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 0.000 39.68 26.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 21.89 14.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.000 33749.98 16112.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 0.89 0.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 0.89 0.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 2.14 1.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 2.27 1.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 28.03 16.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 10626.54 5601.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 12556945.13 7419107.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 1430.11 837.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 7.17 4.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 12201845.56 7010448.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 215042.37 122638.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 45605.84 25801.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 25898.98 14540.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 9044247.10 5003268.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 1230957.53 674934.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 45601.55 24751.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 44622007.63 23963624.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 6.92 3.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 25.82 13.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 3.31 1.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 87483.92 45805.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 19586380.21 10195102.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 91.43 47.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 0.47 0.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 959.92 492.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 1871648.08 953636.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 1732490.27 880399.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 14136227.02 7165512.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 4886634.45 2471493.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 43408.12 21934.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 62275.05 31339.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 33747.95 16889.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 1.59 0.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 0.000 33749.95 16676.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 0.000 20481330.30 10085048.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 6498955.82 3184936.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 0.000 418759.31 203336.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 18750.00 9056.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.000 33750.12 16295.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 0.000 1166.89 562.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 0.000 61819.98 29744.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 17289000.00 21741856.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 0.250 26005300.00 23999922.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 0.750 25872100.00 23999989.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-09-30 1.250 3888600.00 3605159.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 0.000 0.19 0.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 0.19 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 0.19 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 0.19 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 0.19 0.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-08-15 0.000 4.19 3.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 4.19 3.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 4.19 2.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 50.43 34.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 1.88 1.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 0.000 8.16 8.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 0.000 8.64 8.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 468.42 464.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 0.000 1.20 1.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.000 0.04 0.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 0.000 0.29 0.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.000 75.20 72.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 4.41 4.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 1.90 1.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 214.88 200.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 45607.30 41991.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries 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LEGACY INSURANCE CO OF NE PRUDENTIAL LEGACY INSURANCE CO OF NE 36025 0001638427 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) 0.000 150000000.00 100406250.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 0.000 200000000.00 108885000.00 U.S. Treasuries (including strips) Y 2022-04-01 2022-04-01 2022-04-01 N Y PRUDENTIAL INSURANCE CO OF AMERICA 1.0000 FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING AA- N 0.0031 205187500.00 205187500.00 0.0016 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 539 0001000275 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-07-14 0.000 700.00 698.70 U.S. Treasuries (including strips) 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2024-02-15 2.750 784400.00 792843.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-15 2.375 34011200.00 34031155.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-08-15 2.000 8441600.00 8310256.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-11-15 2.250 55063700.00 54961558.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-05-15 1.750 68747900.00 69322122.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-08-15 1.625 26297500.00 26424389.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2022-11-15 1.625 65497600.00 66038280.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-15 2.500 2299500.00 2319502.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-15 2.500 20196500.00 20423332.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-15 0.125 307400.00 299328.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-02-28 0.500 314900.00 291237.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-03-31 0.125 81279200.00 79999865.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-06-30 1.250 400.00 373.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-31 0.125 77976000.00 75844861.25 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-07 2022-05-05 2022-05-05 N N N 0.0031 500000000.00 500000000.00 0.0040 N N N N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 3228000.00 3256079.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 16114000.00 15026381.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 5.593 66211986.00 5989493.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 5.593 30508731.00 3279987.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 5.593 50026193.00 5369240.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 4.000 141362792.00 4931368.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 4.500 112174532.00 12996263.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 4.500 50000000.00 2304890.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 3.500 45000000.00 3797446.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 5.693 41496000.00 4797257.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 2.000 65885034.00 6139877.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.000 38657000.00 4500750.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 3.500 22941627.00 3155992.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 3.000 20532238.00 2289962.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.000 35950000.00 3823710.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 50000000.00 4803684.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.000 222500000.00 24437441.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 141381800.00 14871084.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 4.051 26247197.00 1529871.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 4.150 93000000.00 2868314.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 180234520.00 20349497.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.000 88325655.00 9236001.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 2.000 60111550.00 6867138.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 2.000 57438993.00 6790736.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 2.500 37298000.00 3826284.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 2.000 98335662.00 10805476.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 3.500 19638447.00 1711296.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 2.000 48122191.00 5759014.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.500 69340423.00 9475946.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2031-02-25 0.959 1000000.00 886584.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 4.500 20113496.00 2622375.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.500 75000000.00 7262600.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.500 114772030.00 15922514.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.500 18621087.00 2539930.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 3.000 42502000.00 4072652.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 22213000.00 2220587.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 3.500 78151170.00 7223902.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 3.000 25359000.00 3795455.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 3.000 33333332.00 4309133.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 36381741.00 5100385.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 4.500 17571596.00 2771422.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 30150000.00 2965577.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-09-25 5.500 10090909.00 2058260.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 18400000.00 1938559.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 4.500 87260786.00 13438359.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 3.000 44223000.00 4231292.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-25 3.500 6525000.00 634301.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 3.000 12500000.00 1764516.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 3.000 55083333.00 5417433.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 3.000 26666666.00 2512799.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 3.000 29145920.00 3848280.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 3.500 11000000.00 1589226.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 2.500 14417200.00 1937466.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 2.500 50623078.00 8924533.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.000 157290154.00 21393555.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.000 61160981.00 6974688.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 3.500 49471361.00 8117929.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-25 3.650 134954190.00 8733787.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-25 5.500 43092577.00 6929734.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 4.000 28898423.00 4173848.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-25 3.000 55651859.00 9243775.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-12-15 4.500 6000000.00 3487646.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-03-15 5.000 1230935.00 651214.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 5.500 5500000.00 2118140.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 6.113 65714285.00 1791255.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.543 85892593.00 2040892.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.603 42654372.00 1576693.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.703 77705785.00 2607912.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 5.803 32300000.00 1378339.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 5.723 30181968.00 1515992.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-05-15 3.000 3850000.00 605670.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-02-15 3.000 7010541.00 1657853.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-06-15 5.753 44429230.00 1905633.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 5.603 50550000.00 2041078.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 5.603 76100000.00 2057383.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-02-15 5.553 46882557.00 1421327.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 5.703 40958642.00 1565938.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-02-15 5.703 75000000.00 1620944.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 3.000 2177000.00 2642977.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-02-15 2.500 2500000.00 2830510.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-06-15 5.783 30841164.00 1616756.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-08-15 5.753 56369086.00 1369720.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 5.703 69760209.00 2049682.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.703 60671710.00 1884453.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.553 50000000.00 3360613.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-09-15 3.500 163285714.00 3544737.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 5.603 21335039.00 1184341.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-09-15 5.603 50000000.00 3724533.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-10-15 5.653 16808475.00 1370156.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-11-15 5.703 26863571.00 1239965.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 5.653 51751947.00 3192518.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-05-15 4.000 12375000.00 887965.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 2.750 33000000.00 960557.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 2.750 75000000.00 2155671.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 2.750 103816692.00 1978363.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.000 25000000.00 944677.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 2.750 18414415.00 407032.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.753 33676736.00 2726845.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-03-15 5.803 44537211.00 2904029.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 5.803 42000000.00 1215040.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 1.639 129886588.00 1664154.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 4.000 27000000.00 1932887.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 4.000 21231370.00 1295719.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-09-25 3.500 20977029.00 2176556.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 52642100.00 5160292.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 5.000 7114595.00 903516.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 19090000.00 1911781.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2035-02-01 6.000 112534.00 377.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 5.553 44000327.00 2612588.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.603 79250000.00 2650129.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 68588097.00 2570268.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 166600000.00 4726337.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-09-15 5.523 52540047.00 3626137.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-03-15 4.000 73726329.00 2050363.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-15 3.000 29770221.00 3625422.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-10-15 7.503 335221.00 44.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.000 125000419.00 13178998.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2023-12-15 6.500 5955199.00 34101.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-04-15 5.500 14443519.00 336293.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 6.093 50000000.00 1853611.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 6.093 31333333.00 1409861.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 5.543 128000000.00 2260902.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 5.993 46241000.00 2217384.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.000 4783386.00 5148688.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 0.000 80174841.00 14726462.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 6.123 104663303.00 2303025.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 6.043 92142857.00 1444610.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 6.043 61712836.00 2648772.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 230769231.00 24729113.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 5.543 50000000.00 1315935.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 0.000 59862667.00 6510907.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 6.193 82857142.00 1916064.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 5.543 72474235.00 2257571.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 6.143 62644183.00 1721984.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.693 58000000.00 2965731.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.643 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Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 38114000.00 4441062.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 2.500 52014000.00 5938470.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 23725100.00 2426351.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 44477600.00 5090608.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.000 33952285.00 3404962.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 64067900.00 5877720.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized 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1530044.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 3.500 46458003.00 10740248.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 3.000 76875144.00 16110421.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.443 46153846.00 2033513.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 10273415.00 2556122.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.443 100000000.00 4125440.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 5.443 94109919.00 4476959.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-01-25 3.500 32716634.00 8957304.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 6.243 73424980.00 4009168.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-25 6.193 45888103.00 1203043.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-25 5.743 32781996.00 1498925.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 5.643 59090000.00 3224682.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 5.143 140006700.00 2142301.39 Agency Collateralized Mortgage 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Obligation 2047-08-25 5.693 43934290.00 3562905.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 5.683 9800000.00 1211911.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-03-15 1.956 38649912.00 1127755.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.593 52507167.00 5445674.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 5.543 3699356.00 302367.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.500 2736884.00 167170.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2046-03-25 3.000 6783.00 1533.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-01-15 4.553 12900000.00 1224649.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2040-05-25 4.000 30068687.00 1865758.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 5.000 38859984.00 2859100.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 4.500 189007338.00 13307211.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-04-25 3.000 27623917.00 3313192.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 4.500 102944627.00 6427835.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 4.500 19976635.00 1720645.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 4.000 56760105.00 3227570.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 5.643 3769000.00 400235.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 5.603 14243363.00 941034.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-15 5.653 14317301.00 1071938.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 5.593 27000000.00 1970736.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 4.000 48730591.00 4839068.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency 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21428571.00 2793180.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 2.500 11902000.00 1174694.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-02-25 4.000 4366116.00 551282.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 4.500 9982610.00 1259617.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-06-25 4.500 3343177.00 497392.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-09-15 6.253 16242267.00 86401.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-05-25 2.500 11203115.00 1481780.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage 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Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.000 51610000.00 7144745.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 2.500 2269371.00 248347.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.500 11075186.00 1252691.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 4.500 100304477.00 15809271.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 2.500 1050168.00 114695.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-11-25 4.500 16197361.00 2252808.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 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Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 6.243 102500921.00 251042.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-25 6.243 26404000.00 124600.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 6.243 56666667.00 177411.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-25 5.643 32000000.00 98493.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-10-25 6.213 246696828.00 531018.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 6.143 50000000.00 247849.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.243 32165142.00 163984.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.243 52165142.00 170101.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 6.243 60000000.00 432765.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.743 22643906.00 146118.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 6.123 26999999.00 216523.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.193 293000000.00 791592.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.173 268645998.00 1553679.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 5.703 54822828.00 113688.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 6.094 45257372.00 203660.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 6.303 50000000.00 280914.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 6.023 26538458.00 148087.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-10-15 5.500 7608827.00 1710069.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 6.253 115857995.00 852238.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-02-15 6.303 99487167.00 527717.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-03-15 5.703 30000000.00 112726.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 6.000 13871787.00 2526489.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 6.043 75072000.00 228971.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 6.123 13876000.00 155344.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-09-25 6.093 61330239.00 458275.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 6.253 72504857.00 305131.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-25 6.153 73200765.00 198803.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 6.143 25020000.00 154600.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 5.923 21509000.00 122429.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 6.743 61882000.00 248429.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 6.283 75901811.00 267992.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 6.293 25000000.00 94703.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 6.313 37350000.00 101909.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 6.853 20617366.00 166149.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-06-15 6.088 24000000.00 164595.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 5.973 152000000.00 321247.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 5.653 60000000.00 472664.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 5.643 23155000.00 190330.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 6.193 50000000.00 175977.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 6.293 60842737.00 425084.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-12-25 7.563 45000000.00 119250.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 5.663 68000000.00 483813.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.283 8877650.00 82880.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 5.953 44419509.00 374277.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-12-25 5.943 21859750.00 227417.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-25 5.943 57625000.00 523193.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-03-25 6.543 50000000.00 255222.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-25 6.043 60532151.00 217686.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-03-25 5.843 33750000.00 113480.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 6.703 164000000.00 859111.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 5.693 20076276.00 1340188.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-25 5.693 42557094.00 2152718.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 5.693 57036974.00 2760788.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 5.743 61226988.00 4517952.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 4.000 14751493.00 989543.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 5.693 30000000.00 2458659.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 5.793 39632837.00 1930876.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 5.743 30328456.00 1831992.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 5.743 24090139.00 1495342.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 5.743 31746386.00 1967073.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 5.593 35950659.00 2093312.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 5.593 107999191.00 2892619.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-07-25 5.543 22540888.00 2469944.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 5.593 38821776.00 1915493.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 5.593 117145000.00 10746025.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.623 16117495.00 1601368.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.643 30735472.00 1990649.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 5.593 39040212.00 4922694.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 5.543 21195379.00 1600104.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.883 17514836.00 1745208.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.593 24156600.00 2297874.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-25 5.543 32518304.00 3028289.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-10-15 6.000 816705.00 38912.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-12-15 6.253 93333333.00 515656.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-01-15 6.013 46360000.00 206373.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-05-15 6.433 90000000.00 189665.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-06-15 5.953 72620000.00 329369.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-09-15 5.633 13400000.00 115696.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-25 5.763 67962510.00 295464.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 6.103 21241785.00 110870.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 5.603 100000000.00 788735.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 6.073 50000000.00 479862.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 5.363 164647495.00 737613.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 6.553 29010000.00 89046.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-03-15 5.733 37782508.00 109786.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 6.403 38965736.00 218447.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 5.538 13200000.00 103611.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 0.000 47538735.00 1385197.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 4.769 26000000.00 125203.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 6.000 3412548.00 565984.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-03-15 7.582 18000000.00 153568.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 5.000 5000000.00 135910.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 6.003 50000000.00 338981.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-25 6.283 75553825.00 420961.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 6.500 1198742.00 360689.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 2.153 30962948.00 826659.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 5.843 127032000.00 298486.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-12-15 2.038 20094.00 649.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-10-15 2.052 1755.00 30.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 5.773 118012223.00 879171.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 5.893 15578500.00 98445.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 5.873 25000000.00 172682.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-25 6.133 25041834.00 288454.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-25 6.000 16666666.00 94945.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 5.000 24539999.00 114534.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 4067750.00 385496.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.663 55000000.00 223712.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 5.593 81173142.00 287800.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.593 50000000.00 372651.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 6.500 37264176.00 345031.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 9.000 13471132.00 115320.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.543 109000000.00 1898146.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.500 60733333.00 295934.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 4.243 46229037.00 357352.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 4.293 56541379.00 206163.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 1.500 4879471.00 448001.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-20 4.000 12956929.00 1818857.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 5.491 100000000.00 1533561.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-16 5.669 42037019.00 1561112.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-20 6.151 23000000.00 1102907.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-16 3.500 22733000.00 1432363.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-20 5.601 39750000.00 1302648.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-20 6.371 200000000.00 534238.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-16 5.369 157025072.00 773984.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-20 6.101 17149033.00 597753.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-09-20 5.551 15945911.00 583789.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 5.801 238276991.00 1877349.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-20 6.021 150000000.00 1443740.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-16 5.619 52834340.00 412228.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 6.151 49696251.00 1308160.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 0.000 15000000.00 1251807.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-16 6.309 41145581.00 533254.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-16 6.219 45000000.00 1174248.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-20 6.151 10200000.00 157838.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 6.169 20000000.00 1561838.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-20 6.201 25440571.00 656547.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-20 4.000 44500000.00 1056442.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 3.500 17056857.00 786758.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 5.701 136303380.00 1590430.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 5.691 24445503.00 809526.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.751 73333333.00 1082286.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-16 5.249 65000000.00 1724201.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 6.201 45694819.00 972874.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 6.301 85277575.00 1914496.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.769 24713912.00 394768.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.500 38122223.00 666985.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 5.651 54035286.00 1070402.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 5.169 40000000.00 625470.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 5.151 30000000.00 619505.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-16 5.669 41406066.00 555242.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 5.151 34400000.00 1009014.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 5.701 28571428.00 1154436.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 5.201 42500000.00 604812.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 5.751 31000000.00 1524228.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-20 6.171 14361249.00 140135.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 5.171 30478045.00 1185036.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 5.151 102297401.00 2540321.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 4.000 27602812.00 673502.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 76059852.00 2891231.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 4.000 12500000.00 130161.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 5.151 18251798.00 419285.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-20 5.151 19626700.00 448446.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 21375000.00 716600.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-16 5.819 28000000.00 1365093.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 7.000 29089813.00 1224983.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 5.251 37971611.00 931873.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 5.751 34844356.00 988339.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 5.751 66666667.00 3245746.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 5.201 36225000.00 1194379.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 5.751 26432125.00 633616.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 5.651 30000000.00 1432115.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 5.651 51872424.00 1567313.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 5.601 20142857.00 693247.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 5.651 125759636.00 5707882.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 5.669 14428761.00 542546.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 4.000 35687859.00 1213973.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 5.801 39948442.00 3836926.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 5.651 19781353.00 1038632.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 19800000.00 1500867.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-16 5.669 6099085.00 300449.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 5.000 19119600.00 313133.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 5.651 26601199.00 1537787.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 5.751 53053471.00 1927009.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 4.000 12355625.00 253087.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 5.751 13000000.00 998909.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 5.751 865261.00 69277.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 4.000 9834625.00 215251.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 1.522 149107050.00 791745.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 5.801 27790198.00 1718658.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-05-20 0.769 38500000.00 1022951.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 32553088.00 1395854.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 3.500 10000000.00 36405.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 5.651 53277272.00 1986767.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-16 5.719 76777880.00 5904502.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-16 5.619 26242138.00 1772743.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 5.000 17064932.00 1243104.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 6.151 20000000.00 1127875.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-20 5.651 35985862.00 2874897.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 5.751 10287430.00 548104.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 5.751 12096774.00 473777.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 5.801 24698979.00 855373.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-16 5.819 30451946.00 1904305.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-20 5.751 30000000.00 1206149.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.801 46000000.00 1894214.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.751 32308860.00 1130793.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.751 19565606.00 471321.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 2.000 90104000.00 1306473.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.751 45500000.00 2176806.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 3.351 50000000.00 1188135.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 5.701 7580000.00 276692.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 5.701 32265116.00 2244507.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 5.751 30737202.00 729202.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.651 40000000.00 1588333.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.601 60437869.00 3822458.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.500 36372403.00 2363907.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.601 35000000.00 1030866.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 5.719 9584000.00 577802.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.651 16245490.00 983728.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-16 5.769 29508197.00 693982.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.000 67500450.00 1633952.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-16 5.000 17255967.00 854558.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 4.000 32907366.00 1324231.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.601 45523277.00 2328021.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.601 50000000.00 2395784.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.651 67575036.00 4084785.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 5.601 65268356.00 4309395.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.651 18715770.00 723735.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.101 45169891.00 1451045.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.601 29576285.00 1813450.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 2.851 70000000.00 2654562.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.651 30268291.00 1226205.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.701 42500000.00 1949909.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 2.901 100000000.00 2245796.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 2.951 25000000.00 575661.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.901 20623584.00 219099.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.601 20169380.00 1132039.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 4.031 100000000.00 4046774.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.601 27000000.00 1345108.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 5.651 13800000.00 586483.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 5.651 9025000.00 502678.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.001 50000000.00 1946441.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 5.601 61643345.00 3896778.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 5.601 49643799.00 1162811.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.601 75000000.00 3747709.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 5.601 64975092.00 3964721.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.601 45042032.00 1184851.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.651 11060000.00 403104.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 3.500 4337376.00 887933.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 5.601 20459891.00 975929.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 5.151 36700000.00 2296869.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 3.500 15777571.00 716025.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 3.500 37673427.00 2761641.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.601 104451800.00 4377636.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 5.601 29500000.00 1259795.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.000 4550000.00 255509.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.651 45349669.00 1921123.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 2.500 10000000.00 1140457.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 5.151 24600000.00 1920773.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 5.241 13698974.00 817931.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 2.500 3265758.00 927793.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.751 38000000.00 2815986.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 5.801 10675000.00 1207191.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 76615875.00 7792559.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 68833333.00 7640722.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 14583333.00 1490655.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.249 45163562.00 2014067.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.500 27292399.00 2576947.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 5.851 33000000.00 5115682.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 40000000.00 4502745.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 35946640.00 4620417.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 5.851 54122643.00 7356007.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 10800000.00 814772.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 9497973.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 61042666.00 5106655.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 6.500 42249024.00 4688115.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 5.851 46301258.00 6874263.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 5.851 30624822.00 4677669.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 5.851 25000000.00 3612018.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 74563021.00 9979153.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 17721130.00 1684785.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.770 16613280.00 2082180.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 5.851 17121830.00 2492484.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 19250000.00 2122451.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 17504400.00 1358179.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 92939032.00 10177250.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.000 53078416.00 5068249.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 155356827.00 19211538.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32792031.00 3702067.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 31095616.00 3301174.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.500 75000000.00 7013281.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28613480.00 4643890.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28665844.00 3446086.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.301 113317041.00 2477131.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 54144822.00 5588182.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 156075240.00 15832643.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.351 101293523.00 2801899.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.351 30000000.00 1055079.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 5.851 36599141.00 3005248.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 50000000.00 3987871.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30195974.00 3629298.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30218981.00 2730852.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.250 41500000.00 2585385.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 5.851 7471000.00 641859.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 37648955.00 4061940.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 4.500 10856707.00 1264628.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 4.000 9500000.00 1027612.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 64301975.00 6186879.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 50000000.00 4758091.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 5.851 72046465.00 4297370.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 33991666.00 2879543.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 39500000.00 1867575.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.500 27500000.00 2414799.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.851 57301000.00 4539417.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 20468673.00 2058834.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 7834394.00 784486.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.851 5133118.00 363672.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.851 4493231.00 436259.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 15750000.00 2077090.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 115263333.00 11070258.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 25665389.00 3658585.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 38064977.00 3668857.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 50000000.00 3985241.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 150595666.00 14867070.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 86850000.00 8607369.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.500 10826155.00 759954.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.851 37934856.00 3139519.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.851 22549404.00 1700820.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.051 51691560.00 1575991.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 40187500.00 4133181.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.549 12500000.00 369976.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 13000000.00 891939.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.549 29739388.00 1278056.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.549 65000000.00 2494526.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.851 35525658.00 2800279.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.500 6279000.00 789510.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.851 34931638.00 3416994.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.851 54393270.00 5073302.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 2.500 10964966.00 1162463.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 21767058.00 2420971.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 3.500 25514298.00 2780910.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 4.000 6639672.00 803398.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 9682617.00 829067.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.649 18461061.00 597705.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.149 6457076.00 194765.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 28477600.00 2839751.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 4.000 30896250.00 4517348.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 34690424.00 5296896.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.649 155389000.00 4343239.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.500 9515730.00 949803.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 70494500.00 7718940.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 27039582.00 2792542.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 41666666.00 3954531.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.649 6000000.00 519677.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.649 45915750.00 4927145.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-20 6.000 17379954.00 2271909.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 25000000.00 2486582.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 6559869.00 1076620.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-20 3.000 22617333.00 2064248.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 12754833.00 1178029.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 28033333.00 3219117.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.649 65000000.00 1905010.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 6140839.00 982350.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 5.851 17469500.00 3345880.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.600 79738541.00 2444214.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 4.500 20808186.00 2377886.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 18372560.00 2782520.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 2.600 50000000.00 1427577.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 60000000.00 6551814.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 4024988.00 550178.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 35943166.00 4792397.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 5267000.00 815138.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 39002410.00 3712647.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.500 32814.00 158.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 60000000.00 7147401.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.700 14873526.00 1243887.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.500 23597851.00 2536600.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 2.600 629555.00 18216.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 13870000.00 1980042.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.500 50172428.00 3915847.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 34444290.00 4320389.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 40000000.00 4178392.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 93464983.00 10011327.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 90225333.00 8269923.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 19615000.00 2663870.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 200000000.00 14392881.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 266666666.00 24075979.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 18700666.00 2228444.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 1.649 400000000.00 4729206.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.700 55744524.00 2761702.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency 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2022-11-03 0.000 123300.00 122538.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-12-29 0.000 100.00 99.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-06-23 0.000 100.00 99.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-04-19 0.000 15854700.00 15853368.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-03 0.000 500.00 499.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-17 0.000 300.00 299.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-31 0.000 100.00 99.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-06-14 0.000 100.00 99.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.000 100.00 54.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-11-15 7.625 6300.00 6728.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-08-15 6.250 100.00 106.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-02-15 7.625 8200.00 9447.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-02-15 6.000 100.00 113.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-08-15 6.750 749300.00 886716.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-04-15 3.625 37600.00 83852.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-11-15 5.250 4347400.00 5175782.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-02-15 5.250 100.00 118.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-05-15 6.250 100.00 130.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-15 2.375 400.00 666.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-01-15 2.000 229300.00 365701.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-01-15 2.375 100.00 162.53 Agency Mortgage-Backed Securities United States 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Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-02-15 0.625 15679700.00 21331945.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-05-15 2.875 70000.00 72996.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 1474578.00 1397625.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.500 81597398.00 22804069.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-01 2.500 1045.00 979.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-01 2.000 11292917.00 10289308.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 7680070.00 7318158.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 9802515.00 9397441.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.000 2919260.00 2859983.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 4.000 1177183.00 1214267.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 2.000 1105472.00 1029538.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 2.500 4530189.00 4348579.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-06-01 3.000 16121165.00 6956513.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 2.000 48524560.00 35361497.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 2.500 44099719.00 36367133.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-01 2.000 49455873.00 45495266.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-01 2.500 5752456.00 5213855.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 2.000 2000000.00 1801340.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-02-01 4.000 2108980.00 208658.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-03-01 4.000 16156395.00 3249712.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-11-01 3.500 12000000.00 2273963.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-07-01 4.000 23988768.00 7945660.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 2.075 100000000.00 11886132.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-12-01 3.500 1008.00 321.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-08-01 3.500 10453948.00 3084024.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-10-01 4.000 2436750.00 898666.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-11-15 3.750 5650500.00 6739506.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-02-15 3.625 200.00 232.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-02-15 1.375 14333800.00 22225484.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.750 100.00 137.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2046-02-15 1.000 300.00 433.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2046-05-15 2.500 100.00 98.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2047-02-15 0.875 16931100.00 23655030.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2048-02-15 3.000 6817200.00 7416448.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2049-02-15 3.000 100.00 109.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2050-02-15 0.250 4808900.00 5522266.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2050-05-15 1.250 1758500.00 1312296.68 Agency Mortgage-Backed Securities United States 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161900.00 163196.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-02-15 2.625 100.00 101.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-04-15 0.500 27956600.00 32865913.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-04-30 2.250 100.00 100.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-05-15 2.375 14770200.00 14842716.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-07-15 1.750 100.00 100.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-01-15 0.625 300.00 381.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-08-15 2.375 200.00 200.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-10-31 1.875 100.00 101.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-08-01 3.500 229954.00 58813.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-09-01 3.500 4543229.00 796526.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2038-08-15 1.396 21158.00 234.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2039-11-25 1.156 2443.00 63.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2060-01-01 3.000 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4285800.00 3576965.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 2.500 39870920.00 27448009.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-07-01 2.500 1010.00 794.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-01 2.500 1150.00 895.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-01 2.500 15484896.00 12747773.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-01 2.500 553080.00 452655.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 3.000 83864302.00 71257684.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-07-01 2.500 41424.00 38451.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 2.500 1081924.00 1000022.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-11-15 4.500 321983.00 30523.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-10-20 4.000 3181914.00 432005.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-06-20 4.000 14349760.00 1475084.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-11-20 4.000 1243462.00 139045.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-05-20 3.500 119667.00 23760.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-20 3.500 14513394.00 3164202.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-20 3.000 28050272.00 27824102.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2071-12-20 2.072 1362831.00 1458550.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2072-01-20 2.051 235040.00 251272.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-05-20 1.875 63981312.00 52880.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-06-20 1.875 89269134.00 132783.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-01-15 0.625 5427900.00 6861767.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-05-15 1.625 200.00 194.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-07-31 1.250 15900.00 15767.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-15 1.750 200.00 201.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-10-31 1.625 100.00 99.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-07-15 0.125 600.00 754.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-08-15 1.625 32100.00 32254.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-11-15 1.625 12024400.00 12123661.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-11-30 2.125 100.00 100.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-31 1.875 200.00 201.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-06-30 2.125 1333200.00 1345296.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-07-15 0.375 7849200.00 9870795.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-07-31 2.000 118000.00 118863.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-31 1.750 100.00 100.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-06-30 1.750 9900.00 9972.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-06-30 2.000 100.00 99.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-07-15 0.750 2300.00 2819.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-08-15 1.625 650000.00 616931.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-09-30 1.625 655300.00 630932.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-11-30 1.625 2623200.00 2538881.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-11-30 1.500 100.00 97.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-12-31 1.750 600.00 583.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-01-15 0.125 25181100.00 28978075.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-02-15 1.375 180300.00 180260.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-03-15 0.500 100.00 98.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-05-31 0.250 300.00 279.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-07-15 0.125 9006000.00 10482846.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-07-31 0.250 19410000.00 17999309.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-08-31 0.125 100.00 99.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-08-31 0.250 300.00 277.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-11-30 0.125 12238700.00 12146977.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-01-31 0.125 55000.00 54370.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-01-31 0.375 100.00 92.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2031-02-15 1.125 59411900.00 53598291.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-02-28 0.500 550000.00 508671.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-04-30 0.639 100.00 100.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-04-15 0.125 72732400.00 81633944.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-07-15 0.375 104300.00 99601.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-11-30 0.500 300.00 292.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-12-31 1.250 100.00 94.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-12-31 0.750 200.00 195.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-01-31 1.750 100.00 95.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-02-15 1.500 100.00 97.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-03-31 2.375 137616000.00 137057003.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2035-11-15 0.000 150161.85 105975.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2040-11-15 0.000 36.74 22.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-11-15 0.000 13672039.10 7926350.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-09-20 1.625 39266682.00 36435.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-12-20 1.750 67788747.00 125773.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-04-20 1.875 56429040.00 93909.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-07-20 1.625 21028840.00 28420.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-07-20 1.625 69768735.00 66220.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-05-20 1.875 111983899.00 89973.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-06-20 1.875 27116857.00 61569.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-10-20 1.750 21084954.00 28348.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-08-20 1.625 192217675.00 241642.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-09-20 1.625 183608831.00 197420.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-11-20 1.750 16724629.00 22402.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-12-20 1.750 47683008.00 45155.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-04-20 1.875 8187168.00 11784.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-02-20 2.000 20000000.00 57040.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-03-20 2.000 68432896.00 105383.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-05-20 1.875 95097861.00 163583.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-05-20 1.875 28852928.00 27683.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-06-20 1.875 64386176.00 163454.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-15 4.500 2454112.00 2135720.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-05-20 0.748 1000.00 24.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-03-20 0.678 1052.00 15.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-04-20 0.748 1086.00 18.13 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-04-07 2022-04-07 2022-04-07 N N N 0.0027 1000000000.00 1000000000.00 0.0080 N N Y N - N/A - SOCIETE GENERALE NY SOCIETE GENERALE NY O2RNE8IBXP4R0TD8PU41 4290 0001238163 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-12-29 0.000 100.00 99.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-02-15 1.625 100.00 96.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-05-15 2.375 5907600.00 5933431.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-11-30 1.500 16186000.00 15846486.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-05-15 0.125 46194200.00 45329703.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-06-01 5.038 66225114.00 52101.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.548 1014.00 0.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.341 333924.00 525.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2038-08-15 1.396 1670.00 18.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2039-11-25 1.156 33406.00 861.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 3.000 25096355.00 19050607.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 3.500 12469654.00 9604598.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-07-01 2.500 2690031.00 2116524.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 2.500 16932224.00 13914560.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 2.500 99062093.00 94374988.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 2.000 10145428.00 9410938.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-07-01 4.000 36247081.00 19273296.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.500 30455360.00 25679893.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-03-01 4.500 48786.00 48826.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 3.000 41312154.00 40498664.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-01 2.000 1215.00 914.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-12-16 0.680 30642857.00 2128895.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.608 49982800.00 770590.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.568 50000000.00 751149.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.608 50000000.00 752461.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.568 1129.00 15.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.608 48687900.00 745916.23 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 300000000.00 300000000.00 0.0024 N Y Y N - N/A - SOCIETE GENERALE NY SOCIETE GENERALE NY O2RNE8IBXP4R0TD8PU41 4290 0001238163 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-01-01 2.052 2240.00 73.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-12-01 4.500 11000000.00 1321184.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.000 8884.00 439.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 3.000 7952912.00 7804987.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-01-01 4.000 81685000.00 17749325.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-01 4.500 7934611.00 2481455.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-04-01 4.500 21107935.00 7992790.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-07-01 3.500 2967840.00 1033104.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-09-01 2.000 30634000.00 21575314.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 3.000 7600011.00 7434532.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.000 41333504.00 37928037.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 2.000 27689.00 25261.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 2.500 9016692.00 8655224.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 2.500 58310911.00 48086489.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 2.500 137534.00 127775.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.548 55579.00 40.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.341 371071.00 584.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-02-01 4.000 21750570.00 2151956.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-03-01 3.500 45958072.00 11395589.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-04-01 4.000 1044.00 258.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-06-01 3.500 541017.00 150129.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 4.000 11032.00 1507.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-03-01 3.500 64500000.00 17767867.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-07-01 3.500 16856102.00 5966566.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-04-01 3.500 1502052.00 765568.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-10-01 3.500 795191.00 234578.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-12-01 3.000 7576661.00 1546177.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-09-01 4.000 12745872.00 3418887.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-09-01 3.500 30025309.00 14415310.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-05-01 3.500 73694826.00 14936201.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-08-01 4.000 5656153.00 1453589.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-08-11 0.000 100.00 99.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-10-06 0.000 1100.00 1093.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-12-29 0.000 2759300.00 2732620.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.000 50000.00 27125.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2049-02-15 0.000 100.00 51.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-08-15 6.250 136600.00 145330.88 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O2RNE8IBXP4R0TD8PU41 2024-06-30 1.750 100.00 98.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-08-15 2.375 16129600.00 16139063.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-03-31 1.500 100.00 99.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-15 1.750 1654700.00 1668521.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-01-15 0.375 39815000.00 49184281.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-04-15 0.125 28600.00 33205.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-07-15 0.375 8271600.00 10401986.41 Agency Mortgage-Backed Securities United 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O2RNE8IBXP4R0TD8PU41 2048-11-01 4.500 2342741.00 1420764.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-05-01 4.500 369288.00 269615.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-01 2.500 40864282.00 37116208.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 3.500 6451439.00 6519122.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-08-01 3.000 121001.00 46566.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-12-01 3.500 99998596.00 67241861.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-01 2.500 10198.00 7944.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-01 3.000 10501713.00 9543651.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 2.000 55082361.00 49230575.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 3.000 11420098.00 11026438.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 2865792.00 2699171.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-07-01 3.000 138000.00 66743.38 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-20 4.500 37406039.00 6655802.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-20 2.500 13255270.00 12794355.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2071-12-20 2.072 750243.00 802936.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2072-01-20 2.051 293290.00 313545.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-08-20 4.500 11784.00 880.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-06-20 1.875 10730866.00 15961.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-07-20 1.625 149968128.00 115726.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-09-20 1.625 50000000.00 58080.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-04-20 1.875 171793.00 203.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-04-20 1.875 1584315.00 2636.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-10-20 1.750 568524778.00 762920.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-09-20 1.625 6216493.00 6684.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-15 4.500 18643869.00 16225048.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-07-15 4.500 5533313.00 443795.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-01-20 0.748 19734275.00 464981.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2032-03-16 0.680 20556114.00 355818.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2033-04-16 0.680 30788677.00 572992.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-11-20 0.748 34025471.00 1627404.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-05-20 0.748 1000.00 17.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-04-20 0.748 2325.00 38.82 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 1000000000.00 1000000000.00 0.0080 N Y Y N - N/A - SOCIETE GENERALE NY SOCIETE GENERALE NY O2RNE8IBXP4R0TD8PU41 4290 0001238163 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-08-11 0.000 200.00 199.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.000 48400.00 26257.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-08-15 6.250 1000.00 1063.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-02-15 7.625 100.00 115.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-11-15 6.500 100.00 119.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-15 2.375 200.00 333.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-01-15 2.000 6557000.00 10457489.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2039-11-15 4.375 100.00 128.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2040-02-15 4.625 22800.00 29874.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2040-08-15 3.875 100.00 119.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-02-15 2.125 100.00 182.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-11-15 3.125 10986100.00 11935775.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-11-15 3.750 425400.00 507386.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-02-15 1.375 3533700.00 5479230.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-05-15 3.000 28000.00 29974.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2047-02-15 3.000 22368900.00 24065209.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2048-02-15 3.000 21063100.00 22914597.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-05-15 2.250 600.00 569.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-08-15 1.500 3000000.00 2880135.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-08-31 1.875 800.00 789.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-31 2.500 13879600.00 13928367.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-03-31 2.500 100.00 100.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-05-15 2.875 100.00 103.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-08-15 2.875 13593700.00 13963332.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-10-31 2.875 30351600.00 31030850.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-01-15 0.625 18955000.00 24084985.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-08-15 2.000 100.00 98.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-09-30 1.375 8400.00 8305.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-07-15 0.125 163260900.00 205205796.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-04-30 1.750 1209300.00 1219623.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-04-30 2.000 442800.00 442966.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-07-15 0.375 3983200.00 5009090.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-07-31 2.000 58700.00 59129.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-07-31 1.875 3823000.00 3737020.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-12-31 1.750 100.00 98.41 Agency 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T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 10000.00 5497.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-02-15 0.000 450000.00 244128.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 0.000 5000.00 2622.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-08-15 0.000 10100.00 5123.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 0.000 4000.00 1955.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-05-15 0.000 4000.00 1962.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 7.250 900.00 929.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 7.625 12500.00 13350.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 7.125 100.00 105.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 6.250 700.00 744.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 7.500 5800.00 6705.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 7.625 2200.00 2534.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 6.875 9900.00 11382.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 6.000 5000.00 5681.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 6.375 1200.00 1443.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 6.125 500.00 606.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-15 3.625 3410200.00 7605176.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-15 5.500 300.00 355.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 5.250 400.00 476.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-04-15 3.875 8543200.00 19580584.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-08-15 6.125 1000.00 1257.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 5.375 11300.00 14085.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-04-15 3.375 3794800.00 8553986.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 2.375 917000.00 1527311.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 2.000 9024400.00 14392643.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 2.375 5400.00 8776.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 4.750 15600.00 20359.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-15 1.750 3112900.00 4797660.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 2.500 30904000.00 49447586.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-02-15 3.500 400.00 457.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-02-15 4.625 1300.00 1703.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-02-15 2.125 7091200.00 12992304.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 4.375 784.00 1005.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-08-15 3.875 100.00 119.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-02-15 4.750 300.00 399.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-05-15 4.375 100.00 128.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-08-15 3.750 600.00 705.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-02-15 0.750 3814800.00 5407028.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-11-15 2.750 18800.00 19220.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-02-15 3.125 700.00 753.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-02-15 0.625 4500100.00 6122303.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-05-15 2.875 5000.00 5214.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-08-15 3.625 400.00 464.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-11-15 3.750 1000.00 1192.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-11-15 3.000 800.00 854.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-02-15 1.000 597000.00 863615.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-08-15 2.250 900.00 840.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-02-15 0.875 3714100.00 5189098.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 3.000 11900.00 12920.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-08-15 2.750 4500.00 4655.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-11-15 2.750 200.00 208.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-02-15 1.000 87100.00 123388.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-05-15 3.125 700.00 785.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-08-15 3.000 1000.00 1090.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-11-15 3.375 800.00 942.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-02-15 3.000 7400.00 8120.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 2.000 126500.00 113487.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 1.125 4600.00 3628.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 1.625 1000.00 821.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-05-15 2.250 154600.00 146757.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 2.000 200.00 181.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-02-15 2.250 903900.00 862306.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-02-15 0.125 1611000.00 1687745.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 0.000 164100.00 164030.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 1.375 400.00 396.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-15 0.375 4843000.00 5941316.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 2.125 400.00 398.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.875 500.00 493.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 2.250 900.00 902.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 2.250 12000.00 11958.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 2.125 3300.00 3290.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 2.250 800.00 799.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 2.375 17200.00 17383.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-15 0.625 4600.00 5448.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 2.750 10700.00 10930.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 2.750 100.00 101.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 3.000 868900.00 882199.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 2.875 900.00 909.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 2.875 100.00 102.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 3.125 600.00 631.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 2.875 12900.00 13172.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.625 500.00 506.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 2.250 9000.00 8906.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-15 2.250 500.00 505.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 2.375 777000.00 780814.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 2.125 46000.00 46468.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 297.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-15 1.750 600.00 604.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-15 0.250 33200.00 38894.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 2.250 7400.00 7414.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 2.000 23000.00 22642.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 10000.00 9981.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-30 2.000 24900.00 25170.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-12-31 2.125 100.00 101.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-28 1.500 900.00 900.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-31 1.625 600.00 601.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 1.375 600.00 597.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-15 0.125 11211100.00 13837775.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 1.250 800.00 793.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 1.750 20800.00 20973.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-15 0.125 10501700.00 13256929.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.250 12000.00 12062.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 2.250 200.00 200.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 2.250 1000.00 992.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 1.750 10400.00 10455.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 7100.00 7161.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 5100.00 5077.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 2.750 8600.00 8759.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 24035000.00 29918923.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.750 300.00 302.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.000 600.00 600.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.875 800.00 806.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 20491800.00 25769551.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-07-31 2.000 9000.00 9065.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.750 200.00 201.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-30 1.750 600.00 604.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 2.750 200.00 202.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-08-15 1.625 1537400.00 1459184.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-15 1.500 400.00 401.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 600.00 577.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 1.500 38700.00 37888.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 1.750 5000.00 4920.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-31 1.500 200.00 191.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.125 7000.00 6574.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 0.500 21100.00 19872.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-15 0.250 100.00 98.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 0.125 2961000.00 3374651.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 0.719 40000.00 40039.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 0.125 10000.00 10003.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-15 0.125 8000.00 7773.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-30 0.125 500000.00 497715.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-15 0.125 598000.00 579825.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 0.625 19600.00 17725.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 0.625 18800.00 16971.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-15 0.125 600.00 577.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 0.375 8800.00 8112.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-31 0.750 1400.00 1270.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 0.654 143000.00 143245.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.125 300.00 288.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-15 0.250 5000.00 4802.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 0.639 25200.00 25245.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-15 0.125 5000000.00 5611938.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 1.625 218200.00 206346.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.375 5000.00 4774.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 230000.00 256716.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 0.634 12000.00 12020.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-31 1.000 814000.00 745415.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-15 0.125 20822000.00 22551069.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.750 384400.00 368387.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-11-15 1.375 100.00 92.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.250 4800.00 4560.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 0.500 3800.00 3699.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 0.590 459800.00 460335.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-31 1.750 3000.00 2877.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 0.000 23000.00 17992.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 7710.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 0.000 1630.35 1223.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-02-15 0.000 2000.00 1480.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 710.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 0.000 13322.32 9346.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 9777.04 7190.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 0.000 1002000.00 1001569.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 0.000 261622.57 260921.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 0.000 164858.22 163615.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 0.000 34959.38 34475.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 0.000 9970.61 9768.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 108858.89 105086.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.000 11203.20 10655.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 519.36 490.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 30033.40 28179.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 139908.00 130370.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 110579.89 101813.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 9999.96 9093.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 0.000 3000.00 2691.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 43.28 38.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 0.000 4000.00 3522.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 88.96 75.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-05-15 0.000 3393.84 2429.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 537.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 0.000 4000.00 1960.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 3806.63 1838.56 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 300000000.00 300000000.00 0.0024 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CAS0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2022-10-31 2022-10-31 N N N 0.0067 400387596.00 400387596.00 0.0032 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CBK6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-01-31 2023-01-31 N N N 0.0065 2533146814.00 2533146814.00 0.0203 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CBY6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-04-30 2023-04-30 N N N 0.0064 3442316464.34 3442316464.34 0.0275 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CCQ2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-07-31 2023-07-31 N N N 0.0063 2258407530.50 2258407530.50 0.0181 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CDE8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-04-01 2023-10-31 2023-10-31 N N N 0.0064 901693431.00 901693431.00 0.0072 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828M80 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-11-30 2022-11-30 2022-11-30 N N N 0.0030 91401140.74 91401140.74 0.0007 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 91282CAN1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-09-30 2022-09-30 2022-09-30 N N N 0.0029 159272689.60 159272689.60 0.0013 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2022-04-06 /S/Robert Svagna Robert Svagna Treasury Manager