N-MFP2 0000740766 XXXXXXXX 2022-04-29 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 17 66 102633624845.39 103128857922.42 100889023510.83 101018457963.65 106480699131.11 108831562303.92 109071795394.84 105831960983.25 106336034324.96 110623275492.42 0.8594 0.8614 0.8661 0.8700 0.8842 0.9113 0.9111 0.9086 0.9158 0.9186 2536820197.88 117838931288.38 117838931288.38 44371214.40 937309935.44 119482812765.22 119483488694.84 1.0000 0.0036 0.9999 0.9999 0.9999 0.9999 0.9999 C000000287 10000000.00 100245172412.11 100245764597.86 0.9999 0.9999 0.9999 0.9999 0.9999 1945287443.44 7434284535.87 10694776300.14 10273644868.36 7172378595.27 10002576760.64 8875246840.71 9057193310.92 11618077714.51 8612959602.26 40305766894.07 45380659078.05 0.0024 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. 7,323,307.73. C000000286 10000000.00 3954974621.19 3954989671.67 0.9999 0.9999 0.9999 0.9999 0.9999 29490089.61 23018647.28 326789285.41 299573491.07 153938365.46 159759355.18 380604930.13 167117813.43 825688468.17 264887270.07 1716511138.78 914356577.03 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. 375,996.97. C000000288 10000000.00 5926917824.09 5926943851.82 0.9999 0.9999 0.9999 0.9999 0.9999 39631208.44 47675912.76 274025601.68 336844112.59 150952583.48 148085629.38 247214580.66 216548981.31 235142471.72 205413109.55 946966445.98 954567745.59 0.0014 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. 435,660.12. C000000289 10000000.00 1716372249.65 1716382017.61 0.9999 0.9999 0.9999 0.9999 0.9999 72015526.68 7084643.33 25656669.84 141270059.80 3383683.99 157318250.48 69631521.98 67172639.68 58215686.24 40622990.63 228903088.73 413468583.92 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. 421,197.20. C000223301 1000.00 4222272750.67 4222291062.39 0.9999 0.9999 0.9999 0.9999 0.9999 93269250.02 16406540.97 218241090.72 77828601.06 60106564.45 239604236.87 77392610.05 399987643.80 37615485.88 166121852.50 486625001.12 899948875.20 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. 2,599,662.13. C000223302 2500.00 2445204069.26 2445217999.07 0.9999 0.9999 0.9999 0.9999 0.9999 57264850.44 57499214.83 62656597.20 128729738.41 18194415.34 121122327.60 58312881.71 167118431.55 23852151.95 164664628.80 220280896.64 639134341.19 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. 307,687.83. C000233952 50000000.00 971898838.25 971899494.42 0.9999 0.9999 0.9999 0.9999 0.9999 0.00 17328984.42 16915040.50 123144547.57 54414947.00 43965869.19 102965587.61 49034386.39 146571427.79 94315299.58 320867002.90 327789087.15 0.0024 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. 108,904.09. ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-02-15 6.625 85339452.66 100553753.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2041-02-15 2.125 13593758.33 23602687.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-02-15 1.375 106609364.50 155935136.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-02-15 0.750 607.83 781.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-02-15 2.500 17021677.83 15303823.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-09-30 2.125 18659875.50 18411619.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-11-15 2.250 102520643.33 100089112.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-02-28 2.625 163862922.83 165537584.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-08-31 2.750 112619881.00 113653021.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-09-30 3.000 108093433.00 108806530.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-09-30 2.875 26113127.83 26341826.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-01-31 2.500 196677.50 197576.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-08-15 2.375 12556186.83 12507460.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-05-15 1.750 1979973.66 1988579.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-06-30 2.000 3733833.33 3704427.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-12-15 1.625 119213830.66 119932306.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-04-15 0.250 38652816.33 37997250.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-06-15 0.250 596718.66 584496.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-07-31 0.250 6043252.66 5557228.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-08-31 0.125 36162262.66 36046680.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-09-30 0.250 16581780.16 16088175.18 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1042000000.00 1042000000.00 0.0087 N Y Y N - N/A - 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 217813175.19 144014537.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities BFXS5XCH7N0Y05NIXW11 2051-09-20 2.500 308631898.92 276818070.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-02-15 6.625 5856473.23 6900564.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-02-15 1.375 599589.53 877006.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2023-02-28 2.625 249089.84 251635.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2022-08-31 0.125 5676329.84 5658187.18 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 426000000.00 426000000.00 0.0036 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) 2028-10-31 1.375 370400.00 338153.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.250 50000000.00 49661839.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 4.000 262474.00 77622.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-04-01 3.000 703635.00 116455.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 2.500 351588.00 315988.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 2.500 1180395.00 1061800.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 2.500 610359.00 557805.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.000 785790.00 743600.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.000 1258700.00 1125937.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-04-01 2.500 1710398.00 1590835.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2031-12-01 2.000 61672.00 55167.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-08-01 3.500 2032573.00 198447.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-03-01 2.500 450000.00 57516.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 2.500 868682.00 142629.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-07-01 5.500 1180433.00 8091.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 99919050.00 24643766.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-01 4.000 84487200.00 24896510.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 4.000 78508.00 18718.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 6.000 2410128.00 33789.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 24498827.00 20605791.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 30204248.00 27695078.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 53511424.00 24810548.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.000 39116296.00 33074662.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.000 6366026.00 6397866.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 28346144.00 26664606.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 55568338.00 52924303.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 52149829.00 51022465.58 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0020 342000000.00 342000000.00 0.0029 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2040-10-25 5.932 7068571.42 71659.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-12-25 5.332 5926037.59 46623.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-05-25 3.500 7836734.62 27937.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-09-25 5.382 4702052.57 139190.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-09-25 2.500 7612675.88 41902.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-10-25 3.500 5551643.65 22765.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-11-25 3.500 5142857.14 32836.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2042-10-25 4.332 2878818.28 46507.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-01-25 5.452 4292895.20 173372.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2033-02-25 3.000 3582406.62 83748.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2028-02-25 3.500 6002706.05 41889.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-25 5.482 2397731.42 115456.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-02-25 5.332 2735566.05 78178.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2024-03-25 0.226 26768685.71 42083.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2024-09-25 0.595 17814661.37 96885.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2024-12-25 0.572 13714285.71 77974.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2045-09-25 5.582 662742.85 20749.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2025-10-25 0.167 51007619.19 94265.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2026-01-25 0.169 59039735.54 160663.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-03-25 5.482 8571428.57 309704.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-05-25 5.332 1714285.71 97263.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-02-25 4.000 2770928.57 96361.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-11-25 5.432 605828.57 19146.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2023-10-25 0.229 25001103.77 25063.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2027-02-25 0.135 15360000.00 60696.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 4.500 1782857.14 84224.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-09-25 5.482 3265306.05 264541.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-01-25 5.532 3463576.79 247614.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-06-25 5.532 14657142.74 494277.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-10-25 5.532 320342.85 23014.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-07-25 5.332 702146.97 46514.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-02-25 0.631 4237569.37 128027.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-05-25 5.432 831657.14 45118.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-06-25 5.482 3925060.91 349662.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 1.463 11428571.42 154055.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-08-25 1.269 5711521.14 68058.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2024-11-25 0.801 44167007.88 444550.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-05-25 1.053 14783164.34 234453.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 3.500 1480671.42 170129.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 4.500 2285714.28 109894.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 3.000 1142857.14 111047.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-10-25 1.789 5066446.17 147488.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-12-25 2.500 10550056.22 1572540.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.500 5714285.71 704715.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-02-25 2.500 1753622.85 216842.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.500 5810400.00 702035.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2048-11-25 3.000 2327370.51 225443.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-01-25 4.000 2735973.37 380660.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-01-25 3.000 1142857.14 149754.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2041-05-25 3.000 11428571.42 811843.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-03-25 2.500 7502765.71 912002.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-25 4.000 4158371.65 651525.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2034-08-25 1.720 3273370.97 128170.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-25 2.500 1214582.85 147227.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-04-25 3.500 3190932.22 463625.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-25 2.500 5488571.42 765542.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-10-25 2.500 3029085.71 422176.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-09-25 3.000 3109725.48 489537.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-06-25 3.000 2648879.65 232195.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.000 4224200.00 492395.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-25 5.332 5181820.91 450606.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.500 2983116.22 440759.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-05-25 2.000 6971793.71 767424.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.500 3365320.22 500952.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-10-25 2.500 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5.282 31285714.00 535516.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 5.412 16935361.00 330081.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 5.412 30555761.00 676243.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 4.000 8095312.00 187175.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 3.500 8265141.00 143289.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 3.000 24500000.00 251753.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.482 37500000.00 1762130.51 Agency 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Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 3.000 2332221.00 2751800.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 5.482 138839821.00 4230826.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.982 16402119.00 496751.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-25 5.582 110051670.00 3445594.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-25 3.000 8333667.00 9643169.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 4.962 27702879.00 1541242.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-25 5.332 16437041.00 474672.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 5.482 60000000.00 1431795.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-25 4.000 13344386.00 533607.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-25 5.332 40000000.00 1911862.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 5.432 50000000.00 1405870.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 5.432 103399270.00 4069716.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-25 5.432 176880174.00 6496404.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 5.432 45595775.00 1892750.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 5.432 147449897.00 6398910.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 3.000 8571508.00 68895.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 5.382 20000000.00 793487.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-25 4.000 36750000.00 482261.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-25 4.000 31711055.00 349855.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 4.000 37945500.00 1094246.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-25 5.432 244333333.00 10285271.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 5.482 21000000.00 1251512.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 5.582 26082741.00 986921.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-25 5.532 40189528.00 1370678.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 5.532 11881273.00 676878.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 4.000 10772000.00 296224.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 5.532 57325923.00 2330611.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 5.532 55745335.00 982638.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-10-25 5.482 17000000.00 1638919.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-25 3.500 119606384.00 252839.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 5.582 25000000.00 1282931.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 4.000 42614069.00 859498.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-25 4.000 48352292.00 617535.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 5.132 15739809.00 618403.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2026-12-25 0.001 242296140.00 8156.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 5.432 37858162.00 2213488.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 5.382 31982689.00 1622082.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-25 5.382 78462075.00 5182522.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.500 41726142.00 1860628.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.332 40000000.00 1751581.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-25 3.500 6059142.00 33961.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 4.500 13499444.00 835847.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.382 19675387.00 649338.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.382 23306266.00 392992.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 5.332 179112321.00 11682712.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 5.332 78750000.00 2369066.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-25 1.403 32166333.00 556181.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 5.382 108446076.00 4191238.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-25 1.476 528762690.00 38184444.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 5.332 38122510.00 1409381.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-25 4.000 15293881.00 1528002.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-25 5.382 51428571.00 4025375.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 4.500 49226572.00 3982752.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 4.000 52987980.00 3399066.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 5.000 125000000.00 14322216.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 3.500 11522584.00 457509.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 4.500 144005485.00 6910316.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 5.000 60770836.00 2442076.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 2.000 15000000.00 11959390.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 5.432 16136613.00 1000112.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 4.500 38043320.00 2129978.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 4.000 62199671.00 6157875.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 2.500 8441600.00 1022876.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 2.500 45000000.00 6097423.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 2.500 30977400.00 3704534.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 2.500 150000000.00 18424067.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 2.500 7500000.00 981059.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 3.500 1487000.00 97470.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 4.500 25804921.00 832076.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 4.000 77792191.00 3345222.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 4.000 49992465.00 2593103.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 3.000 88843039.00 10278206.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.500 19938139.00 2324234.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.000 64677665.00 7554977.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-25 4.000 72509355.00 9335790.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.500 33838676.00 3614066.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-01-25 1.759 30180584.00 584385.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.500 40566572.00 5294336.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-25 5.282 53145132.00 2735468.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 5.332 88523575.00 4816925.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 2.000 71459177.00 7825278.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 3.000 50000000.00 5091927.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-25 3.000 120090457.00 8530786.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.000 32910666.00 2413182.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.000 4133550.00 623006.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.500 61750854.00 11145019.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.000 27013831.00 2613476.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 25204400.00 3152808.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 23400800.00 3321164.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.000 46957291.00 6987247.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.000 50705386.00 6464290.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 4.000 71221504.00 11158844.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 3.000 22185903.00 3205908.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 3.000 112906911.00 14508319.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 3.000 52453333.00 6481002.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 2.500 43453200.00 4719401.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 3.000 69974000.00 8371195.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 3.000 107041666.00 14145118.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 2.500 29501531.00 3320816.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 2.500 45265480.00 5561852.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-25 3.500 25000000.00 4614538.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 8000000.00 881768.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 2.500 53312000.00 6424851.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 3.000 5750000.00 783052.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 2.411 99860343.00 2689955.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 2.500 200000000.00 27224578.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-25 3.500 25000000.00 2625738.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-25 3.500 4685065.00 178134.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-05-25 2.000 20125000.00 901393.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.500 50814000.00 6603801.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 2.211 30000000.00 1041909.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 2.111 57327054.00 1828439.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 3.500 132142857.00 17580630.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 3.000 114032249.00 14416152.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 1.538 130972854.00 4580360.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 2.500 10000000.00 1158597.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 2.500 16553189.00 2381421.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-25 2.500 31463800.00 3727062.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-03-25 1.631 136016372.00 5481114.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-25 3.000 2308000.00 1791931.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 3.000 12500000.00 1974670.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-25 2.500 15545800.00 1713659.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-25 5.332 30740296.00 3621069.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 3.500 8469072.00 996774.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-25 3.500 14285714.00 2010746.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-25 3.500 13928571.00 1958521.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 3.500 12535714.00 1592796.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 3.500 1071428.00 118234.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-07-15 5.345 19659440.00 103154.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-08-15 6.045 37722098.00 178884.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-08-15 5.500 13240000.00 215402.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 5.445 76625000.00 825463.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.500 29089181.00 4502366.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-03-15 6.045 9250000.00 74703.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-05-15 5.945 54349215.00 543295.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-15 6.095 11000000.00 18691.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 6.095 29417058.00 92462.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 6.145 14100000.00 196153.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 6.045 27750000.00 862220.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.545 23714285.00 745526.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 5.565 27000000.00 968244.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-07-15 5.645 13660714.00 178750.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-15 0.000 19760200.00 2.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 6.145 46769958.00 458350.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 5.545 88000000.00 1466694.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-04-15 1.575 30348964.00 163116.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 5.000 58054223.00 1449847.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-06-15 6.000 70233315.00 2174241.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 6.000 50000000.00 1580929.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-04-15 4.000 28000000.00 789105.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-04-15 4.000 26947000.00 543228.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-11-15 5.000 23125271.00 472756.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-07-15 5.625 8284072.00 403297.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-11-15 5.595 8524857.00 143428.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 29111489.00 1068235.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 1.395 50617647.00 395918.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 5.445 14702046.00 557983.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-12-15 4.000 25457500.00 492464.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 5.545 297858354.00 10664662.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 5.545 50000000.00 1465273.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-11-15 3.500 29222200.00 340665.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-11-15 5.445 48916734.00 2032878.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.000 166364652.00 17665149.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 4.000 34542518.00 4305146.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 42809400.00 5297610.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 3.000 61925505.00 5822237.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 3.000 16988166.00 2000651.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-09-25 3.000 33557000.00 4295815.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2061-01-25 3.000 9547244.00 1248770.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 3.000 27091589.00 3205416.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 2.000 17109750.00 1440720.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 4.000 13315619.00 1348449.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 4.000 24905135.00 1332332.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 5.595 16000000.00 868213.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-11-15 5.595 12000000.00 649446.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 3.500 21982725.00 2988248.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 3.000 17203333.00 2080633.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-07-15 5.645 6529500.00 312749.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-15 5.545 37442906.00 1316645.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 5.495 37558334.00 741708.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 5.245 5000000.00 220038.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 5.445 8937809.00 521186.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-07-15 4.000 1000.00 863.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 5.495 30386099.00 946321.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 5.402 7004592.00 804200.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-04-25 5.382 29073692.00 805734.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 5.382 37957596.00 1751113.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 5.382 23977404.00 1503023.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-01-25 5.482 9000000.00 688506.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 4.500 55907927.00 4961190.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2040-03-25 3.500 29399211.00 1463383.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-04-25 3.500 79694464.00 4019461.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 5.332 16666666.00 1752455.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 4.500 66666666.00 5514248.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 5.382 70000000.00 5006806.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 5.382 70500000.00 11505955.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 5.432 8900000.00 784705.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 5.482 57228320.00 9529538.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 5.432 7763000.00 732004.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 5.445 20170372.00 1165793.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 2.500 17226325.00 2000067.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2040-09-25 3.000 133731196.00 8771691.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 141255575.00 16447104.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 33905000.00 3497220.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 4.000 32182570.00 3945588.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 3.991 63745435.00 3333962.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 4.000 41000000.00 4821815.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 3.000 27292332.00 2743855.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 3.000 28474500.00 2792356.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 3.500 48432856.00 5701768.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-01-25 2.000 34861502.00 1354787.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 3.000 69859166.00 8543188.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-09-15 5.445 66130718.00 1051318.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-06-25 3.500 62500000.00 6106261.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 2.000 80620782.00 8846277.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 3.500 73432786.00 9016946.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-04-25 3.000 10416666.00 1120336.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 4.000 12500000.00 1736781.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 3.500 107521714.00 14065935.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 4.500 14831327.00 1524033.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 4.500 1400897.00 177693.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 2.500 30343449.00 3419451.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.500 17785457.00 2276571.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.000 111364000.00 15601916.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 5.561 17311159.00 2721244.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 3.000 65994666.00 7188249.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-04-25 3.000 24403709.00 3109404.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 2.500 25247600.00 2868552.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 4.000 64031048.00 10195135.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 3.000 49118182.00 5759036.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 3.000 50000000.00 6680420.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 2.311 25000000.00 994610.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 4.500 12510602.00 2087381.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 3.500 48680822.00 7057715.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 3.000 57000000.00 5729823.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 3.000 62402690.00 8048101.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-12-25 2.500 1643000.00 1379371.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 2.500 29791939.00 3886816.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.000 90765648.00 10623097.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-02-25 2.311 72897526.00 2931359.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-03-25 3.000 17631620.00 13594536.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 4.000 22218750.00 2722043.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-11-25 3.500 18348856.00 1694814.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-25 6.012 16370295.00 86762.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-25 5.432 32000000.00 86201.58 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-06-27 2022-06-27 2022-06-27 N N N 0.0034 875000000.00 875000000.00 0.0073 N N N 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 Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-11-20 1.972 4163000.00 171989.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-09-20 1.909 8260000.00 271681.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-09-20 2.085 1729000.00 12541.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-09-20 2.142 3732000.00 175458.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-10-20 1.716 1157000.00 34049.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-10-20 1.846 974000.00 24835.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-08-20 1.013 4469000.00 13912.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-12-20 1.879 2545000.00 70255.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-10-20 1.616 12000000.00 349074.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-11-20 1.689 16371142.00 331435.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-01-20 1.716 1990000.00 69150.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-12-20 2.031 1250000.00 37028.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-12-20 2.262 867000.00 33693.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-01-20 1.509 8000000.00 323181.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-11-20 1.666 4324000.00 135715.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-01-20 1.536 2686000.00 66202.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-12-20 2.292 1667000.00 66671.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-12-20 2.273 4015000.00 152902.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-01-20 2.109 1051000.00 57717.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-02-20 1.622 4713000.00 94403.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-01-20 1.804 25750751.00 487520.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-01-20 1.583 4832000.00 110121.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-03-20 2.272 5950000.00 232825.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-07-20 1.589 3046000.00 75239.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-02-20 1.412 1738000.00 32307.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-02-20 2.067 1425000.00 41645.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-02-20 2.178 4685000.00 243626.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-04-20 1.960 10190000.00 358356.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-04-20 1.424 1416000.00 24132.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-02-20 0.838 67087814.00 257483.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-04-20 1.568 10443000.00 210302.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-02-20 2.252 1810000.00 73115.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-06-20 2.656 1420000.00 55931.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-06-20 1.678 2368000.00 53702.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2052-08-25 0.000 6022342.00 3699283.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-25 0.000 13594000.00 7328498.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-12-25 4.279 6328582.00 1652591.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-12-25 2.043 88276701.00 7061547.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-12-25 1.364 2704000.00 209592.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-06-20 2.253 1393000.00 46727.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-02-20 2.099 1082000.00 40853.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-08-20 1.661 2679000.00 56307.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-06-20 1.700 2052000.00 76029.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-09-20 2.066 2158000.00 77249.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 5.805 7062865.00 203960.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 5.185 55500000.00 368864.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-20 0.000 66987289.00 31.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-06-16 7.000 14641435.00 244247.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-01-20 5.655 34016426.00 52060.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-20 5.255 26850000.00 180712.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 5.335 34400000.00 305219.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 6.005 24000000.00 270661.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 6.005 19000000.00 219282.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-03-20 0.000 3073098.00 0.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 4.000 10502000.00 57474.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-01-16 0.604 6500000.00 33021.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-16 0.196 10000000.00 4237.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 3.500 24812769.00 128330.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-20 4.000 28828063.00 458103.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-20 3.000 85000.00 99772.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-20 4.500 10068999.00 16450.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-16 0.590 1903143.00 7014.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-16 0.955 12000000.00 37503.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.113 14090000.00 14090.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-20 5.655 19887369.00 132202.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 3.000 177000.00 216748.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-16 4.500 3775000.00 96718.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-20 3.500 33120857.00 316466.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-12-20 1.542 3154000.00 68544.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 5.455 30000000.00 433430.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 6.055 3488000.00 56418.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 6.105 30291306.00 491382.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-05-16 0.652 1517148.00 12584.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-02-25 2.101 12800000.00 637646.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-03-25 3.805 9000000.00 2960684.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-07-25 3.105 12994399.00 2533154.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-03-25 0.613 38325000.00 1426982.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-07-25 1.320 43372188.00 4113346.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-09-25 0.445 130900000.00 3682166.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 5.677 56100000.00 117819.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-12-25 4.562 238122000.00 542602.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-03-25 5.000 45400000.00 168754.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-11-25 1.750 12500000.00 98779.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-16 5.500 9327272.00 21707.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-16 1.450 163000000.00 244.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-16 1.450 297586501.00 445.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-16 0.100 66111131.00 13.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-16 0.092 263341060.00 16344.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-16 6.659 80000.00 977.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-16 0.000 125000000.00 15.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-01-16 0.000 328812515.00 98.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 0.100 411449172.00 10238.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-16 0.939 21756662.00 13620.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-16 0.177 227119159.00 62.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-16 0.000 112652320.00 2.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-06-20 6.505 50000000.00 105237.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-16 0.377 134483860.00 119.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-11-20 6.105 100000000.00 172225.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-03-20 5.585 146666666.00 217793.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-05-20 6.505 85000000.00 171335.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-16 1.055 99040958.00 44733.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-20 5.655 55000000.00 130263.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-20 5.695 61800000.00 118896.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-06-16 5.405 40000000.00 51204.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-20 0.000 77574754.00 313.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-02-20 0.000 112275765.00 182.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-20 0.000 5650739.00 38.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-06-20 1.301 3500000.00 62969.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 1.017 75892464.00 62171.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 4.955 10639000.00 199099.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-20 4.500 16765833.00 256613.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-16 5.655 18183057.00 291689.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 5.655 9000000.00 502055.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 3.500 7142857.00 49696.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 5.500 12309914.00 253609.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 5.655 4000000.00 108448.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-20 1.175 56784359.00 116879.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-08-16 0.578 1765000.00 18317.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-20 6.000 5708000.00 314105.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-20 3.500 10272667.00 98466.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-20 1.376 61526924.00 165033.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 1.124 54969461.00 174111.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 4.000 9645267.00 159159.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 4.500 23023466.00 478144.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-02-20 1.194 6633309.00 226727.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-04-20 0.351 17010714.00 88156.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-02-20 1.742 1171000.00 46780.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-03-20 1.804 854000.00 32836.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-02-20 1.736 205000.00 4296.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-03-20 1.708 162000.00 3042.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-06-20 1.573 1821000.00 79498.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-02-20 2.387 551000.00 19838.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-07-20 2.429 2215000.00 105829.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-06-20 4.285 23493281.00 3420.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-07-20 1.088 9177443.00 108193.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-08-20 1.526 5872000.00 159030.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-07-20 1.342 24598695.00 271076.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-07-20 2.476 1858000.00 78510.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-08-20 1.503 15092614.00 479033.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-09-20 2.395 518000.00 19650.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-10-20 1.920 10483000.00 422317.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-10-20 2.250 10914000.00 424848.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-03-20 1.552 10000000.00 99607.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-07-20 1.544 98906614.00 9483.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-08-20 1.651 23000000.00 181878.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-06-20 1.473 22044721.00 170391.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-04-20 0.308 62858668.00 142521.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-08-20 0.565 13185000.00 57887.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-12-20 1.807 18252999.00 496008.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-11-20 0.533 11681882.00 26291.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-09-20 5.231 20059271.00 11.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-07-20 1.368 50029337.00 30.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-20 1.587 5499659.00 360031.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-08-20 5.171 42696886.00 1829.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-08-20 2.371 12753773.00 88460.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-08-20 2.671 4200000.00 4.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-12-20 1.955 1560000.00 122.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-10-20 1.436 28603000.00 379661.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-11-20 2.721 80083000.00 1484.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-01-20 3.021 3345000.00 318.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-11-20 1.573 68200998.00 59607.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-01-20 1.542 4000000.00 566.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-02-20 1.237 4732000.00 21730.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-05-20 1.414 27450000.00 333072.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-20 1.535 1784000.00 16669.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-20 1.983 30000001.00 27255.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-01-20 1.989 7600000.00 3254.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-03-20 1.637 25224066.00 267038.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-05-20 0.303 23134965.00 33018.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-04-20 1.793 13100000.00 220878.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-05-20 2.211 85534822.00 36323.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-05-20 1.929 4918443.00 189391.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-04-20 0.352 21419658.00 1509.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-06-20 1.513 38901739.00 385036.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-08-20 1.676 10277861.00 260899.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-01-20 5.281 42482543.00 45.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-09-20 0.494 48195673.00 357514.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-10-20 2.179 6513000.00 259394.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-11-20 2.184 5286000.00 207631.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-09-20 4.140 10021545.00 80116.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-01-20 0.784 22774009.00 218290.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-01-20 1.000 7906000.00 291197.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-01-20 0.525 31524997.00 364852.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-08-20 0.574 70068456.00 417950.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-08-20 0.566 20409010.00 155948.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-12-20 1.154 5067000.00 187965.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 4.000 4312500.00 100636.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-20 1.308 42263406.00 179229.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 1.209 70166231.00 303562.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-03-20 1.883 2683000.00 84813.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-02-20 1.907 3435000.00 86497.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-03-20 1.855 1693000.00 67751.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.605 7765209.00 429092.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-20 1.000 16040384.00 163530.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-20 3.500 40004567.00 276173.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.500 4595301.00 240479.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 1.219 65399862.00 369696.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.195 13100000.00 278062.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 4.500 55555555.00 267331.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-20 2.186 3315934.00 98435.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 4.500 18539120.00 119344.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 4.000 9518780.00 102218.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 3.875 10000000.00 209384.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.500 7142857.00 6577.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 2.805 25000000.00 406276.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 1.000 10949069.00 133590.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 5.455 11500000.00 510423.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 1.179 56803643.00 455936.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 4.500 4054124.00 203717.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 5.000 6601400.00 235966.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-20 1.800 30784213.00 488440.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-20 4.979 52098077.00 97539.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-20 1.144 4565000.00 1030.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-20 0.548 2249291.00 38.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-20 1.501 35789242.00 289409.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-20 4.123 12173605.00 2489.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-16 5.500 37537252.00 106145.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-20 5.915 15650000.00 65984.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 6.215 35500000.00 222930.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-20 5.605 86181990.00 90059.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-16 0.000 10000000.00 78.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-16 6.075 33000000.00 143762.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 5.955 59500000.00 72939.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 5.505 64600000.00 63019.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-20 5.555 64600000.00 60785.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-11-20 2.187 6315000.00 305320.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-01-20 2.205 6476000.00 336540.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-01-20 2.066 813000.00 43679.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-01-20 2.092 2755000.00 129277.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-02-20 1.979 2012000.00 60647.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-01-20 2.206 11009000.00 453843.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-02-20 2.031 1414000.00 113530.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-04-20 2.468 656000.00 22034.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-04-20 1.965 5314000.00 161199.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-05-20 1.444 34473465.00 500522.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-08-20 1.884 12932000.00 416878.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-09-20 2.049 7213621.00 302492.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-03-20 0.370 20444970.00 31747.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-07-20 1.722 1417000.00 43767.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-04-20 1.433 19560000.00 443883.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-03-20 1.447 7959000.00 128702.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-08-20 2.347 1817000.00 91986.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-04-20 1.878 50000002.00 206981.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-05-20 1.471 5952000.00 142269.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-08-20 2.247 998000.00 50377.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-05-20 1.447 12500000.00 160037.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-05-20 1.447 12500000.00 159139.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-05-20 1.631 29522302.00 384233.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-05-20 1.575 3281000.00 82344.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-05-20 1.828 11513223.00 196793.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-04-20 2.059 705000.00 24316.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-09-20 2.113 2892000.00 103413.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-06-20 1.495 11993000.00 254097.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-06-20 1.548 25000000.00 400056.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-08-20 1.457 22360370.00 335221.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-07-20 1.660 15215718.00 352304.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-07-20 1.553 7033581.00 66961.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-10-20 2.193 1695000.00 94426.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-10-20 2.135 628000.00 30883.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-09-20 1.580 1154000.00 34453.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-10-20 1.431 1909000.00 53638.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-10-20 1.305 8625000.00 211657.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-11-20 1.567 6336000.00 165090.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-11-20 1.736 11326271.00 187873.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-12-20 1.677 1401000.00 36670.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-01-20 1.565 8506000.00 157202.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-11-20 1.883 1722000.00 59986.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-01-20 1.594 4110000.00 117453.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-03-20 1.518 12783082.00 116093.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-04-20 1.937 2836831.00 77227.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-01-20 2.097 1436000.00 37633.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-11-20 1.474 34890116.00 464849.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-10-20 2.336 4863000.00 173828.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-12-20 2.390 1155000.00 43334.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-01-20 2.111 2747000.00 109573.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-03-20 1.901 1178000.00 34997.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-12-20 5.105 37500000.00 73554.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-09-20 5.405 71400000.00 88797.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.000 15213010.00 214250.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 4.757 19260056.00 423390.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-20 4.000 8994633.00 309863.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.705 7419522.00 473773.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-01-20 1.224 23228129.00 441425.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 1.409 27109653.00 340128.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-07-20 5.405 35000000.00 30193.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-20 6.000 67659000.00 176547.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-16 5.605 12750000.00 57203.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-16 0.349 82637447.00 102477.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-16 0.000 28000000.00 98.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-16 0.000 75000000.00 25.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-16 0.000 125000000.00 2526.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-16 0.000 100000000.00 1335.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-02-20 6.155 50013061.00 353115.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-20 5.705 39228684.00 99506.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 5.975 37540000.00 332679.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-20 5.525 20000000.00 268627.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 4.000 4379279.00 132277.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 4.000 6863623.00 171757.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 1.121 56372722.00 146364.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-16 5.805 74278000.00 247813.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 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2643000.00 66044.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-10-20 1.865 7511000.00 229842.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-10-20 2.131 1134000.00 36845.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-08-20 2.084 213007018.00 11117.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-11-20 1.931 3618080.00 125926.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-11-20 2.315 743000.00 23441.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-07-20 1.878 956000.00 33521.48 Agency 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CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 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 2IGI19DL77OX0HC3ZE78 2042-06-01 4.000 13094447.00 1169649.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2027-04-01 5.500 7884024.00 67218.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.000 8178817.00 2258371.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-03-01 4.500 6164278.00 1775370.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-01-01 3.500 2066043.00 527432.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-05-01 4.500 900000.00 131449.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-07-01 3.500 197000.00 35844.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-06-01 5.000 4712144.00 893325.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-06-01 3.500 410000.00 76825.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-09-01 1.500 12605500.00 7337914.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-02-01 3.000 17846.00 9596.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-07-01 4.000 709044.00 480269.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.500 262840.00 258056.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-08-01 3.000 12800000.00 8946665.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-02-01 2.500 57560199.00 46045926.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.500 915028.00 886358.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-01-01 4.000 535566.00 120667.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-07-01 3.500 1295144.00 540413.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-01-01 3.500 69692.00 23049.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-03-01 4.000 1051630.00 304468.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-05-01 4.500 4697609.00 1918861.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-11-01 3.500 2492875.00 1429533.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-05-01 4.000 2000.00 1127.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-03-01 3.830 1262619.00 1136164.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 5.000 534000.00 347922.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-08-01 4.500 4800000.00 3331330.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-01 3.500 7587968.00 2513197.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-09-01 5.500 1060960.00 426034.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-12-01 3.500 1079309.00 760537.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-12-01 5.000 3384923.00 958366.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-01 3.500 385876.00 147190.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-01 3.500 10232.00 6402.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-06-01 5.000 1698378.00 927805.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-12-01 3.000 347965.00 247300.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-01-01 2.500 1648617.00 1269286.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 2.500 914905.00 753506.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 3.000 25446.00 20316.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 3782515.00 2565927.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-08-01 3.000 7397366.00 6694700.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-09-01 2.500 970328.00 855788.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-09-01 4.000 876945.00 882475.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-09-01 3.000 1982695.00 1818511.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-10-01 2.500 6099616.00 5561597.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-11-01 2.500 2235750.00 2011957.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-11-01 3.000 2499264.00 2359228.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 2.500 6334336.00 5823949.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 3.500 1328957.00 1316226.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 2.000 897584.00 790196.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 3.000 4827.00 4579.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 4.000 1047433.00 1060347.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 4.000 1657965.00 1684185.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 3.000 1173629.00 1114106.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.000 17371803.00 16486769.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 4.500 1662185.00 1730023.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.000 100600.00 95837.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.500 103553.00 102105.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.500 3590000.00 3538635.07 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2033-06-20 3.990 32000.00 32090.79 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2042-04-04 4.000 213000.00 203280.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-09-01 3.500 2055818.00 1286725.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-11-01 2.500 1589352.00 1222755.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-11-01 3.500 719110.00 268142.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-01-01 3.500 21606307.00 13988087.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-12-01 2.500 285020.00 212181.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-03-01 3.000 703938.00 604158.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 2.000 25286718.00 20731902.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 27625075.00 21801024.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.500 23568498.00 23050883.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.000 50350.00 47863.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-04-01 2.000 312745.00 255833.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2027-07-15 7.000 3797270.00 99076.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2028-12-15 6.000 1327.00 22.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-09-15 6.500 1.00 0.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2040-07-13 2.149 1119000.00 884524.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2030-05-15 0.000 124000.00 96085.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2030-11-15 0.000 976000.00 754828.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2028-03-23 0.000 4473000.00 3740671.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2032-08-25 3.500 5714285.00 99831.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2032-12-25 3.000 1462688.00 31529.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2046-03-25 3.500 15000000.00 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Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-25 1.050 20009744.00 962645.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-25 4.000 1370000.00 139271.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2047-12-25 4.500 727874.00 32490.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-07-25 4.500 20000000.00 961577.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-07-25 4.000 11717250.00 1499297.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-09-25 3.500 23000000.00 2552737.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-09-25 4.000 12102980.00 1293089.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2035-11-25 1.500 66666666.00 3080484.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2049-04-25 2.500 10000000.00 1061909.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2051-01-25 3.000 5000000.00 655176.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-02-25 1.500 15777717.00 714579.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2051-09-25 2.500 12171500.00 1140674.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2051-07-25 3.000 5355094.00 729272.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2024-07-01 5.500 7329381.00 50237.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-09-15 13.184 7624894.00 638788.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2041-03-15 4.000 40218343.00 204653.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-07-15 5.445 31050000.00 642030.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 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Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-01-25 3.000 7444249.00 677556.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-02-25 4.500 14831327.00 1524033.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-07-25 4.500 8500000.00 1078161.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-08-25 3.500 5928486.00 758857.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2051-11-25 3.147 11765500.00 721272.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-07-01 4.500 19126658.00 2124801.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-06-01 5.000 12371785.00 1881327.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-03-01 4.000 14097691.00 1774056.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-03-01 4.000 11912349.00 1670438.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-02-01 3.500 11494648.00 2376548.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-02-01 3.500 3000000.00 889687.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-09-01 3.500 7385375.00 1468591.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-05-01 3.509 2125000.00 2087045.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2030-08-01 3.750 5000000.00 5135233.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2027-06-01 3.000 7523416.00 995606.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-09-01 3.500 4267494.00 1075619.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-10-01 3.500 59781928.00 15315148.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2032-10-01 3.000 5251088.00 831749.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-10-01 3.500 7211584.00 1942133.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-07-01 4.000 72322719.00 22847948.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-10-01 4.000 72511569.00 23976184.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-05-01 3.500 45386595.00 16191468.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-01-01 4.000 67098997.00 19021352.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-02-01 3.500 23738000.00 9177678.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-03-01 3.500 93949.00 38322.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-07-01 3.000 1084360.00 143116.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-08-01 3.500 9243424.00 2869348.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-09-01 4.500 11353712.00 2529418.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-12-01 4.500 6440304.00 777844.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-08-01 3.500 1507225.00 395717.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-11-01 4.000 4363872.00 936720.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-09-25 6.500 6000000.00 88499.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2032-03-25 6.500 1057.00 7.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2033-08-25 6.382 70552.00 73.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2036-09-15 6.025 404979.00 1927.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-11-01 4.000 6693689.00 2176903.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-08-01 4.000 2181224.00 770393.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-01 4.000 1549911.00 984914.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-02-01 4.500 1631745.00 955194.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-02-01 4.000 24961837.00 5577825.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2060-07-01 3.000 9436971.00 7048958.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-08-01 3.500 55439919.00 21111210.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-08-01 3.500 1538666.00 368109.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-02-01 4.500 6944953.00 2167696.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-03-01 4.000 34705.00 16918.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-05-01 4.000 11405.00 5228.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.500 1000.00 390.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-01-01 4.019 27890.00 28757.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-01-01 3.930 4568000.00 4730016.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-12-01 4.030 3243610.00 3407024.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-02-01 3.960 3475000.00 3528403.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-02-01 3.980 1573688.00 1637201.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 3.589 8600000.00 8520555.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 3.589 1443026.00 1429695.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-01 4.000 380780.00 160292.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-09-01 4.500 10601800.00 4147397.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-02-01 4.500 15614804.00 7276015.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-08-01 3.500 654759.00 257988.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-09-01 4.500 2869995.00 1368447.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-01 5.000 224315.00 93464.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-02-01 3.500 439056.00 185345.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-12-01 4.000 1009971.00 649340.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-03-01 3.000 161852.00 59398.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-06-01 2.500 1459000.00 1143683.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 2.500 422000.00 358072.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 2.000 3215352.00 2704410.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2037-02-01 2.569 835000.00 726057.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 2.500 4048558.00 3717060.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 4.500 7209744.00 3950682.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 4.500 1977755.00 573999.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-05-01 3.500 8102544.00 5709069.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-07-01 3.000 19791521.00 15098665.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-01 3.000 13174258.00 11651361.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-01 3.500 16550.00 12894.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 3.000 3955273.00 3324285.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 19098801.00 15615493.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-08-01 2.000 50661000.00 42887495.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.000 275175.00 254518.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 2.000 17482325.00 15373272.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.000 16585792.00 15727214.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.500 659000.00 646103.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-11-01 4.000 1008.00 614.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-02-01 2.000 296000.00 241135.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-02-01 2.000 1390.00 986.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-04-01 7.500 95804455.00 75194.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-10-01 7.000 13766848.00 26019.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-08-01 4.500 18707874.00 1975225.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-02-01 4.500 85309.00 13396.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-11-01 3.000 742767.00 163863.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-09-01 7.000 16232971.00 156336.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-08-01 3.500 1768216.00 984749.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-10-01 2.088 1149.00 37.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-01-01 3.500 2993349.00 496947.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-04-01 4.000 378455.00 27662.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-05-01 4.000 1276391.00 534730.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2027-02-01 3.000 460000.00 45106.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2030-03-01 3.500 1017726.00 324280.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2032-10-01 3.000 1394641.00 574148.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-06-01 3.500 22421456.00 5450266.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-03-01 3.000 38172343.00 9026597.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.500 1234105.00 537092.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-11-01 3.500 69050763.00 14450167.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-01-01 3.500 22307821.00 5278492.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-06-01 3.500 887856.00 435604.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-10-01 4.000 1510895.00 583441.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-03-01 5.500 266100.00 68155.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-08-01 3.500 25443926.00 14929510.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 17066580.00 13964476.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-09-01 2.500 524589.00 464952.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 3.000 12673904.00 11795853.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 3.000 4598836.00 4285695.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.000 14345971.00 13463326.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 2.500 13000000.00 11828800.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-01-01 6.000 211890.00 5971.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-12-01 3.500 4316000.00 978588.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-07-01 2.500 13061.00 10863.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-01-01 2.000 544514.00 409177.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-11-01 4.000 7746440.00 1276694.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-20 5.000 4329058.00 475712.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-20 4.000 2305288.00 1211229.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-03-20 3.000 83216.00 25358.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-10-20 5.000 3061465.00 1964930.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-20 3.500 23558456.00 13733054.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-09-20 4.000 937674.00 773707.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-10-20 4.500 1431768.00 1426603.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-07-20 3.500 3888547.00 657357.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2032-04-15 6.500 8233188.00 102675.07 Agency Mortgage-Backed Securities 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6764127.00 5260269.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-06-01 2.500 10024026.00 8863751.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-05-01 1.500 26107.00 21362.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 9719215.00 7946589.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 2.000 11524696.00 9555219.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 2.000 8992454.00 7907611.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 4.000 187488.00 184562.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-10-01 6.500 2731196.00 1832867.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-02-01 3.500 4134411.00 2874864.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 1534248.00 1255375.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-02-01 3.500 466215.00 373480.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.000 10061401.00 9442367.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-06-01 4.000 2721856.00 2659384.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-04-01 5.000 10959.00 241.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-06-01 3.500 2215.00 582.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-05-01 3.500 59021473.00 11860666.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-08-01 3.500 38073597.00 7442549.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-10-01 2.500 1887726.00 1659385.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-08-01 3.500 1004.00 269.65 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Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2040-12-20 5.655 6325999.00 130323.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-08-20 5.525 6291390.00 258921.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-08-20 1.150 2000000.00 3659.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-09-20 1.086 14630000.00 23870.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2039-08-16 6.105 11121625.00 5713.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-05-20 3.500 3945676.00 1198139.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2027-12-20 2.500 40332084.00 237399.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2042-06-20 3.500 4223713.00 29747.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2028-04-01 7.500 1517239.00 1190.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-10-01 7.000 3468.00 6.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-07-01 2.149 19801430.00 512498.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-10-01 2.088 28421.00 938.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-06-01 4.500 7890804.00 1075880.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-03-01 3.500 6598594.00 3029945.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-08-01 4.000 407600.00 113551.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-09-01 4.500 2206272.00 407082.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-03-01 4.500 5066120.00 1673086.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2043-01-15 3.500 29115799.00 1002105.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2046-12-15 3.000 30592246.00 1434121.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-08-15 3.500 19149176.00 1685964.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2048-09-15 3.000 10420187.00 437093.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-06-15 4.000 13690206.00 991252.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2045-04-15 3.500 15114847.00 610101.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2049-05-15 4.500 19469225.00 1856835.91 Agency Mortgage-Backed Securities Federal Home 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3.500 2651.00 1868.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-06-01 2.500 4243000.00 3367285.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-01-01 2.500 3786.00 2914.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 3.000 6573776.00 5705428.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 3.000 94289.00 63962.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-09-01 2.500 1252556.00 1139782.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-09-01 3.000 1300591.00 1230194.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-10-01 2.500 111872.00 101973.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.000 7790070.00 7407512.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 4.000 941550.00 944470.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.000 30539.00 29093.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 4.000 1288806.00 1317059.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-05-01 4.000 3434026.00 3450753.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-05-01 4.000 1341169.00 1351470.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-05-01 4.000 1432340.00 1441479.92 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2041-06-21 2.700 597000.00 506460.77 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2034-06-28 2.290 366000.00 314996.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2042-04-04 4.000 425000.00 405607.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-01-01 3.500 190607.00 123400.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 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- FREDDIE MAC FREDDIE MAC 3134GXBT0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-05-02 2022-11-10 2022-11-10 N N N 0.0034 500025925.00 500025925.00 0.0042 N N N N - N/A - FREDDIE MAC FREDDIE MAC 3134GTS87 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-05-02 2022-08-05 2022-08-05 N N N 0.0032 92534225.00 92534225.00 0.0008 N N N N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 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) CYYGQCGNHMHPSMRL3R97 2022-05-03 0.000 6271753.84 6271728.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) CYYGQCGNHMHPSMRL3R97 2028-05-15 2.875 14514611.53 14626349.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including 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Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-08-20 4.000 2702970.00 1505941.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-08-20 5.000 1084724.00 777652.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-07-20 3.500 3443104.00 974395.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-10-20 5.000 9328080.00 6106431.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-10-20 5.000 6938680.00 5687235.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-04-20 3.500 11336512.00 9823697.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-07-20 5.500 1084638.00 279312.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-08-20 3.000 1751978.00 1647103.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-11-20 3.000 1099918.00 1044402.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-03-20 2.500 1141984.00 1066682.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-10-20 5.000 3920630.00 3799469.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-07-20 5.000 2433488.00 2275780.03 Agency Mortgage-Backed 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Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-02-20 3.000 2744628.00 2605620.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-04-20 3.000 666349.00 637915.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-03-20 3.000 287045.00 274002.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-03-20 3.000 402020.00 384493.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-04-20 4.500 1800808.00 1877209.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-12-20 3.500 2147644.00 2130869.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-10-20 4.500 1935486.00 799526.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-09-20 5.000 1297000.00 84803.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-08-15 4.000 5000000.00 1323416.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-07-15 6.500 10904656.00 1218684.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-10-20 6.500 10000000.00 5225990.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-06-15 4.500 568089.00 40055.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-07-20 3.000 1750000.00 680922.53 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 425000000.00 425000000.00 0.0036 N Y Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC REMIC SERIES K-044 X1 20250125 FLT-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2025-01-25 0.830 156425000.00 2119098.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-09-25 0.100 239344896.00 1650708.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-25 0.100 280194560.00 896840.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-25 0.100 219730240.00 726599.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-01-25 1.358 55000000.00 2984870.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-08-25 0.117 170000000.00 2684339.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-04-25 1.302 70000000.00 2951079.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-06-25 1.199 13892000.00 593346.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-12-25 0.266 140000000.00 2577423.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-08-25 0.918 45000000.00 1687436.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2030-09-25 0.100 535650304.00 3555010.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-07-25 1.207 38959000.00 2029410.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-03-25 0.100 302789120.00 2221496.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-04-25 0.778 181000000.00 5957328.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-04-25 0.100 424846000.00 2991580.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-04-25 0.100 97238000.00 718275.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-08-25 0.697 114912640.00 3589646.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2031-05-04 0.610 32500000.00 431754.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-06-25 38.948 4113936.00 43806.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-07-25 4.500 41036544.00 22267.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2022-11-25 0.371 523905000.00 35713.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2023-12-25 0.166 107000000.00 65585.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2024-06-25 0.406 82000000.00 245203.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2024-08-25 0.167 389200000.00 615041.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2027-04-25 0.215 365021696.00 1781992.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2026-04-25 0.503 273500000.00 3196775.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-01-25 5.500 41391168.00 2506699.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-06-25 5.500 15592060.00 411110.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-11-25 4.500 6643000.00 326882.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-03-25 0.304 13473856.00 49234.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2024-09-25 1.200 155986944.00 1893327.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2024-10-25 1.434 125000000.00 1732118.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2022-05-15 4.000 96642080.00 8491930.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-25 5.332 52035456.00 4029149.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-25 2.500 65357440.00 7524843.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-25 2.000 25064448.00 2642486.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-11-25 3.000 21374976.00 2789167.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-02-25 3.500 1316610.00 1263447.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-01-25 3.000 7159608.00 5314421.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-03-25 4.139 201469952.00 9794058.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-05-25 4.000 16624096.00 15945103.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-05-15 5.000 56250624.00 22989.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-12-25 1.859 13412288.00 148040.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2023-05-25 0.182 639975000.00 603122.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-12-15 5.595 12380576.00 79016.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-12-15 5.595 52123712.00 1492011.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-01-15 5.595 84872320.00 3062553.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-10-25 1.606 50000000.00 2317415.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2029-03-25 4.221 28935328.00 3808644.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-05-15 3.500 3472000.00 10719.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-04-25 4.403 4600000.00 1352996.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2023-03-25 1.447 185836000.00 1085431.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-10-15 5.445 18878336.00 1177201.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-05-15 4.000 18750000.00 402475.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2027-04-25 3.242 25135100.00 25241304.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-04-25 2.372 43705856.00 2529037.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-11-25 2.716 767000.00 128767.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-02-25 3.500 40000000.00 4682825.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-15 5.495 13558848.00 209213.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2029-08-25 4.035 4019500.00 667505.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-12-25 5.382 40482816.00 2600992.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2050-02-25 5.382 17290000.00 1342541.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-12-25 5.382 28893792.00 1952076.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2050-08-25 2.500 43213440.00 4825365.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-09-15 3.500 18022048.00 1005150.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-04-25 3.500 42878848.00 5290865.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2031-01-25 2.079 7000000.00 874552.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-06-25 3.056 5297000.00 794127.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2028-05-25 0.892 116000000.00 5104578.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-10-25 3.500 28133184.00 4262747.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-10-15 0.030 58041600.00 40384.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-25 2.978 2623000.00 549530.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2032-03-25 0.296 196840000.00 5112843.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2032-04-25 0.390 195000000.00 6839927.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2048-06-25 4.000 39683328.00 4721844.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2044-08-25 4.000 13100000.00 1610541.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2048-11-25 0.000 7194744.00 7380066.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-09-25 5.832 125000000.00 127107.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-02-25 0.859 149997760.00 606434.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-07-15 6.000 7827900.00 2961742.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-06-25 5.742 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Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-08-16 5.998 800000.00 318690.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-02-20 5.051 106778624.00 226307.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-04-16 6.105 32682944.00 53723.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-08-16 4.500 5214504.00 73487.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-11-16 3.000 22108200.00 19584423.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 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Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-03-20 0.100 14208624.00 32777.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-20 3.105 26956864.00 853291.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 3.500 12153424.00 786643.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-03-20 3.000 58333312.00 3892583.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-06-20 3.500 53709888.00 5914616.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 3.000 66666624.00 9799997.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-06-20 1.105 50000000.00 303148.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 1.955 50251840.00 882234.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 3.000 18829700.00 2373276.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 3.500 36246784.00 4915726.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-02-20 0.070 30000000.00 38303.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 3.500 14897216.00 1703581.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 0.000 18199616.00 2687719.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-04-20 0.000 123290368.00 230676.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 0.000 16525696.00 572846.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 4.000 15887008.00 2352232.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 0.000 50000000.00 984250.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-01-20 3.500 4134000.00 473372.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-20 4.000 12941616.00 1944634.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-20 4.500 8980928.00 1252938.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-03-20 4.500 7226336.00 7193983.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-01-20 3.500 19600000.00 2402807.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-03-20 3.500 9764848.00 1155505.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-03-20 3.500 38769920.00 37697126.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 0.000 92560160.00 14865809.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 4.000 20142944.00 2534367.30 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-05-06 2022-05-06 2022-05-06 N N N 0.0030 352000000.00 352000000.00 0.0029 N N Y N - N/A - JP MORGAN STRUCTURED PRODUCTS JP MORGAN STRUCTURED PRODUCTS 7624 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FHLMC MULTI SCR 2021-MN1 M-2 20510125 FLT-Agency Collateralized Mortgage Obligation 2051-01-25 4.038 791000.00 751189.55 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-3 HB 20560725 FLT-Agency Collateralized Mortgage Obligation 2056-07-25 3.250 22228000.00 20753589.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-16 2.008 94000000.00 538030.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-16 0.000 170170000.00 150622.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-16 0.916 152254720.00 918636.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-16 0.205 195067904.00 7687.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-16 0.838 86281344.00 5287.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 0.706 143894784.00 33065.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-16 0.425 269750272.00 44888.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-16 1.260 676240640.00 373978.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-16 1.215 225000000.00 9587.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-07-20 35.973 6562664.00 127614.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-11-20 5.505 46500000.00 82408.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-02-20 5.000 675000.00 520583.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-10-20 11.011 8346160.00 409414.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-11-16 5.655 33333312.00 172066.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-16 1.250 166666000.00 15403.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-16 0.686 27000000.00 25637.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-01-16 1.129 85000000.00 129506.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-16 5.705 42027200.00 76882.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-03-20 6.205 49468736.00 52051.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-16 5.495 100000000.00 157373.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-16 0.000 130072832.00 29425.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-16 0.530 177595000.00 68777.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-11-16 0.405 151298560.00 174014.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-20 5.505 26000000.00 129412.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-05-20 5.605 16790688.00 144876.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 5.655 271777280.00 1959559.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.750 51993088.00 8092587.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-16 4.500 33566720.00 3600871.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-16 4.750 37984000.00 21171404.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-16 0.222 111912832.00 32368.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-16 0.025 208174336.00 12024.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-12-16 0.009 101432448.00 5728.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-10-16 7.500 6183630.00 617713.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-16 5.500 7072904.00 188526.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 0.436 50000000.00 138837.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.228 190067200.00 922901.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 6.657 8000000.00 1047299.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-16 0.000 50000000.00 39176.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-06-16 0.315 87561984.00 249239.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-05-16 0.218 155459000.00 180808.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-16 0.143 196745000.00 110605.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-16 2.549 7976930.00 41888.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-16 4.500 31800000.00 81093.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 4.500 56978500.00 410773.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-16 3.000 23891104.00 37640.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 5.555 20230432.00 63440.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-01-16 0.547 65159000.00 376528.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 3.000 15000000.00 7811740.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 2.500 6000000.00 5667342.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 0.000 110915456.00 8984.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-12-16 0.502 86996608.00 234514.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-16 0.386 104944000.00 500585.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 69698432.00 1843979.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-16 5.055 26603232.00 647968.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-16 0.619 38350000.00 436834.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.439 149111000.00 1565633.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.647 75000000.00 1249202.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-04-16 0.560 18600000.00 147394.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-05-16 0.942 85872384.00 1476858.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-02-16 1.083 131314688.00 3114627.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-12-16 0.763 6000000.00 75662.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 4.000 23868000.00 415753.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.368 86608768.00 1711610.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 5114590.00 5730761.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-06-16 0.342 47812416.00 573248.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 0.654 25344320.00 273524.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-16 0.853 160000000.00 4399055.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-05-16 0.865 57000000.00 1821119.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-16 0.778 174857216.00 5025972.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 1.863 42856896.00 4350855.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-03-16 1.246 145203520.00 13127108.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 0.368 5661290.00 17912.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 0.894 17053000.00 1589035.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 4.000 10653360.00 58987.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 5.744 34400000.00 916935.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.158 17314528.00 43849.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 0.991 112000000.00 8640538.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-10-16 0.966 237500000.00 19354383.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-06-16 0.986 250000000.00 19411857.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-03-16 1.600 183555840.00 170844496.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-03-16 0.760 200000000.00 14549057.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 0.000 50000000.00 17342.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.455 20700000.00 826194.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 0.030 22698080.00 22175.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 0.030 27301888.00 25921.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 5.505 1942500.00 100511.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 5.505 26111968.00 1527836.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.755 25000000.00 237208.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 2.235 80000000.00 921408.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.255 75250000.00 999381.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.000 9685040.00 914273.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.000 914710.00 21595.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 5.405 17410848.00 672312.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 2.205 100000000.00 1160032.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 5.455 21565152.00 876303.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.000 6210152.00 513718.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 2.305 170000000.00 971617.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.000 7116000.00 501471.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.500 12048256.00 540731.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 5.005 38667712.00 3061926.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 0.410 74186560.00 365487.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 5.705 195870464.00 24307465.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.259 110000000.00 2683711.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.005 50000000.00 1581999.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.055 16267456.00 444686.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.105 29012320.00 900237.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.055 35712064.00 639876.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 5.500 31599392.00 3953990.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 3.500 212609.00 201608.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-20 3.500 58639104.00 1486673.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 5.000 23181024.00 3898288.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 88686080.00 10023930.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.605 73687296.00 1098080.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 0.350 27994304.00 132822.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 17874624.00 2168231.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 5.000 5000000.00 4801224.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 5.000 5000000.00 4272021.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.500 62613440.00 8338815.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.000 16000000.00 192646.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.500 4858500.00 1093953.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 2.500 4291210.00 416255.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 295725568.00 31009908.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 2.500 4833312.00 4253642.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 2.005 148687616.00 2403636.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 66333312.00 6759846.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.000 70000000.00 7119049.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.500 35124096.00 4240037.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 25000000.00 3584704.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.000 61075.00 43384.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 3.000 25587616.00 2794239.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.409 50001000.00 1281739.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.500 35731648.00 3591215.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 12409632.00 1703377.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.279 66610048.00 1793824.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 4.500 9187888.00 946543.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 29473824.00 2821502.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-04-25 4.255 9848600.00 8901587.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-25 0.833 85000000.00 3839449.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 5.545 36873408.00 795114.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 4.000 83273728.00 2583959.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 121806560.00 3623741.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-03-15 7.000 200000.00 6018.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 5.932 58333312.00 5827.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-25 5.942 51750000.00 335586.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.932 16200000.00 7371.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.872 15175000.00 414053.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.832 120000000.00 3522547.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 1.795 36794880.00 141883.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 6.064 12000000.00 1535334.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 5.000 15415216.00 332123.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 3.500 5000000.00 4924846.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 4.500 1869332.00 412269.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 5.432 61707136.00 571928.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 2.000 837300.00 702382.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 5.382 19679872.00 288094.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-25 5.452 17838000.00 720403.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 5.482 1960596.00 53872.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 4.000 8226432.00 215915.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 4.500 79865216.00 771317.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2022-11-25 0.126 175000000.00 6636.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 4.000 3590770.00 83538.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.000 34546720.00 479582.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 5.482 99268224.00 3876010.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.500 72000000.00 825008.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-07-25 5.482 13271680.00 380132.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 5.532 25000000.00 742557.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-10-25 3.000 8777000.00 8402535.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.500 30000000.00 229473.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-02-25 5.382 11580448.00 129676.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 5.932 43832200.00 1017918.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-12-25 5.617 8200000.00 1849708.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.030 77744128.00 43724.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 25987072.00 3295532.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 21791648.00 2700361.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.050 100000000.00 116398.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.050 74747904.00 59316.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 22916640.00 3350075.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 2.079 500000000.00 11168045.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 5529408.00 2837010.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.060 174136064.00 249545.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 3.000 7291664.00 1019806.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 13990976.00 13201984.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.050 84088448.00 68764.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.000 6233520.00 5287412.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.109 61177216.00 2034639.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 3.000 1158000.00 941446.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-20 3.000 33000000.00 33057067.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 30000000.00 86520.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 0.000 143296000.00 5851205.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 0.000 23474272.00 12981.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 4.000 3984700.00 3861648.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 0.000 21195264.00 2856252.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 0.000 25000000.00 1167700.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 4.000 2287228.00 2319503.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-01-25 0.138 227000000.00 66880.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-07-25 0.132 129000000.00 271836.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 3.500 6929472.00 113311.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 4.500 8456944.00 69120.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 3.500 7142856.00 18938.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-09-25 0.595 150000000.00 815778.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-25 4.500 44444416.00 1336840.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-10-25 0.399 134154000.00 544377.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 4.000 4144352.00 157120.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 0.000 121922944.00 7923.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-25 3.000 4280000.00 4024870.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 5.332 58241088.00 2542693.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.000 38552192.00 481763.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 3.000 15591856.00 15220752.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 5.382 58847680.00 2585384.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 4.000 17638496.00 729724.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 2.750 10000000.00 1035701.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-25 0.550 1100000.00 294815.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 3.500 3801000.00 1584813.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.000 1312500.00 15654.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 3.000 17056096.00 2814439.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 5.482 2316600.00 147302.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 3.000 8832000.00 8353847.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-05-25 1.637 32346000.00 450825.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 5.382 30861824.00 1645920.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-08-25 3.500 5776110.00 5077234.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.382 61099120.00 3858649.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-25 4.500 1222222.00 107899.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.382 8500000.00 602397.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-05-25 4.000 13844496.00 14244160.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 5.382 13829712.00 614228.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.382 26281056.00 1289884.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.432 10900000.00 986809.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 3.500 7393224.00 206322.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 50000.00 45101.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 2.000 750000.00 571672.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 5.000 162897408.00 14060891.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 1.000 5000000.00 3539583.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 3.500 46721408.00 3880955.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-09-25 1.500 5000000.00 2977053.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 1.000 14000000.00 7679061.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 3.961 42187712.00 1241101.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 4.000 60426752.00 6063712.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 2.500 48848832.00 5427044.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.500 78469000.00 8730475.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 3.500 278000.00 184908.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 3.500 82178560.00 9636905.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 2.500 5132960.00 667439.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 2380736.00 1946852.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 2.500 115000000.00 16683135.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 3.500 21557056.00 1972386.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 3.000 168632832.00 21986911.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 4670064.00 2847240.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 3.000 13014288.00 1209496.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 1.500 12688656.00 10418075.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 1.713 294081536.00 11738152.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 3.000 36625152.00 4562444.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-05-25 0.531 67000000.00 1222574.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-25 3.000 2000000.00 1634568.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-25 3.500 2000000.00 1801337.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-05-25 1.259 16415456.00 16570859.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-25 3.000 21850112.00 21705165.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-05-15 5.995 28000000.00 140614.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 9.089 339341.00 25891.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 4.000 6619880.00 3558396.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-11-15 5.895 76636672.00 1318579.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 4.500 33540480.00 757249.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-01-15 5.445 12000000.00 74693.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 5.995 12099600.00 109455.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 1.484 84373504.00 321056.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-06-15 6.005 30709720.00 670307.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 3.000 13364912.00 4162321.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-04-15 3.500 3000000.00 63549.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 4681592.00 153415.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.945 105159424.00 2084776.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 5.945 19068640.00 1042024.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-10-15 2.250 73921000.00 2090768.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-11-15 4.500 19622220.00 32331.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-12-15 3.000 3381076.00 3828255.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 4.000 23938240.00 30788746.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-08-15 4.000 4187750.00 144826.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-09-15 4.500 3245552.00 108252.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-12-15 4.500 9045792.00 151662.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-12-15 3.000 3500000.00 3010776.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-03-25 3.224 32033000.00 32145165.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 4.000 4245130.00 129727.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-06-25 3.117 798848.00 797491.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 4.500 3796110.00 4727322.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 4.500 3701844.00 4701126.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 3.000 6700000.00 4870304.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-01-15 3.500 7000000.00 7941621.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-02-15 5.645 10491824.00 345853.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 2.500 10000000.00 1101893.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-01-15 4.500 4155552.00 5084.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-15 1.457 39817408.00 556551.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-25 2.812 286000.00 44096.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 4.500 33669000.00 2826404.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 5.432 27224672.00 2507038.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 4.000 2678148.00 9210.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 4.000 8746272.00 44366.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 5.445 22960352.00 1913260.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 0.633 10428864.00 34027.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-15 0.150 9122704.00 22739.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 3187940.00 447128.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-15 0.030 123381376.00 109128.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 4.000 8647072.00 514730.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-15 4.000 3000000.00 2383674.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 3.000 52600000.00 5143474.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 4.500 10819168.00 1696279.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 1.250 346041.00 186859.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 3.000 27264736.00 3727476.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 3.000 32355136.00 3732319.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-05-25 2.250 8000000.00 7259168.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 4.500 6854210.00 1171302.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-03-25 12.742 6022664.00 326985.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 6.032 55072500.00 82338.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-06-15 0.000 74994432.00 9953.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.832 40000000.00 179566.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-07-15 22.183 1899718.00 67993.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 15.489 2150000.00 75227.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-11-25 5.932 170000000.00 522989.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 0.000 50000000.00 16056.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 0.000 48654272.00 12268.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-11-25 6.532 33307904.00 94905.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.122 72006900.00 166710.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 5.932 60000000.00 112909.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-02-15 5.500 3636364.00 1025622.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-07-25 5.432 125000000.00 688102.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.000 10000000.00 996364.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 5.972 73142784.00 442765.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-01-15 4.945 60000000.00 26666.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 5.582 50000000.00 233283.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-15 5.000 16666656.00 60976.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 5.295 40831040.00 92474.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-11-15 5.595 109658752.00 32802.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 5.000 3382000.00 842212.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.962 107644928.00 863198.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 15.440 600000.00 158107.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.102 125676032.00 456407.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 3.832 53755072.00 172297.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.500 85388288.00 253189.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 5.332 13913040.00 11244.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-25 4.832 117773920.00 423865.43 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-07-29 2022-07-29 2022-07-29 N N N 0.0044 1000000000.00 1000000000.00 0.0084 N N N Y - 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 1982476.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2040-12-01 4.000 600000000.00 44598671.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 549300Y1PMK3RWXMWR72 2033-01-01 3.500 2000000.00 1025556.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 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U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-30 2.875 1825600.00 1857853.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-31 2.625 7000000.00 6979568.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-02-15 2.625 2000000.00 1975347.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-02-28 2.500 5000000.00 4949405.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-04-30 2.375 375500.00 372688.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-05-15 2.375 1000000.00 977399.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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1.750 349800.00 351320.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-29 2.125 4493700.00 4471553.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-03-31 2.125 69900.00 69350.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-07-15 0.125 9000000.00 11209119.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-05-15 2.375 10000000.00 9863462.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-15 0.375 74060300.00 93012912.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-07-31 2.000 4867700.00 4905433.81 U.S. Treasuries (including strips) United States 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6000100.00 5870598.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-31 1.375 420800.00 406181.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-31 1.500 949000.00 893888.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 1.125 67982300.00 64994766.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-03-31 0.500 722100.00 675574.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-04-15 0.250 692800.00 681049.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-05-15 0.125 1399800.00 1371999.62 U.S. Treasuries (including strips) United States Treasury-U.S. 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9695005MSX1OYEMGDF46 2025-10-15 0.125 459000.00 521053.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-10-31 0.250 994000.00 908489.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-11-15 0.875 810300.00 691954.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-11-30 0.625 300.00 265.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-30 0.375 855000.00 783347.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-12-31 0.625 14999800.00 13239656.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-12-31 0.375 48700.00 44517.77 U.S. Treasuries (including strips) 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2049-08-15 0.000 0.03 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 1.45 0.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.000 0.14 0.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 0.000 0.04 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 0.000 0.04 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 200000.00 179114.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 1000.00 778.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 40900.00 27151.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 278000.00 149237.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 200000.00 103945.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 747000.00 377778.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 500.00 248.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 100.00 47.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 100.00 46.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 100.00 45.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 0.000 100.00 43.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 300.00 130.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.000 200.00 85.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 7.250 100.00 103.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 6.250 400.00 425.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 6.000 200.00 224.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 300.00 652.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 1300.00 2887.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 100.00 217.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 300.00 499.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 4.250 100.00 119.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 4.500 200.00 242.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 100.00 120.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 21420200.00 23999903.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 2.125 100.00 173.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 100.00 111.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 400.00 585.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 200.00 270.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 100.00 99.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 500.00 653.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 2.375 2702600.00 2425868.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 2.000 1429900.00 1169233.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 2000100.00 1356302.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-11-15 1.875 59800.00 47790.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 0.000 300.00 288.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 1.375 100.00 98.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 200.00 243.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 133000.00 129262.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 100.00 99.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 100.00 120.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 2.375 10100.00 10201.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 49100.00 48923.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 2.750 100.00 100.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 2.625 226600.00 228915.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 2.875 100.00 101.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 2.625 26300.00 26645.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 3.000 30000.00 30580.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 2.875 5100.00 5190.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 136200.00 133187.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.500 100.00 117.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 2.375 7600.00 7543.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-15 0.250 700.00 805.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 1385100.00 1729220.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 22300.00 21899.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 1.750 152600.00 153074.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 1.750 23906600.00 23999934.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 300.00 368.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-30 1.375 1100.00 1085.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 1.625 200.00 199.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-15 0.125 7731300.00 9717752.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 6500.00 6305.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 100.00 100.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 19543000.00 23999937.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.125 100.00 99.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 1.750 4800.00 4841.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 100.00 125.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-07-31 2.000 3700.00 3728.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-31 1.750 5000.00 5041.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 900.00 895.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 100.00 100.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-30 1.500 1379000.00 1339990.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 1.500 7693000.00 7511511.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.625 1800.00 1713.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-15 1.625 100.00 100.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-31 1.750 200.00 191.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 1.375 100.00 96.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 1.500 100.00 90.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-03-31 0.625 800.00 717.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.250 81400.00 80019.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-15 0.125 174000.00 198136.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-15 0.125 4500.00 4410.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-15 0.250 300.00 293.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 0.250 100.00 91.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.625 300.00 250.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-30 0.250 211600.00 193607.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-09-30 0.125 100.00 99.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-15 0.125 100.00 96.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-15 0.125 100.00 113.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.875 100.00 85.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-15 0.125 100.00 96.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.125 439000.00 421334.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 0.375 200.00 182.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-15 0.125 4280000.00 4097222.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-29 1.125 100.00 90.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.375 300.00 287.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-15 0.125 200.00 223.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.250 100.00 95.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 700.00 636.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.375 100.00 95.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 0.625 900.00 819.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-31 1.125 100.00 89.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-15 0.125 22326800.00 23999930.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 1.375 100.00 88.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 1.125 200.00 191.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 0.875 100.00 97.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-31 1.750 100.00 93.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-03-31 2.375 497400.00 482016.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-15 0.125 23166800.00 23999912.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 0.18 0.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 0.18 0.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 0.18 0.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 0.18 0.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-08-15 0.000 4.17 2.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 81.54 55.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 4.17 2.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 104.18 68.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 0.43 0.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 33.96 26.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 22.96 17.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 71.96 54.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 0.000 719532.89 533382.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 3.77 2.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 0.000 134.06 134.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-08-15 0.000 699.03 696.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 0.000 27.32 27.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 1.55 1.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 0.05 0.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 0.02 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 0.05 0.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 1.49 1.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 0.03 0.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 0.03 0.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 0.06 0.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 11.55 9.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 0.05 0.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 0.83 0.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 693.76 572.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 53.75 35.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 403.07 330.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 0.000 1.26 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 0.000 206.00 165.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 1.26 0.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 0.000 1.45 1.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 1.45 1.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 30.46 23.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 3.77 2.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 96.50 60.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 0.99 0.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 33.75 20.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 14.67 8.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 162.75 97.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 102.76 60.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 4.00 2.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 9.00 5.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 2.25 1.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 11.83 6.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 8029.13 3795.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 3.08 1.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 7.33 3.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 4.04 2.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 0.33 0.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 45.84 23.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 1774.59 912.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 0.02 0.00 U.S. Treasuries (including strips) Y 2022-05-02 2022-05-02 2022-05-02 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0030 150000000.00 150000000.00 0.0013 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 36024 0000902266 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) 2036-02-15 4.500 46500.00 56128.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 249900.00 302094.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 2.000 50000.00 50547.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 23767100.00 23999910.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 1.750 1307300.00 1312403.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-05-15 1.750 2671000.00 2693955.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 19543000.00 23999937.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-06-30 1.750 16886300.00 17014682.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-04-30 1.006 4100.00 4106.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 0.947 47300.00 47412.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 0.875 25985900.00 23999963.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-07-15 0.125 14365800.00 15585091.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-31 1.125 22200000.00 19933918.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-15 0.125 22326800.00 23999930.34 U.S. Treasuries (including strips) Y 2022-05-02 2022-05-02 2022-05-02 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0028 150000000.00 150000000.00 0.0013 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 36024 0000902266 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) 2042-02-15 0.750 2000000.00 2690872.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 90121000.00 77131255.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 2.250 50000000.00 43322264.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 12082300.00 12872865.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 2.000 1000000.00 818413.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 900000.00 874706.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 2.625 72400.00 72388.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 7198000.00 8723961.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 16270000.00 15977842.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 3343700.00 4106257.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 1.375 3077800.00 2970875.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 0.250 182501000.00 168307499.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.125 24328900.00 23711751.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 0.250 3719000.00 3419902.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.625 137500.00 114996.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-09-30 0.375 400000.00 349495.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.875 7593900.00 6484797.68 U.S. Treasuries (including strips) United States 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RATING Aa3 S&P RATING AA- N 0.0031 187437500.00 187437500.00 0.0016 N Y Y N - N/A - ROYAL BANK OF CANADA NY ROYAL BANK OF CANADA NY 983 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 3.000 42502000.00 4355340.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 22213000.00 2250286.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 3.500 78151170.00 7054343.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 3.000 25359000.00 3698725.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 3.000 33333332.00 4301858.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 36381741.00 5032769.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 4.500 17571596.00 2797465.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 30150000.00 3094047.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-09-25 5.500 10090909.00 2013050.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 18400000.00 1920284.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 4.500 33561768.00 5385864.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 3.000 44223000.00 4316762.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-25 3.500 6525000.00 685317.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 3.000 26666666.00 2540183.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 3.000 29145920.00 3755878.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 3.500 11000000.00 1595632.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 2.500 14417200.00 1994443.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 2.500 50623078.00 8222056.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.000 157290154.00 21574309.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.000 61160981.00 7014167.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-25 3.461 134954190.00 7846249.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-25 5.500 43092577.00 6783529.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 3.000 3306424.00 597621.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 4.000 28898423.00 4262190.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-25 3.000 55651859.00 9794781.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-12-15 4.500 6000000.00 3285172.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-03-15 5.000 1230935.00 617462.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 5.500 5500000.00 2047571.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 5.955 65714285.00 1644537.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.385 85892593.00 1885822.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.125 51129900.00 49832893.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-01-31 0.125 32904100.00 32498848.74 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 3000000.00 2728851.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2022-06-28 0.000 43340000.00 43295793.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2041-05-15 2.250 5476100.00 4833400.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 24132100.00 23453898.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.625 47926900.00 56649545.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-06-30 1.750 8148800.00 8031520.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.445 42654372.00 1428058.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.545 77705785.00 2436914.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 5.645 32300000.00 1259227.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 5.565 30181968.00 1396811.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-05-15 3.000 3850000.00 360758.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-02-15 3.000 7010541.00 1608475.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-06-15 5.595 44429230.00 1785005.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 5.445 50550000.00 1942955.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 5.445 76100000.00 1868947.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-02-15 5.395 46882557.00 1265955.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-09-15 5.545 40958642.00 1495134.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-02-15 5.545 75000000.00 1418902.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 3.000 2177000.00 2539230.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-02-15 2.500 2500000.00 2745293.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-06-15 5.625 30841164.00 1490360.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-08-15 5.595 56369086.00 1327879.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-05-15 5.545 69760209.00 1790600.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.545 60671710.00 1624405.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-06-15 5.395 50000000.00 3191412.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-09-15 3.500 163285714.00 3738489.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-08-15 5.445 21335039.00 1133609.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-09-15 5.445 50000000.00 3413841.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-10-15 5.495 16808475.00 1320867.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-11-15 5.545 26863571.00 1079821.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 5.495 51751947.00 3028985.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-05-15 4.000 12375000.00 921926.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 2.750 33000000.00 845765.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-07-15 2.750 75000000.00 1967856.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 2.750 103816692.00 1780301.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.000 25000000.00 878794.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 2.750 18414415.00 363879.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.595 33676736.00 2570894.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-03-15 5.645 44537211.00 2787539.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 5.645 42000000.00 1201287.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 1.519 129886588.00 1570141.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 4.000 27000000.00 1972900.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-01-15 4.000 21231370.00 1346427.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-09-25 3.500 20977029.00 2219281.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 52642100.00 5223396.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 5.000 7114595.00 904560.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 19090000.00 1921724.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 38114000.00 4903943.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 2.500 52014000.00 6467635.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 23725100.00 2470061.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 44477600.00 5561241.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 64067900.00 5758523.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-01-15 3.000 33825758.00 3907842.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 25516200.00 2847023.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 27599838.00 4211770.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.500 31447600.00 2768912.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.000 45625000.00 5686692.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 3.000 8929000.00 1183190.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2051-02-15 4.500 5593190.00 540559.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-06-25 4.000 19000000.00 2226958.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-04-25 4.000 2825225.00 301402.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 5.645 40292545.00 1605002.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 5.595 24181142.00 2022943.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-10-15 5.595 38171780.00 2183357.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 5.595 21533123.00 952932.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-08-15 1.756 174767323.00 2358542.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 5.645 45067261.00 3010601.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-11-15 7.612 2820819.00 1277344.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-01-15 5.595 39666828.00 2777674.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage 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17492338.00 911650.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 5.645 70823528.00 3936090.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 5.545 18144177.00 917961.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 5.525 9800000.00 1122374.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-03-15 1.850 38649912.00 1040532.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 5.382 52507167.00 5343802.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 5.332 3699356.00 307993.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.500 2736884.00 176603.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2046-03-25 3.000 6783.00 1488.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-01-15 4.395 12900000.00 1106991.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2040-05-25 4.000 30068687.00 1905452.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 5.000 38859984.00 2770339.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-04-25 3.000 27623917.00 3409885.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 4.500 19976635.00 1725430.01 Agency 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1178604.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-02-25 4.000 4366116.00 554341.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 4.500 9982610.00 1304812.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-06-25 4.500 3343177.00 521958.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-09-15 6.095 16242267.00 80265.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 4.000 6937000.00 987339.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 3.000 68225072.00 8385252.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 5.500 22450551.00 3101495.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 4.000 18210571.00 2673091.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-07-25 3.000 12963000.00 1300465.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.000 51610000.00 7548246.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 2.500 2269371.00 264352.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.500 11075186.00 1329415.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 4.500 100304477.00 15450040.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 2.500 1050168.00 121635.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-11-25 4.500 16197361.00 2280666.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.500 12750000.00 1508457.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 4.000 12869839.00 1568656.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-07-25 3.500 8066266.00 1155908.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.500 20750000.00 3602400.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.500 26498889.00 4812223.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.000 13750000.00 2191948.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-10-25 4.000 18282066.00 2878376.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 11532800.00 1244592.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 1.500 8000000.00 1029821.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 12472000.00 1297706.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-08-25 4.500 23908243.00 3948255.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2051-11-15 3.500 59104507.00 9415006.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-09-25 3.000 38333334.00 5050215.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-06-25 3.500 31276890.00 4274953.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 3.000 23300000.00 3034678.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 4.000 36000000.00 5857305.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 3.000 3819250.00 405395.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-01-25 4.500 13000000.00 2186507.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-01-25 4.500 11400000.00 2140199.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 4.000 6610000.00 1068028.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-12-25 3.500 30957135.00 4655291.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 3.000 11338118.00 2041596.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 2.000 11707374.00 1361404.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-02-25 3.500 51428571.00 8194421.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 2.508 75006631.00 2673036.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-03-25 3.500 8245714.00 1656412.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-02-25 3.211 38703508.00 3214128.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-11-25 7.000 147589139.00 136561.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-15 5.500 3491.00 218.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-08-25 5.500 26200000.00 102759.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-12-25 7.432 129305000.00 356549.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2035-02-01 6.000 112534.00 364.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 5.395 43998111.00 2515627.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 5.445 79250000.00 2367734.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 68588097.00 2595592.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 166600000.00 4902011.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-09-15 5.365 52540047.00 3304598.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-03-15 4.000 73726329.00 2015732.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-15 3.000 29770221.00 3631846.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-10-15 7.345 335221.00 38.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.000 100000000.00 10776720.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2023-12-15 6.500 5955199.00 30553.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-04-15 5.500 14443519.00 327983.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.882 50000000.00 1721347.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 5.882 31333333.00 1297946.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 5.332 128000000.00 2090519.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 5.782 46241000.00 2075512.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 0.000 80174841.00 13807156.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 5.912 104663303.00 2112226.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 5.832 92142857.00 1256159.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 5.832 61712836.00 2430191.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 230769231.00 22740160.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 5.332 50000000.00 1205536.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 0.000 59862667.00 6033027.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 5.982 82857142.00 1800947.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 5.332 72474235.00 2028573.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 5.932 62644183.00 1644193.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.482 58000000.00 2888677.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 5.432 162929876.00 6299310.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 2.500 63187889.00 11084595.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 5.482 43313000.00 1533924.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.482 45024388.00 1522674.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.432 53982840.00 1578449.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.482 32817148.00 1672077.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 5.482 34421052.00 1757714.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 5.482 95877039.00 4309787.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-07-25 5.732 143600000.00 216021.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-08-25 6.382 50492769.00 114284.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-12-25 7.232 70178777.00 143476.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-04-25 6.500 16532577.00 115619.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 6.032 102500921.00 216618.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-25 6.032 26404000.00 110583.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 6.032 56666667.00 156021.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-25 5.432 32000000.00 86201.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-10-25 6.002 246696828.00 466924.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 5.932 50000000.00 216410.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.032 32165142.00 145070.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.032 52165142.00 150594.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 6.032 60000000.00 387998.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 6.532 22643906.00 130759.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 5.912 26999999.00 196055.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 5.982 293000000.00 704127.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 4.962 268645998.00 1351032.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 5.545 54822828.00 98178.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 5.902 45257372.00 178842.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 6.145 50000000.00 246869.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 5.865 26538458.00 126946.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-10-15 5.500 7608827.00 1652313.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 6.095 115857995.00 750711.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-02-15 6.145 99487167.00 463305.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-03-15 5.545 30000000.00 97364.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 6.000 13871787.00 2447043.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 5.832 75072000.00 199915.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 5.912 13876000.00 136573.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-09-25 5.882 61330239.00 408441.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 6.095 72504857.00 269179.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-25 5.942 73200765.00 180403.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 5.932 25020000.00 136090.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 5.712 21509000.00 106904.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 6.532 61882000.00 232038.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 6.072 75901811.00 234471.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-25 3.000 5471826.00 842716.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 5.432 57565000.00 1425758.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 3.500 46458003.00 10336369.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 3.000 76875144.00 15364621.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.232 46153846.00 1920824.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 10273415.00 2346478.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 5.232 100000000.00 3879441.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 5.232 94109919.00 4006540.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2029-01-25 3.500 32716634.00 8593279.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 6.032 73424980.00 3684702.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-25 5.982 45888103.00 1156599.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-25 5.532 32781996.00 1393778.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 5.432 59090000.00 2926233.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-25 4.932 115287659.00 2113733.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.000 5391263.00 1804881.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 4.932 135000000.00 1880262.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 5.432 45620103.00 1223429.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 5.482 85155762.00 1417340.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 5.332 45937064.00 2394760.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 5.332 25000000.00 1759922.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 5.332 38600578.00 2323874.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-25 5.282 23923267.00 1474091.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-25 5.332 18582352.00 1387856.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 5.332 52811235.00 3027643.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 5.282 33332298.00 2271958.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-12-25 5.332 43035150.00 1953933.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-12-25 5.332 35053963.00 2350385.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 6.500 27301033.00 1850551.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-25 5.482 33304475.00 2619419.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-25 5.432 65842947.00 4757464.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 5.482 40931200.00 3341961.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-25 5.482 43934290.00 3419727.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 5.482 20076276.00 1315326.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-25 5.482 42557094.00 2119343.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 5.482 57036974.00 2526286.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 5.532 61226988.00 4126842.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 4.000 14753966.00 1013772.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 5.482 30000000.00 2254752.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-25 5.582 39632837.00 1725053.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 5.532 30328456.00 1689720.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 5.532 24090139.00 1231114.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 5.532 31746386.00 1929067.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 5.382 35950659.00 1921210.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 5.382 107999191.00 2602526.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-07-25 5.332 22540888.00 2251828.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 5.382 38821776.00 1657427.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 5.382 117145000.00 8928167.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.412 16117495.00 1464178.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.432 30735472.00 1743734.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 5.382 39040212.00 4754303.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 5.332 21195379.00 1581811.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.613 17514836.00 1589859.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 5.382 24156600.00 2145341.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-25 5.332 32518304.00 2719444.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 5.382 66211986.00 5807282.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 5.382 30508731.00 2978563.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-25 5.382 50026193.00 4881197.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 4.000 141362792.00 4756699.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 4.500 112174532.00 13257315.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 4.500 50000000.00 2403944.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 3.500 45000000.00 3737964.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 5.482 41496000.00 4423525.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 2.000 65885034.00 6265374.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.000 38657000.00 4537991.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 3.500 22941627.00 3784528.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 3.000 20532238.00 2314806.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.000 35950000.00 3933684.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 150000000.00 14611581.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 6.082 25000000.00 83734.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 6.102 37350000.00 88484.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 6.695 20617366.00 147486.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-06-15 5.930 24000000.00 151868.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 5.762 152000000.00 282348.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 5.442 60000000.00 415580.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 5.432 23155000.00 169752.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 5.982 50000000.00 153087.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 6.082 60842737.00 375793.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-12-25 7.293 45000000.00 105741.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 5.452 68000000.00 423294.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 6.072 8877650.00 74217.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 5.742 44419509.00 330542.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-12-25 5.732 21859750.00 200360.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-10-25 5.732 57625000.00 478484.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-03-25 6.332 50000000.00 225929.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-25 5.832 60532151.00 191430.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-03-25 5.632 33750000.00 104022.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 6.545 164000000.00 769090.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-12-15 6.095 93333333.00 453470.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-01-15 5.855 46360000.00 180757.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-05-15 6.275 90000000.00 160857.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-06-15 5.795 72620000.00 289272.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-09-15 5.475 13400000.00 103700.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-25 5.552 67962510.00 261008.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 5.945 21241785.00 95587.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 5.445 100000000.00 684844.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 5.862 50000000.00 424007.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-25 5.152 164647495.00 681607.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 6.395 29010000.00 79434.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-03-15 5.575 37782508.00 94858.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 6.245 38965736.00 199653.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 5.333 13200000.00 89764.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 0.000 47538735.00 1332535.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 4.544 26000000.00 108882.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 6.000 3412548.00 561028.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-03-15 7.424 18000000.00 135656.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 5.000 5000000.00 131074.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 5.845 50000000.00 292352.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-25 6.072 75553825.00 371975.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 6.500 1198742.00 353380.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 2.173 30962948.00 732803.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 5.632 127032000.00 258949.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-12-15 2.052 20094.00 646.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-10-15 2.061 1755.00 30.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 5.562 118012223.00 773618.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 5.682 15578500.00 86236.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 5.662 25000000.00 163133.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-25 5.922 25041834.00 257615.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-25 6.000 16666666.00 91505.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 5.000 24539999.00 119729.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 4067750.00 366564.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.452 55000000.00 196166.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 5.382 81173142.00 250138.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.382 50000000.00 325902.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 6.500 37264176.00 334036.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 9.000 13471132.00 112850.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 5.332 109000000.00 1753178.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.500 60733333.00 312421.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 4.032 46229037.00 306116.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 4.082 56541379.00 173120.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 1.500 4879471.00 450202.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-20 4.000 12956929.00 1710218.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 5.345 100000000.00 1409660.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-16 5.505 42037019.00 1455912.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-20 6.005 23000000.00 1022307.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-16 3.500 22733000.00 1349210.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-20 5.455 39750000.00 1218979.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-20 6.225 200000000.00 479875.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-16 5.205 157025072.00 666281.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-20 5.955 17149033.00 538534.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-09-20 5.405 15945911.00 518279.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 5.655 238276991.00 1718016.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-20 5.875 150000000.00 1360606.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-16 5.455 52834340.00 353815.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 6.005 49696251.00 1246058.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 0.000 15000000.00 1172052.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-16 6.145 41145581.00 472914.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-16 6.055 45000000.00 1102908.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-20 6.005 10200000.00 149960.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 6.005 20000000.00 1400415.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-20 6.055 25440571.00 621425.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-20 4.000 44500000.00 1082697.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 3.500 17056857.00 785840.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 5.555 136303380.00 1486860.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 5.545 24445503.00 752060.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.605 73333333.00 974690.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-16 5.085 65000000.00 1572541.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 6.055 45694819.00 925624.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 6.155 85277575.00 1786504.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.605 24713912.00 348225.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.500 38122223.00 634122.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 5.505 54035286.00 1054175.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 5.005 40000000.00 533642.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 5.005 30000000.00 564008.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-16 5.505 41406066.00 477215.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 5.005 34400000.00 914874.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 5.555 28571428.00 1056037.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 5.055 42500000.00 578666.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 5.605 31000000.00 1443815.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-20 6.025 14361249.00 127121.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 5.025 30478045.00 1087567.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 5.005 102297401.00 2460552.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 4.000 27602812.00 699745.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.000 222500000.00 24598864.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 141381800.00 14940748.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 3.861 26247197.00 1868958.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 3.961 93000000.00 2735924.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 180234520.00 20475289.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.000 88325655.00 9503720.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 2.000 60111550.00 6942731.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 2.000 57438993.00 7091850.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 2.500 37298000.00 3807482.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 2.000 98335662.00 10865475.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 3.000 13500000.00 1307695.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 3.500 19638447.00 1678714.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 2.000 48122191.00 5761321.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.500 69340423.00 9574701.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2031-02-25 0.959 1000000.00 865463.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 4.500 20113496.00 2640860.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.500 75000000.00 7743796.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.500 114772030.00 16136889.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 76059852.00 2772483.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 4.000 12500000.00 134776.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 5.005 18251798.00 387915.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-20 5.005 19626700.00 419904.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 21375000.00 726581.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-16 5.655 28000000.00 1279865.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 7.000 29089813.00 1190101.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 5.105 37971611.00 846822.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-20 5.605 34844356.00 914684.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 5.605 66666667.00 2965426.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 5.055 36225000.00 1094450.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 5.605 26432125.00 561128.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 5.505 30000000.00 1317667.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 5.505 51872424.00 1433260.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 5.455 20142857.00 632018.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 5.505 125759636.00 5403174.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 5.444 14428761.00 479814.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 4.000 35687859.00 1234646.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 5.655 39948442.00 3521932.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 5.505 19781353.00 946606.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 19800000.00 1499441.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-16 5.444 6099085.00 289566.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 5.000 19119600.00 323244.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 5.505 26601199.00 1456224.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 5.605 53053471.00 2051049.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 4.000 12355625.00 266096.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 5.605 13000000.00 872345.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 5.605 865261.00 47639.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 4.000 9834625.00 229931.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 1.398 149107050.00 629677.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 5.655 27790198.00 1529313.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-05-20 0.817 38500000.00 951512.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 3.500 10000000.00 98126.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 5.505 53277272.00 1824841.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-16 5.555 76777880.00 5454691.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-16 5.455 26242138.00 1637603.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 5.000 17064932.00 1238686.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-20 6.005 20000000.00 1084735.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-20 5.505 35985862.00 2664209.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 5.605 10287430.00 452302.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 5.605 12096774.00 492643.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 5.655 24698979.00 876742.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-16 5.655 30451946.00 1759715.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-20 5.605 30000000.00 1191105.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.655 46000000.00 1966110.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.605 32308860.00 1062349.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.605 19565606.00 423223.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 2.000 90104000.00 1121868.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.605 38000000.00 1460943.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 3.205 50000000.00 1009687.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 5.555 7580000.00 223467.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 5.555 32265116.00 1644833.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 5.605 30737202.00 655347.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.505 40000000.00 1400014.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.455 60437869.00 2880705.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.500 36372403.00 2460553.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.455 35000000.00 1055662.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 5.555 9584000.00 493273.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 5.505 16245490.00 801426.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-16 5.605 29508197.00 674963.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.000 67500450.00 1701874.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-16 5.000 17255967.00 835453.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 4.000 32907366.00 1346248.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.455 45523277.00 2066056.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.455 50000000.00 2189295.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.505 67575036.00 3745503.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 5.455 65268356.00 3319776.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.505 18715770.00 838939.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 4.955 45169891.00 1274112.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 5.455 29576285.00 1788020.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 2.705 70000000.00 2250623.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.505 30268291.00 602787.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.555 42500000.00 1903343.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 2.755 100000000.00 1873455.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 2.755 20623584.00 195683.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 3.885 100000000.00 2751768.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 5.455 27000000.00 1129504.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 5.505 13800000.00 496745.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 5.505 9025000.00 414734.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 5.455 61643345.00 3726363.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 5.455 49643799.00 1033379.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.455 75000000.00 3810802.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 5.455 64975092.00 3897956.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.455 45042032.00 1047416.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.505 11060000.00 426842.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 3.500 4337376.00 874428.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 5.455 20459891.00 565687.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 5.005 36700000.00 2052944.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 3.500 37673427.00 2712535.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 5.455 104451800.00 4365633.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 5.455 29500000.00 1152718.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.000 4550000.00 339027.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 5.505 45349669.00 1826608.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 2.500 10000000.00 1199179.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 5.005 24600000.00 1729740.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 5.095 13698974.00 754238.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 2.500 3265758.00 802012.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 5.655 10675000.00 1104106.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 76615875.00 8046721.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 68833333.00 7691526.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 14583333.00 1868304.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.352 45163562.00 2057068.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.500 27292399.00 2651276.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 5.705 33000000.00 4797733.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 40000000.00 5270379.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 35946640.00 4839236.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 5.705 54122643.00 6692130.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 10800000.00 815814.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 50000000.00 5091822.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 61042666.00 5181526.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 6.500 42249024.00 4584251.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 5.705 46301258.00 6289855.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 5.705 30624822.00 4285412.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 5.705 25000000.00 3309418.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 74563021.00 9680425.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 17721130.00 1804878.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.770 16613280.00 2154543.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 5.705 17121830.00 2271130.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 19250000.00 2182187.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 17504400.00 1360031.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 92939032.00 10281678.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 155356827.00 19201480.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32792031.00 3744829.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 31095616.00 3265189.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.500 75000000.00 7020372.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28613480.00 4673540.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.155 113317041.00 1881157.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 54144822.00 6676338.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.205 101293523.00 2172273.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.205 30000000.00 851716.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 5.705 36599141.00 2951398.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 50000000.00 4220871.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30195974.00 3623746.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30218981.00 2752933.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.490 41500000.00 2609128.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 5.705 7471000.00 591203.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 37648955.00 4027488.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 4.500 10856707.00 1251142.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 4.000 9500000.00 1010352.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 64301975.00 6386722.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 50000000.00 4915449.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 5.705 72046465.00 4581732.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.259 39500000.00 1775778.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.500 27500000.00 2418786.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.705 57301000.00 4119829.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 20468673.00 2031607.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 7834394.00 770789.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.705 4493231.00 401010.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 15750000.00 2095050.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 115263333.00 11436476.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 25665389.00 3727420.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 150595666.00 15699836.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.500 10826155.00 743061.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.705 37934856.00 2899156.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.705 17579799.00 1235882.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 1.905 51691560.00 1243664.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.309 12500000.00 314613.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.309 29739388.00 1182753.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.309 65000000.00 2285557.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.705 35525658.00 2533124.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.500 6279000.00 799126.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.705 34931638.00 3110218.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 5.705 26452121.00 2322466.01 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1575000000.00 1575000000.00 0.0132 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 2045-02-15 2.500 33221700.00 29804696.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2050-11-15 1.625 170600.00 127714.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-12-31 2.250 100.00 99.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-10-31 0.250 2625000.00 2399179.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-08-31 0.750 2029900.00 1855165.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-08-15 0.000 10034174.44 4839843.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-06-01 5.044 303387.00 233.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-01-01 2.052 13763366.00 439221.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-10-15 1.204 4.00 0.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-03-01 3.830 663367.00 596929.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 2.000 1986176.00 1757969.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-06-01 4.004 34974839.00 38815.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.548 30464870.00 21892.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 5.341 23458972.00 36597.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-11-01 1.473 21702156.00 2034.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2038-08-15 1.554 22622.00 249.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2039-11-25 1.367 18149.00 452.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.000 1771994.00 1689891.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 3.000 23232921.00 19192349.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-07-01 4.000 11959486.00 6079404.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-02-01 2.500 12000.00 5620.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 3.000 13086323.00 7294331.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.500 23593929.00 18034140.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-05-01 3.500 7538.00 1143.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-01 2.000 10888182.00 7781422.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2033-06-16 0.814 1677.00 15.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-01-20 0.734 30629.00 606.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-05-20 0.894 1000.00 24.03 Agency 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Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-08-01 3.500 78167126.00 38532457.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 5.000 4542896.00 861212.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.500 24366890.00 20100041.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.000 2079503.00 1797901.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 3.500 6000.00 5450.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 106877184.00 104566736.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 3.500 217235466.00 28831986.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-08-01 4.500 1113780.00 190364.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-04-01 3.500 2616192.00 1017802.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-08-01 4.000 14469339.00 1685600.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-03-01 3.830 445390.00 400783.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-07-01 3.500 30581966.00 10128997.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 2.500 15094609.00 13058601.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 3.000 1894426.00 1788280.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.000 777035.00 735444.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.000 121249152.00 114511250.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-01 2.500 42937135.00 38052000.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-12-01 2.000 6000.00 5290.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-04-01 2.500 5105276.00 4759263.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-11-01 4.000 30841202.00 2364334.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-02-01 4.000 13974268.00 1334903.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-03-01 3.500 62314241.00 8448558.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-03-01 3.000 1146496.00 355229.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-06-16 0.000 300.00 299.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-10-06 0.000 100.00 99.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-12 0.000 19677500.00 19676142.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-09-29 0.000 1000.00 995.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-17 0.000 800.00 799.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-08-16 0.000 35818000.00 35712838.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-04-15 3.625 469100.00 1020818.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2037-02-15 4.750 249800.00 309399.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2039-02-15 3.500 1426700.00 1536360.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2039-08-15 4.500 189500.00 230239.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.750 200.00 257.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-07-31 1.875 100.00 100.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-09-30 2.125 1364600.00 1346445.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-01-15 0.500 100.00 120.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-06-30 2.625 4499200.00 4558225.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-08-31 2.750 100.00 100.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-06-30 1.875 100.00 96.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-05-15 1.625 100.00 95.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-31 1.750 321800.00 324481.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-31 1.375 1267300.00 1223273.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-10-31 0.500 200.00 176.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-11-15 0.875 100.00 85.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-06-15 0.250 6334100.00 6021082.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-09-01 4.500 9294785.00 1872658.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-10-01 3.500 1537000.00 317553.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2039-11-25 1.367 7419.00 185.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-02-01 4.500 704824.00 278720.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-08-01 4.000 1217472.00 544001.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-01 3.000 792161.00 694873.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 2.500 1881283.00 1616362.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 1275616.00 1162726.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-01 4.000 3490004.00 1520450.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-06-01 3.500 26114465.00 12581468.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-03-01 4.000 142491.00 81986.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-12-01 3.500 35205952.00 22620654.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 3.000 45991872.00 33531156.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-07-01 2.500 4610712.00 3455180.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-01 2.500 35377863.00 26304863.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-03-01 2.500 235000.00 197058.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 2.000 41882361.00 35455864.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 3.000 11420098.00 10625440.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 2865792.00 2579574.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 2.500 56244.00 51786.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-07-01 4.000 715322.00 363621.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-07-01 4.000 32000.00 17559.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 3.000 4720961.00 4454754.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-04-01 3.000 22997.00 6709.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-20 4.500 95665059.00 16444357.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 3.000 84550607.00 50527505.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-04-20 3.000 72901186.00 52860961.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-20 1.500 45855808.00 39280686.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-20 3.000 61947652.00 57856247.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-08-20 4.500 1750.00 126.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-06-20 1.875 26714.00 20.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-01-20 2.000 43972.00 32.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-04-20 1.875 46756838.00 43603.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 4.000 49957308.00 35456811.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-20 2.500 59405731.00 50520251.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-20 3.000 44660096.00 41233904.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-20 3.500 29998097.00 29200635.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-01-20 0.894 19734275.00 453200.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2032-03-16 0.844 20556114.00 347772.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2033-04-16 0.844 30788677.00 567885.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-11-20 0.894 34025471.00 1580959.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-05-20 0.894 1000.00 17.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2037-04-20 0.894 2324.00 37.99 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 1000000000.00 1000000000.00 0.0084 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 Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2022-10-15 1.204 11398.00 0.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-01-01 4.000 93645.00 8887.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-07-01 4.500 91866402.00 29475815.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-04-01 4.500 90515731.00 31148979.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-01-01 3.500 8515148.00 2173799.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-09-01 3.500 1090000.00 272555.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-08-01 4.500 86840268.00 30873502.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 3.000 54037376.00 43752118.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-01 3.000 50707018.00 44824183.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 15097024.00 13664284.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-05-01 4.000 34254800.00 6492530.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 3.500 142515517.00 18914984.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-09-01 4.000 20242029.00 8005173.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-07-01 4.000 4275288.00 1491929.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-04-01 4.000 27514323.00 10639259.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-09-01 2.000 26515488.00 17673810.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-01 2.000 6539631.00 5543587.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 4467440.00 4060874.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.000 19008000.00 17951711.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-04-01 3.000 7313567.00 6966190.28 Agency Mortgage-Backed Securities Federal Home Loan 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14087776.00 9826479.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-15 4.500 21097952.00 17285400.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2034-12-16 0.844 30642857.00 2070098.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.754 49982800.00 753970.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.714 50000000.00 735231.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation O2RNE8IBXP4R0TD8PU41 2036-11-20 0.754 50000000.00 736496.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized 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Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-02-15 6.625 500.00 589.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-11-15 6.125 2300.00 2739.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-04-15 3.625 4107400.00 8938201.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-11-15 5.250 4421800.00 5140959.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-02-15 5.250 100.00 115.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-05-15 6.250 100.00 127.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-15 2.375 500.00 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strips) O2RNE8IBXP4R0TD8PU41 2041-02-15 1.875 15342100.00 12664812.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2051-05-15 2.375 12311400.00 11057955.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-05-15 2.250 36348000.00 32082036.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2051-08-15 2.000 83248900.00 68131994.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-08-15 1.750 291755700.00 233751459.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-07-31 1.875 1900.00 1913.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-08-31 1.625 108400.00 108840.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-09-30 1.875 10000.00 10037.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-09-30 2.125 1250100.00 1233468.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-10-31 2.250 44000.00 43914.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-01-15 0.500 51700.00 62498.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-01-31 2.375 100.00 101.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-02-28 2.750 363000.00 363890.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 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(including strips) O2RNE8IBXP4R0TD8PU41 2023-12-31 2.625 15000.00 15153.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-01-31 2.500 100.00 100.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-02-28 2.500 200.00 197.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-15 2.125 13257800.00 13395969.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-05-31 2.125 200.00 195.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-06-30 1.750 391000.00 385372.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-07-15 1.750 270000.00 271873.15 Agency Mortgage-Backed Securities 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1193335.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-11-15 2.000 163000.00 158125.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-05-15 2.375 510700.00 503727.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-31 1.875 200.00 201.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-06-30 2.125 403000.00 406822.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-06-30 1.750 9900.00 9975.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-09-30 1.500 3114000.00 3025909.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-10-15 1.375 68900.00 68938.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-11-30 1.500 149600.00 145708.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-12-31 1.750 100.00 97.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-01-15 1.500 39900.00 39995.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-31 1.375 2478800.00 2392685.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-05-15 0.125 200.00 196.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2022-05-31 0.125 371200.00 371279.84 Agency Mortgage-Backed Securities United States 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Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-10-31 0.500 200.00 176.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-11-15 0.875 300.00 256.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-12-15 0.125 29000.00 27912.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-01-31 0.375 1000.00 911.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-02-28 0.125 1700.00 1675.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-03-15 0.250 23676900.00 22662456.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-04-15 0.375 100.00 95.69 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-04-30 1.250 1800.00 1646.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-04-15 0.125 31300.00 34990.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-07-31 0.125 1106200.00 1076694.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-07-31 0.625 100.00 91.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-09-30 1.250 200.00 180.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-10-31 0.375 1066600.00 1035731.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 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Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-02-01 5.000 592856.00 312458.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-07-01 3.500 27192262.00 6191592.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.000 4198607.00 1017302.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-01-01 3.000 3390436.00 2599821.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-03-01 4.000 10398305.00 6100023.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 2.500 1096011.00 752944.80 Agency Mortgage-Backed Securities Federal 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Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 3.000 5460000.00 5155464.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 3.000 19551237.00 18405230.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.000 14322032.00 13526146.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 3.000 6404990.00 6077107.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 2.000 20192089.00 17872073.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 2.500 908547.00 833405.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 2.500 539999.00 385662.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-01 2.000 69660.00 57317.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-12-01 5.500 820085.00 708532.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 200546.00 184740.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-08-20 4.000 2717920.00 428410.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-06-20 1.875 228992792.00 179912.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-20 3.000 17275674.00 16397254.57 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-05-06 2022-05-06 2022-05-06 N N N 0.0028 1000000000.00 1000000000.00 0.0084 N N Y N - N/A - TD SECURITIES USA LLC TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 36028 0000803012 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 SUVUFHICNZMP2WKHG940 2047-05-01 4.000 74766328.00 24895083.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2047-08-01 3.500 78423701.00 28691040.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2049-03-01 4.500 84718830.00 38220496.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2048-07-01 3.500 23354891.00 7735331.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2050-01-01 3.000 30424123.00 21262939.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2052-02-01 2.500 25361448.00 23276707.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2052-03-01 3.500 34189168.00 33640317.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2052-03-01 3.500 26707719.00 26278084.63 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 200000000.00 200000000.00 0.0017 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N N 0.0009 3469647690.90 3469647690.90 0.0290 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796R43 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-06-23 2022-06-23 2022-06-23 N N N 0.0016 799323712.00 799323712.00 0.0067 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796R68 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-07-07 2022-07-07 2022-07-07 N N N 0.0022 579123235.55 579123235.55 0.0049 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796K57 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-07-14 2022-07-14 2022-07-14 N N N 0.0027 2006820843.30 2006820843.30 0.0168 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796S42 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-07-21 2022-07-21 2022-07-21 N N N 0.0037 1222770046.75 1222770046.75 0.0102 N Y Y N - N/A - TREASURY BILL TREASURY BILL 912796V89 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P 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T6FIZBDPKLYJKFCRVK44 2022-11-30 2.000 24900.00 25172.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 124400.00 156926.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-31 1.625 600.00 600.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-15 0.125 10301000.00 12652127.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 1.250 1768000.00 1750370.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 1.750 20800.00 20978.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 1.625 3138000.00 3125103.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 2.250 200.00 199.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-15 0.375 697500.00 885178.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 7100.00 7150.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 5000.00 4960.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 2.750 9600.00 9758.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 2.500 36900.00 37197.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 8200000.00 10212752.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.750 300.00 302.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 2.375 200.00 197.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 2.125 3450000.00 3410655.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.875 800.00 807.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 15975000.00 20063127.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-31 1.750 200.00 201.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-06-30 1.750 1600.00 1612.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 2.750 236100.00 237504.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 2.875 5700.00 5743.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-08-15 1.625 500.00 460.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-09-15 1.500 400.00 401.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 600.00 568.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.125 595600.00 684488.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-15 1.750 202100.00 188516.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 1.500 38700.00 37693.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 1.750 5000.00 4892.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-15 0.125 7299300.00 8224652.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-15 1.500 448000.00 406795.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.125 7000.00 6456.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 1.125 100.00 95.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 0.500 21100.00 19740.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 0.125 7685100.00 8751127.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 1.006 40000.00 40061.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 0.375 10200.00 9500.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-04-30 0.125 10000.00 10006.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.625 6000.00 5053.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-31 0.500 51700.00 45939.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-07-15 0.125 11679000.00 13252428.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 0.125 176300.00 171365.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-31 0.250 5000.00 4586.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-15 0.125 8000.00 7757.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 0.250 373000.00 340911.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 0.375 1000.00 916.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 0.625 18800.00 16593.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-15 0.125 600.00 575.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 0.375 214800.00 195814.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-31 0.750 1400.00 1241.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 0.941 143000.00 143360.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.125 300.00 287.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-15 0.250 215800.00 206553.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 0.750 100000.00 92134.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-30 0.750 180000.00 166109.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 0.926 4675100.00 4687260.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-15 0.125 14678400.00 16409211.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 1.625 100.00 90.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 1.250 500900.00 456761.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.375 5000.00 4756.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 733000.00 795213.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 0.125 35000.00 34066.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 0.921 12000.00 12035.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 190600.00 180722.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 0.125 94800.00 92000.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-31 0.750 200000.00 182783.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 0.875 100.00 91.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-15 0.125 1519000.00 1632831.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.250 225200.00 210531.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.250 600000.00 559399.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 0.750 95000.00 92435.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 1.875 125200.00 115149.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-03-31 2.375 4000000.00 3876287.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 2.625 3796000.00 3779351.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 7351.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 0.000 1630.35 1161.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-02-15 0.000 2000.00 1402.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 669.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 0.000 13322.32 8784.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 9777.04 6809.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-05-15 0.000 1002000.00 1001813.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-08-15 0.000 261622.57 260850.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 0.000 170848.26 169541.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 0.000 34959.38 34467.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 0.000 73.46 71.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 0.000 9970.61 9760.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 108858.89 104874.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.000 11203.20 10621.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 519.36 488.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 30033.40 28034.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 139908.00 129545.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 110579.89 100962.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 0.000 2423.46 2195.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 9999.96 8983.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 0.000 3000.00 2651.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 43.28 37.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 0.000 5.00 4.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 0.000 4000.00 3455.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 88.96 73.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-05-15 0.000 3409.71 2300.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 482.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 0.000 4000.00 1738.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 4000.00 1721.70 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 300000000.00 300000000.00 0.0025 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+ 2022-05-02 2023-01-31 2023-01-31 N N N 0.0093 2532895913.90 2532895913.90 0.0212 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+ 2022-05-02 2022-10-31 2022-10-31 N N N 0.0095 400397220.00 400397220.00 0.0033 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+ 2022-05-02 2023-07-31 2023-07-31 N N N 0.0092 2258711301.55 2258711301.55 0.0189 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+ 2022-05-02 2023-10-31 2023-10-31 N N N 0.0093 901724472.00 901724472.00 0.0075 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CEL1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-05-02 2024-04-30 2024-04-30 N N N 0.0082 900090324.00 900090324.00 0.0075 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+ 2022-05-02 2023-04-30 2023-04-30 N N N 0.0092 3441970467.39 3441970467.39 0.0288 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 91282CAR2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-31 2022-10-31 2022-10-31 N N N 0.0130 195283886.86 195283886.86 0.0016 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 91212348.50 91212348.50 0.0008 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 159222017.60 159222017.60 0.0013 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912796V55 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-13 2022-10-13 2022-10-13 N N N 0.0123 1093742830.13 1093742830.13 0.0092 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2022-05-05 /S/Robert Svagna Robert Svagna Treasury Manager