N-MFP2 0000740766 XXXXXXXX 2022-09-30 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 9 66 100946633598.98 94431693966.64 92953265789.15 94713693801.35 98044163606.06 104082581642.71 99714024038.65 98230645266.80 99545697514.33 103405111012.57 0.8612 0.8491 0.8470 0.8552 0.8620 0.8879 0.8966 0.8951 0.8989 0.9091 3766622634.10 109855697350.06 109855697350.06 122237475.18 232482853.04 113512074606.30 113513184086.10 1.0000 0.0292 0.9997 0.9997 0.9997 0.9998 0.9998 C000000287 10000000.00 93108510424.99 93109419463.51 0.9997 0.9997 0.9997 0.9998 0.9998 3227199699.25 5964392027.25 5837554494.34 12189864792.28 11351534312.64 12129090550.29 9291737720.27 8556915200.87 12715536272.97 9587640343.73 42423562499.47 48427902914.42 0.0275 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. 2,276,325.56. C000000286 10000000.00 3320249495.51 3320282568.74 0.9997 0.9997 0.9997 0.9998 0.9998 143366413.91 41113603.30 138409432.86 113096949.11 98261901.53 273329343.33 282347139.40 176406455.97 382826403.83 343330815.94 1045211291.53 947277167.65 0.0250 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. 81,624.58. C000000288 10000000.00 6705352762.55 6705413304.22 0.9997 0.9997 0.9997 0.9998 0.9998 104028015.88 69792759.70 326816334.63 325472527.23 312437647.40 274691705.37 249568608.45 188118791.20 260296403.31 205260054.23 1253147009.67 1063335837.73 0.0265 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. 162,755.16. C000000289 10000000.00 1653916042.57 1653933078.35 0.9997 0.9997 0.9997 0.9998 0.9998 6837375.85 15580356.40 7132655.46 22182769.15 10594664.26 126804839.71 100409297.13 56339360.89 60279604.53 117773399.95 185253597.23 338680726.10 0.0235 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. 42,764.59. C000223301 1000.00 4486689107.10 4486731788.02 0.9997 0.9997 0.9997 0.9998 0.9998 72122265.91 10081313.75 97766805.77 63666840.12 36826331.52 185363638.67 111459944.01 226663516.86 112832780.15 186043497.81 431008127.36 671818807.21 0.0195 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. 116,570.53. C000223302 2500.00 1941463625.27 1941486190.25 0.9997 0.9997 0.9997 0.9998 0.9998 39896181.10 89369367.85 36645252.72 44165870.08 14954741.27 69180389.55 35653336.66 47737065.30 26223716.80 84713347.35 153373228.55 335166040.13 0.0250 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. 50,172.18. C000233952 50000000.00 2295893148.31 2295917693.01 0.9997 0.9997 0.9997 0.9998 0.9998 260141049.20 228419932.97 342245077.46 78052543.90 167520517.66 452639596.65 716619265.76 590703809.84 464609775.11 545705757.09 1951135685.19 1895521640.45 0.0275 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. 35,134.25. 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 2042-05-15 3.000 5206311.11 4528032.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2043-02-15 3.125 9750311.11 8499524.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2043-08-15 3.625 2136266.66 2020423.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2045-02-15 0.750 2665533.33 2639483.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-11-15 2.750 19005911.11 15595157.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 99999800.00 96926956.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 150000000.00 174047463.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-31 1.500 150000000.00 135357961.95 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0291 1367000000.00 1367000000.00 0.0120 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 3580 0001096975 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.500 23414244.00 8067937.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.500 28764128.00 12103248.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.500 42730497.00 17317179.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 84821312.00 24658113.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 4.500 16988800.00 4482510.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 30817666.00 11922443.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.000 101894459.00 30463272.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.500 46918912.00 16106917.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-09-01 3.500 33363760.00 15868458.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 121884525.00 44327311.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 51288576.00 15673489.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.500 46891800.00 14979894.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 12674628.00 5369224.44 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0293 217000000.00 217000000.00 0.0019 N Y Y N - N/A - BANK OF NOVA SCOTIA/NEW YORK BANK OF NOVA SCOTIA/NEW YORK L3I9ZG2KFGXZ61BMYR72 36019 0000814020 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2031-03-01 4.500 693964.00 44971.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2034-04-01 4.000 15854564.00 2456521.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2032-09-01 3.000 82660518.00 13143808.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-04-01 3.500 240000.00 36953.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2029-04-01 6.000 7957137.00 63455.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2038-09-01 7.000 3734476.00 359413.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-05-01 4.500 6063252.00 2700533.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-03-01 4.000 65940563.00 22763802.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-06-01 3.500 10710512.00 1987502.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-02-01 3.500 118489.00 26936.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2037-09-01 4.500 15481458.00 15318144.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-04-01 3.000 40000.00 34166.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-08-01 4.500 1517580.00 152252.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-12-01 5.000 13080469.00 2262000.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-05-01 4.000 1135878.00 514948.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-05-01 5.000 1470675.00 887867.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-05-01 5.000 2839754.00 1302914.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2046-11-01 3.000 144030.00 36276.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-06-01 4.000 6414139.00 3204376.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-12-01 3.500 1001.00 333.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-04-01 4.500 1026.00 420.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-06-01 5.000 1429710.00 530599.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-06-01 5.000 1267239.00 743414.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-06-01 5.000 1287229.00 776021.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-06-01 5.000 1815993.00 1076126.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2038-12-20 5.875 2200845.00 396605.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-10-01 3.000 1008.00 515.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2050-03-01 5.000 1690113.00 704413.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2050-04-01 5.000 1326722.00 868141.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2050-04-01 5.000 1801204.00 784200.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2051-05-01 2.000 661000.00 490139.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2051-05-01 2.000 1000.00 741.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-05-01 3.500 1008.00 876.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-06-01 4.000 4796027.00 4450903.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-08-01 5.000 2000.00 1963.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-03-01 3.000 15954412.00 13676337.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-05-01 4.500 1431566.00 1340108.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-07-01 4.500 3367440.00 3189437.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-08-01 4.000 1000.00 927.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2052-08-01 5.000 5327752.00 5244939.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2040-09-01 4.500 215000.00 54225.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2029-12-01 7.500 3941837.00 25505.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-06-01 5.500 6166294.00 392276.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2041-07-01 5.000 2310942.00 418041.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-01-01 4.000 15421491.00 2572016.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-12-01 3.500 49999999.00 7996430.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2042-08-01 3.500 135000.00 27998.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2036-10-01 4.000 248000.00 53519.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2031-04-01 3.500 137000.00 30066.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-08-01 4.000 52622764.00 5750646.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-04-01 4.000 100096144.00 22441690.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-04-01 4.000 1432638.00 417437.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2043-05-01 3.000 184000.00 31876.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-02-01 4.500 1160668.00 177869.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-09-01 4.000 6836872.00 1795468.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-07-01 5.000 282000.00 62936.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2044-09-01 4.000 1017459.00 293918.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-11-01 3.500 1000000.00 226496.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2045-09-01 4.000 8246897.00 1998602.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-04-01 4.000 3215061.00 635889.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2047-03-01 4.000 913771.00 225685.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2051-06-01 4.000 20446208.00 10391212.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-11-01 5.000 1538039.00 614199.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2049-11-01 3.500 400743.00 237262.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2050-02-01 5.000 1507540.00 962814.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-10-01 4.500 36167219.00 11915790.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 2048-11-01 4.000 1001.00 282.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-03-01 4.000 23986711.00 10773876.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-05-01 3.500 7561810.00 2936135.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-06-01 4.500 10981.00 4002.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 4.500 6219623.00 2049140.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 4.000 2000.00 563.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 3.500 5150000.00 727612.37 Agency Mortgage-Backed Securities 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Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-10-01 2.500 1429657.00 1138853.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-10-01 2.500 5134944.00 3871589.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 2.000 1298000.00 1037104.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.000 1066356.00 930418.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-03-01 4.000 269826.00 103581.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-01 4.500 1358351.00 655670.44 Agency Mortgage-Backed Securities Federal National Mortgage 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Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-07-01 4.500 2910812.00 2737446.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-08-01 4.500 6431391.00 6156291.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-09-01 5.000 8155136.00 7995829.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-07-01 4.500 62500000.00 23831720.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 3.000 9299084.00 6179770.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-02-01 3.500 466215.00 325337.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-11-01 2.000 280985.00 217971.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-01 2.000 313370.00 244569.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-02-01 2.000 220000.00 173439.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.000 9837908.00 8378505.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-08-01 4.500 5227175.00 5035098.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-07-01 4.500 4871797.00 4679186.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2039-04-01 5.000 11044.00 211.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-04-01 5.000 1000.00 88.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2027-10-01 3.000 4488801.00 405589.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-05-01 3.500 32947867.00 5673154.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-10-01 5.000 37744.00 1206.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-08-01 3.500 17121759.00 2851640.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-10-01 3.500 6394.00 1880.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-10-01 4.000 54000000.00 8140351.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-08-01 3.000 662026.00 79508.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-09-01 4.000 38009916.00 5770936.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-05-01 3.500 21472255.00 7648545.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-12-01 1.500 2308.00 1454.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-11-01 2.000 1876306.00 1175448.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-02-01 2.500 7219758.00 5928699.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-03-01 2.000 20393876.00 16555804.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2037-12-01 7.000 2662.00 161.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-07-01 4.025 15132488.00 298400.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-10-01 3.500 1010.00 46.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-10-01 4.500 29235211.00 1123802.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-08-20 1.625 482207.00 25840.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-01-20 2.500 17218366.00 10240779.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-01-20 2.000 13021675.00 10588521.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-02-20 4.500 2483247.00 320643.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-20 4.000 24324330.00 6853455.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-07-20 3.500 72479669.00 35722379.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-05-20 3.500 2095.00 623.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-09-20 3.236 30000000.00 466866.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-06-20 4.000 51686582.00 2942753.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2050-09-20 2.500 919000.00 112758.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2052-01-20 0.315 104212387.00 1120559.87 Agency Mortgage-Backed 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2049-03-01 5.500 18535.20 3250.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-07-01 4.500 131916.00 2697.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-09-01 4.000 158604.00 43313.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-10-01 4.000 11243510.40 1927543.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-09-01 4.000 145846.39 140356.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 2.000 374875.20 296104.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-03-01 2.000 13102003.20 10405130.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 2.000 451533.60 365401.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 6.000 160793.60 162392.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 3.500 23600000.00 2715419.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-10-01 4.000 23400000.00 3298796.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-03-01 4.000 208329.60 72987.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.000 585717.59 186886.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 3673636.00 715585.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 8800000.00 3428733.51 Agency Mortgage-Backed Securities 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30010752.60 30010752.60 0.0003 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMG63 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2023-04-10 2023-04-10 N N N 0.0299 349962224.50 349962224.50 0.0031 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM2M3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2023-07-31 2023-07-31 N N N 0.0333 325315835.00 325315835.00 0.0029 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM5N8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2023-08-21 2023-08-21 N N N 0.0298 220020262.00 220020262.00 0.0019 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM6F4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2023-09-27 2023-09-27 N N N 0.0299 160027332.80 160027332.80 0.0014 N N N N - N/A 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Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2024-09-30 4.250 50000000.00 50068358.63 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0295 450000000.00 450000000.00 0.0040 N Y Y N - N/A - FREDDIE MAC FREDDIE MAC 3134GXCM4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2022-11-17 2022-11-17 N N N 0.0302 500022585.00 500022585.00 0.0044 N N Y N - N/A - 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+ 2022-10-03 2022-11-10 2022-11-10 N N N 0.0303 500007535.00 500007535.00 0.0044 N N Y N - N/A - GOLDMAN SACHS LINCS 96-1 GOLDMAN SACHS LINCS 96-1 36018 0000769993 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 2046-11-01 4.500 520000.00 77947.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-11-01 5.500 3052962.00 29778.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-11-01 3.500 1000000.00 136962.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 3.500 119000000.00 23206543.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.500 101489152.00 97586978.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-11-01 6.000 2050000.00 24152.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-01 4.000 52000.00 5869.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 6.500 1373646.00 20209.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 3.500 1027218.00 583862.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-05-01 4.000 1487492.00 20177.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-12-20 3.000 695785.00 199433.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-20 4.000 284496000.00 35881201.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 3.000 100000000.00 29595196.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-20 3.500 27611424.00 25029869.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 3.500 491087.00 442191.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-20 3.500 487023.00 349300.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-20 4.500 1270782.00 1240331.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.000 1770646.00 689944.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-20 3.500 1534124.00 490757.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 3.500 1125904.00 1028976.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 3.000 1307190.00 1153389.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-20 3.500 1273706.00 979874.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.500 409668.00 374076.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-20 2.500 1326952.00 1091580.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-20 2.500 1894076.00 1230694.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 3.500 382264.00 344325.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-20 3.000 8662000.00 451976.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-15 4.500 1865000.00 67050.10 Agency 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25302000.00 25256051.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-15 0.000 27321100.00 26615723.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-05 0.000 23518300.00 23316983.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-12 0.000 100.00 99.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-04 0.000 29999900.00 29993420.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-01 0.000 17827900.00 17785291.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-09-07 0.000 32625000.00 31443028.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-16 0.000 25185800.00 24757742.14 U.S. Treasuries (including strips) United States 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25957700.00 10833939.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 25927200.00 10028381.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 27508300.00 10559336.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 104931600.00 37546415.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 31569300.00 11254676.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-15 7.625 7702000.00 7965360.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 15564900.00 16870390.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 9900000.00 10730352.60 U.S. Treasuries (including strips) 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2048-08-15 3.000 16500000.00 14195857.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 36747200.00 36055722.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 2.250 10900000.00 8110782.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 2.375 18333300.00 14150763.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 2.000 14000000.00 9784740.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 46002200.00 35625134.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 43498000.00 24902974.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 1.875 12840000.00 9197519.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 2.375 42741000.00 32775476.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 2.000 34685300.00 24106907.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 1.750 25500000.00 17652209.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 2.250 13724000.00 10145089.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-05-15 2.875 31425000.00 27040309.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 2.375 100.00 99.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 2.750 17461300.00 16905070.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-25 0.000 24397568.00 196007.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-25 0.000 129352448.00 1260278.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-25 4.500 12272512.00 1318974.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-12-25 4.500 3611228.00 199073.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-25 5.500 11341000.00 1388538.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-07-25 0.202 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Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-06-25 3.056 5297000.00 715179.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2050-08-25 3.500 59920128.00 7752958.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-11-25 4.000 21290464.00 2377822.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-10-25 4.000 20914528.00 3140830.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-10-25 3.000 280000.00 29366.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-05-25 4.000 10000000.00 8592408.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-09-25 3.019 60739840.00 3708983.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-08-25 0.000 272531456.00 24227.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-03-25 5.011 6022664.00 266711.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-07-15 13.129 1899718.00 55513.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-12-15 3.662 36614016.00 141835.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-11-25 3.516 161500000.00 327744.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-12-25 3.516 142570240.00 364659.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-02-25 0.000 48652288.00 29240.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2032-11-25 4.115 54503232.00 97873.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-05-25 3.706 72006900.00 97357.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-08-25 4.115 50000000.00 105323.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-02-15 5.500 3636364.00 894935.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-05-15 7.955 12990240.00 77300.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-06-15 13.868 9681000.00 251574.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-05-15 3.252 50000000.00 68030.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-07-25 6.000 3412548.00 519330.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-01-25 3.165 50000000.00 138139.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-03-25 3.165 42000000.00 46614.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-11-25 2.266 10464928.00 41101.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-08-25 3.000 3805100.00 3223481.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-07-25 0.100 932515840.00 759653.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-16 0.505 195346432.00 164572.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-06-16 0.208 195035131.00 6805.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-10-16 2.588 101561000.00 206362.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-02-16 1.261 676237312.00 346532.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-05-16 3.660 100000000.00 102373.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-10-20 6.172 8346160.00 345084.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-12-16 4.500 19200000.00 536856.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-05-20 3.736 26138560.00 168903.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-08-16 3.500 5042000.00 286525.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-10-16 3.410 31817728.00 22075.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-10-16 5.500 46553040.00 9229760.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-04-16 0.530 177594368.00 65569.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-04-20 3.136 30000000.00 849597.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-01-20 3.586 73728000.00 10809.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-05-20 2.386 10792656.00 76018.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-01-16 0.582 6855000.00 29423.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-04-16 0.232 150000000.00 233554.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-10-16 0.190 111902720.00 14435.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-10-16 0.144 100335616.00 10734.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-03-16 0.388 5760888.00 15413.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-06-16 0.367 94738944.00 142433.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-01-20 3.086 13613296.00 106601.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-10-20 3.186 171433984.00 175494.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-04-20 4.500 59154432.00 15546.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-10-16 0.259 123456512.00 419238.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-10-16 0.206 94216448.00 429463.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-10-16 0.050 158089216.00 113032.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-16 0.396 139562000.00 298968.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-05-16 0.000 34811877.00 17868.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2055-06-16 0.285 87561856.00 164589.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-09-16 0.370 135524000.00 210871.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-12-16 2.610 33000000.00 343510.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-11-20 1.486 164173568.00 845155.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-01-16 0.514 65159000.00 293611.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-11-16 1.367 95451000.00 665627.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-09-20 3.086 72207000.00 283082.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-10-16 0.579 122395520.00 618048.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-12-16 0.494 86996608.00 207188.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-07-16 0.341 104944000.00 363104.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-04-20 5.000 25725000.00 719264.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-05-16 0.533 75000000.00 441599.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-12-16 0.980 51789376.00 469715.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-12-16 0.640 65773696.00 394713.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-05-16 0.931 85872384.00 1086403.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-07-16 0.614 13736320.00 101845.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-05-16 0.885 123138048.00 1955656.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-05-20 4.500 11910576.00 33945.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-11-20 3.000 1469526.00 1162587.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-06-20 3.335 14301500.00 172314.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-08-20 3.186 7000000.00 322611.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-01-16 0.474 58010112.00 1145704.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-01-16 0.370 86608768.00 1100778.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-12-16 0.624 72822912.00 1817717.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-12-16 0.580 85335552.00 1596034.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-10-16 0.555 134004992.00 2500099.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-12-16 0.738 50049280.00 902053.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-06-16 0.341 96712320.00 907170.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-08-16 0.524 24800000.00 121333.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-06-16 0.985 33325952.00 561654.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-05-16 0.920 57000000.00 1536756.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-07-16 0.696 38018720.00 896523.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-06-16 0.743 109531008.00 3851318.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-07-16 1.007 75398528.00 1634582.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-01-16 1.003 23000000.00 1323191.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-09-16 0.798 312500000.00 14707721.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-12-16 0.968 3590600.00 242653.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-10-16 0.971 75000000.00 4919160.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-10-16 1.422 1700000.00 140565.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-20 3.000 555000.00 551040.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-20 3.186 25000000.00 389802.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-07-20 3.636 22667328.00 532220.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-06-20 4.500 72354240.00 1124441.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-09-20 4.250 20000000.00 529211.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-12-20 3.086 1915098.00 81767.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-06-16 1.004 67661440.00 4493861.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-11-16 0.375 211332000.00 10634496.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2064-07-16 0.461 175000000.00 10300680.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-05-20 0.000 18975072.00 30612.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-20 3.086 1478332.00 32659.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-09-20 0.416 41711360.00 237516.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-06-20 5.000 1382808.00 127746.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-12-20 3.000 914710.00 19846.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-02-16 0.623 90575360.00 2211647.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-05-20 0.144 57450496.00 162609.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-07-20 3.186 107000000.00 8818927.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-07-20 2.586 38667712.00 2284009.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-20 1.186 38000000.00 1117541.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-20 2.000 20608704.00 70375.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 1.265 110000000.00 1478950.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 2.500 35000000.00 4253921.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 0.686 29012320.00 530350.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-10-20 0.300 48646720.00 102058.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-20 2.500 88686080.00 8949527.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 1.736 19338304.00 88440.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-20 0.686 26956864.00 294923.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 3.000 12500832.00 1293381.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 0.686 61568640.00 196622.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 3.286 10000000.00 876976.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-20 3.000 5947500.00 188751.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-02-20 2.500 1340000.00 136564.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-03-20 2.000 1750000.00 139552.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-04-20 3.000 1781108.00 207765.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 3.000 32585408.00 4161469.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-08-20 2.500 16290784.00 9809026.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-08-20 0.415 155389000.00 1915708.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-06-20 0.050 102240256.00 95018.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-08-20 3.286 25197312.00 2942010.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 3.000 70000000.00 7029131.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 3.286 10500000.00 1127770.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 3.286 67568640.00 7271812.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-20 1.465 38997824.00 998087.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-20 0.050 44955000.00 52119.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-09-20 4.000 30580928.00 3163398.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-02-20 3.000 15178540.00 1499054.82 Agency 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Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 3.000 3000000.00 2194038.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-03-20 3.500 53610688.00 6296209.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-20 3.770 41420672.00 2898544.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-09-20 3.629 33537984.00 2547489.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-12-20 3.759 17708512.00 1493596.89 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-10-07 2022-10-07 2022-10-07 N N N 0.0298 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-06-01 6.500 5000000.00 2016282.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-10-01 4.500 150000.00 40902.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-12-01 5.000 100590.00 11255.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-01-01 4.000 1595158.00 838052.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-08-01 3.000 5000000.00 1303835.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-12-01 3.000 3965000.00 1174631.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 3.500 1078316.00 349117.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-09-01 1.500 2000000.00 1176040.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-02-01 2.500 1351148.00 1083136.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-07-01 2.000 25000.00 19581.98 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 625000000.00 625000000.00 0.0055 N Y 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. 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National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 3.000 8901536.00 607878.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 20000000.00 10134936.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 3.500 21000000.00 698390.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 4.000 18000000.00 2618479.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 3.000 52605440.00 7000030.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-25 3.000 50958400.00 5663240.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 2.500 10000000.00 6161329.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-25 3.000 28428544.00 17288733.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-08-25 3.500 7142856.00 681651.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-25 4.000 15000000.00 13125475.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-05-25 1.219 30613408.00 995078.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-01-15 3.864 6500000.00 506395.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-15 0.038 30205000.00 79044.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-02-15 4.746 300000.00 5647.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.072 5000000.00 551218.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-07-15 4.500 4700000.00 318002.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-08-15 3.632 41663616.00 261953.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-11-15 3.632 76636672.00 861610.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-01-15 3.182 12000000.00 48426.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 3.732 31448256.00 66787.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.000 6126120.00 20609.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-03-15 5.500 32181760.00 666972.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 3.782 55904128.00 574592.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.282 38919872.00 596879.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 3.682 105159424.00 1246078.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-08-15 3.500 135478016.00 240514.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-01-15 3.000 52035584.00 37625.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-05-15 3.000 6218520.00 437225.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-11-15 3.000 8000000.00 212226.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-11-15 4.500 19622220.00 22412.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-05-15 4.000 4000000.00 4966351.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-04-15 4.000 29115200.00 803105.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 5.000 3700300.00 25089.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-12-15 3.000 3381076.00 3689556.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-08-15 4.000 4187750.00 147358.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-09-15 4.500 807624.00 26220.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-05-15 3.500 3472000.00 7719.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2023-03-25 1.445 185836000.00 351840.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-09-25 0.753 5599000.00 92798.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-10-15 3.182 18878336.00 720942.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-11-15 4.000 4570792.00 5411378.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 0.069 42615104.00 385144.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 3.232 19200000.00 608978.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-05-15 4.000 18750000.00 439009.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 4.000 4245130.00 127541.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-03-15 3.382 21032560.00 564478.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-25 2.867 399000.00 68052.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-11-25 2.715 767000.00 118860.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-01-25 1.500 2610000.00 117022.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 4.000 12296000.00 7523562.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 3.382 12930576.00 505008.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2024-11-25 0.625 57549000.00 626195.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-10-25 3.264 9634400.00 2466193.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 2.966 17761280.00 693712.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 4.500 9487280.00 146321.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-10-25 2.813 286000.00 40504.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 4.000 1065176.00 61593.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-01-15 0.000 500000.00 275536.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-07-15 4.000 2678148.00 10656.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 3.182 22960352.00 1304788.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 0.150 7464136.00 22589.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 0.370 39666304.00 96783.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 0.388 7080560.00 8525.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-15 0.150 9122704.00 21681.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-01-15 0.541 24906720.00 83775.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2038-02-25 0.850 11324432.00 50917.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-12-25 3.065 38347328.00 1453246.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-02-25 0.284 63927424.00 146056.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-01-25 3.466 22501960.00 309844.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2042-01-25 0.184 13866592.00 18754.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-03-25 2.866 43898176.00 1768604.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-03-25 0.279 39167104.00 44856.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2038-02-25 3.616 19216992.00 1377904.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 3.819 11428560.00 1796464.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 4.000 35275200.00 978895.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 0.080 459177600.00 464574.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 3187940.00 409707.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 0.150 163796992.00 602543.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 0.020 89833472.00 13265.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-03-25 3.500 17276064.00 1307597.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-15 0.030 123379712.00 80209.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 4.000 57947008.00 5496539.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-03-25 4.000 2168064.00 153905.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 2.500 2240248.00 69978.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-15 4.452 40761024.00 99916.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-04-25 2.685 6300000.00 727663.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-01-25 2.079 7000000.00 791948.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.000 9557616.00 1287040.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2061-03-25 0.050 119399296.00 124957.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 2.000 642919.00 342552.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 3.000 48535488.00 5697786.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-04-25 3.076 7677000.00 1522196.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-04-25 3.203 7620000.00 1681370.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-04-25 2.850 10891000.00 1670312.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-05-25 4.000 3071650.00 2630998.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 3.500 3107120.00 2784508.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 4.000 14592256.00 1892401.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-08-25 4.287 9566000.00 2661824.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-08-25 3.399 400000.00 366816.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 7.000 76429000.00 2227699.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-05-15 5.500 124923904.00 103436.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-10-25 5.000 93000000.00 138228.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 3.584 25000000.00 49138.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-11-25 11.663 2235324.00 385696.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-07-25 3.616 55070720.00 34065.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-06-15 0.000 74989568.00 18505.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 3.415 40000000.00 110161.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-07-15 3.322 10625000.00 27197.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 9.830 2150000.00 59843.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-07-25 2.116 109158400.00 59550.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-11-25 3.536 34871000.00 302173.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 0.000 49999872.00 26860.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 3.616 30000000.00 93551.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-02-25 0.838 149997760.00 560483.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 3.516 49995776.00 22619.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 3.676 200000000.00 527442.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 3.516 59998208.00 58070.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 3.463 247479040.00 442529.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-12-25 3.366 21500000.00 91034.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-12-25 2.966 30000000.00 97068.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 0.000 31997952.00 7306.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-12-15 0.000 43999232.00 23123.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-10-15 3.582 70000000.00 263497.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-11-15 4.817 3887036.00 77564.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 2.766 44000000.00 236142.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 5.000 31997952.00 9306.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-01-15 2.682 59998208.00 13136.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 5.000 850000.00 42452.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 3.196 50000000.00 63847.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 3.032 40828928.00 37637.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-11-15 3.332 109658112.00 15527.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 5.000 1164604.00 336491.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 2.986 14650000.00 38739.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 5.000 71002624.00 661406.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 3.366 40000000.00 124632.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 1000000.00 1459380.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2053-09-25 0.100 239344896.00 1531700.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-25 0.100 280194560.00 805434.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-04-25 0.000 68793120.00 44199717.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-01-25 0.000 42024000.00 25485833.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-04-25 1.276 70000000.00 1701043.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-08-25 0.100 489726000.00 2580464.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-10-25 3.713 24188000.00 20588541.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-12-25 0.474 140000000.00 1738682.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-25 1.013 101000000.00 3093498.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-12-25 0.680 35000000.00 1005968.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-08-25 0.902 45000000.00 1232330.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-09-25 0.100 43431104.00 278547.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-25 1.158 15000000.00 540157.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-01-25 0.974 8022000.00 253851.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-03-25 0.100 302789120.00 2074576.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-25 0.768 196000000.00 5273397.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-04-25 0.100 97238000.00 669051.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-08-25 0.686 74006784.00 1995018.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 0.000 100000.00 66742.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 4.000 18413000.00 7668994.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 3.455 15175000.00 278202.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 3.565 62350400.00 74994.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 0.336 36794880.00 102434.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 17.859 4113936.00 26192.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 4.000 20568992.00 30007.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 4.500 1869332.00 391754.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.516 20651920.00 642962.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 2.966 19679872.00 170603.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 2.390 24000000.00 991168.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 3.065 3211552.00 59776.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-25 3.500 48795520.00 1450514.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 3.116 11460000.00 208737.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 4.000 3590770.00 80275.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 3.500 14062704.00 116691.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.000 62500000.00 98931.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 2.686 125676032.00 251509.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 3.584 138786816.00 2785607.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.500 85388288.00 243127.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-02-25 1.415 51912704.00 32610.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-16 2.009 94000000.00 506042.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-16 1.699 187809600.00 225675.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 0.761 143884288.00 29881.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-16 0.914 134057800.00 2725768.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-16 0.852 206413824.00 71980.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-02-20 2.486 106778624.00 123592.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-20 3.786 43571392.00 85266.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-08-20 3.336 26357680.00 38616.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-11-16 3.310 33333312.00 128691.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-16 1.250 166658048.00 15096.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-16 0.703 26996736.00 24289.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-20 3.086 100000000.00 130625.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-16 3.360 42027008.00 40961.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-16 3.260 22500000.00 56100.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-16 0.186 155100000.00 317079.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-16 0.000 130072576.00 25378.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-20 3.086 26000000.00 72177.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-20 5.500 2286964.00 116682.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 3.500 1450000.00 1123604.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-16 3.510 50750000.00 162919.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-11-16 3.160 35448768.00 109980.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-16 3.610 45605312.00 269312.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-16 3.710 27448960.00 395738.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-20 4.000 1300000.00 1026504.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 3.586 25000000.00 134024.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-16 3.760 32681984.00 22037.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-16 0.028 169934827.00 6854.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-16 3.660 29066880.00 999674.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 3.500 32761408.00 617227.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-20 3.186 11141904.00 60272.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 3.116 23750000.00 504620.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 3.000 7637000.00 4980498.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.500 30000000.00 206097.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-02-25 2.966 19844544.00 152585.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-25 2.966 9161312.00 67947.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-25 5.000 6256250.00 57695.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 3.016 25228608.00 215899.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-01-25 0.117 226983936.00 15184.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 5.500 15493616.00 490481.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 3.116 25000000.00 276206.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 3.500 6929472.00 94471.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-25 0.246 39828160.00 176492.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-08-25 0.165 389197824.00 241998.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2030-03-25 3.500 3498000.00 51090.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-04-25 0.205 365021696.00 1102030.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 2.815 41307072.00 742680.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-25 4.000 12519000.00 232986.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 2.873 15780608.00 1929495.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 2.915 44785000.00 1857085.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 2.915 30743456.00 1204997.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-02-25 0.138 134400000.00 302360.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 4.500 1111110.00 46441.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 3.500 2055000.00 40996.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 3.065 12700000.00 328531.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 3.000 17056096.00 2608956.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 6.000 30308672.00 2439158.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 0.220 41874304.00 289189.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 4.000 5250000.00 163015.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 4.000 17500000.00 423456.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 4.500 6643000.00 326714.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 1.435 2493216.00 155457.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 0.487 16684896.00 77895.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 0.303 13473856.00 42358.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 0.315 12314272.00 37931.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-16 4.500 5214568.00 65216.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-16 1.899 2000000.00 115684.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 0.434 50000000.00 101556.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-16 0.554 66814000.00 168371.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-11-16 0.000 175243264.00 96336.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-09-20 3.000 74137856.00 176992.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-09-16 0.327 109762432.00 170541.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-16 0.454 100000000.00 149541.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-05-16 0.211 155455488.00 121813.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-02-16 0.145 196739072.00 85055.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-02-16 0.010 94994432.00 41824.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-09-16 0.258 125943808.00 116554.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-20 5.000 14700000.00 133294.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 3.686 45329000.00 556792.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-20 3.136 20230144.00 20046.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-04-16 0.492 157091000.00 215610.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-01-16 0.421 33400000.00 123189.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-02-16 0.000 23609344.00 18896.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 0.630 186330000.00 1251127.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-16 3.110 114177920.00 998544.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 2.586 68000000.00 666552.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 2.586 6000000.00 63852.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-20 2.586 5736976.00 65988.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 0.000 52842624.00 218406.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-16 1.397 41423000.00 123729.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 2.600 2000000.00 493602.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-16 0.255 135005000.00 668217.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 0.287 100000000.00 654831.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 2.636 107142784.00 2594411.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 2.726 161020672.00 1910447.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.668 61467328.00 1088236.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-04-16 0.528 6163000.00 71926.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-12-16 0.437 149111000.00 1301577.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-04-16 0.522 18600000.00 114847.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-12-16 0.799 104310144.00 1099251.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-02-16 1.182 131314688.00 2364857.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-03-16 0.705 55340544.00 445640.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-09-16 0.746 190823360.00 1969991.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-03-16 0.749 104532320.00 1024346.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-05-16 0.750 116062720.00 2151329.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-12-16 0.750 6000000.00 67488.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-04-16 0.769 18000000.00 227755.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-16 0.122 22093824.00 15908.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 4.000 23868000.00 407283.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 3.000 2825000.00 2060457.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 25414560.00 255172.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 0.000 40003584.00 40466.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-01-20 3.036 27768928.00 984372.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 3.335 14285712.00 263873.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 4.000 32410000.00 1221947.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-20 3.186 1000000.00 31702.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-20 4.000 10452800.00 295385.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 5.000 22061824.00 1416596.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.422 100152704.00 1922608.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.285 195172352.00 2392525.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 3.426 17346912.00 367877.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 5.000 2640000.00 198547.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 0.660 25344320.00 239615.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-07-16 0.699 155019264.00 2363009.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-04-16 0.680 85128960.00 1245569.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-05-16 0.858 96865920.00 2753371.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.887 201367808.00 3581654.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-16 0.050 174854144.00 133197.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-01-16 0.667 12000000.00 289535.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 1.301 52464832.00 3255256.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-06-16 0.944 30000000.00 1768438.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.000 41666858.00 52298.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 2.686 13961824.00 437644.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 0.338 35132544.00 118823.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 2.966 30861824.00 1221262.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 3.016 11233920.00 246443.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-25 4.500 1222222.00 101365.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 2.966 2668000.00 77760.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-08-25 0.817 51512000.00 1526433.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 2.966 13829712.00 399227.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 3.065 40936064.00 1792013.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 3.500 7393224.00 184486.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 2.966 13630992.00 213126.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-02-25 1.425 17180000.00 1209887.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-25 2.866 26615168.00 1184646.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 3.016 5994990.00 177713.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 5.000 92774656.00 9915093.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 5.000 162897408.00 12591296.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 4.000 9404000.00 699880.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 3.500 46721408.00 3551382.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.500 9433776.00 354092.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 0.016 37985984.00 182807.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 2.000 39515000.00 4393347.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 1.819 15000000.00 677382.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.000 10841728.00 725550.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 0.368 5661290.00 17572.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 3.186 13374608.00 455602.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 3.236 11354160.00 411866.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-16 4.500 40801600.00 1114663.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 4.000 12500000.00 63425.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 6.000 11402560.00 866920.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-20 3.136 6793440.00 239538.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 3.500 393500.00 345441.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 3.086 7803968.00 317069.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.158 17314528.00 36980.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.500 15661680.00 58805.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 3.500 3814896.00 3876768.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-16 3.260 5553712.00 106781.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-08-16 0.910 303501000.00 20134170.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 1.150 100473088.00 85192690.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-07-16 0.558 125000000.00 7264535.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-03-16 1.600 132935680.00 109415632.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-09-16 0.853 108611584.00 7502138.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-16 1.399 75000000.00 6129391.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-07-16 0.445 150000000.00 9343749.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-07-16 0.318 225298000.00 12293464.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-07-16 2.750 13636400.00 12574769.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.250 64479.00 53155.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.086 1840654.00 37506.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.036 39560000.00 578799.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 3.722 24797120.00 918097.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.036 13589392.00 388098.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 0.030 22695936.00 12654.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 0.030 27299840.00 14884.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 3.086 35619720.00 460279.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 3.036 32735040.00 313069.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 0.000 25000000.00 104227.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 0.020 99991552.00 17789.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 3.086 102637120.00 3879837.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 0.000 74750000.00 367067.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.036 43600000.00 814407.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-20 3.000 497262.00 9822.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-20 3.500 9769792.00 330024.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 2.986 33948096.00 1218273.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 3.036 30555280.00 653290.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.500 1516974.00 434088.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 0.000 100000000.00 239691.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 3.500 24693408.00 1889503.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 3.036 21565152.00 553798.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 4.000 6210152.00 470025.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 3.036 44569920.00 1685995.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 0.072 247781632.00 383113.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 0.128 149854464.00 225470.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 4.000 13466576.00 871547.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 5.000 17101800.00 723093.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-20 3.500 22360416.00 587395.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 0.410 74186560.00 234150.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.420 62312128.00 120784.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 1.186 21000000.00 702434.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 0.686 36764096.00 398428.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.500 23906784.00 2691697.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 0.149 11690240.00 38500.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.088 11841936.00 20691.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.286 178036480.00 15903564.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 0.484 58785664.00 546602.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 14500000.00 1690362.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.865 14500000.00 129931.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.636 41515456.00 342560.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.153 25439080.00 1397554.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.636 93492320.00 1068582.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 54105600.00 5062938.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.000 26328192.00 2228424.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 46165120.00 4646872.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.286 29000000.00 2487614.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 102961152.00 10350242.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.636 35712064.00 198346.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-20 4.500 2461440.00 115128.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.186 78537856.00 528111.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.686 26781600.00 334691.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 1.265 37500000.00 1039860.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 12000000.00 1259791.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 4514648.00 464015.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 3.000 4000000.00 380931.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 4.500 13006896.00 881120.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 0.186 63717888.00 535337.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 0.736 70867584.00 645643.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 0.686 52620032.00 1516156.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 1.265 22500000.00 538976.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.500 218063872.00 534716.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-20 3.000 21992544.00 1421945.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 0.686 37291200.00 531740.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 0.686 25000000.00 379636.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 1.200 6583800.00 4063204.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.500 12153424.00 859481.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.000 2295000.00 139202.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.500 4858500.00 673261.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 2.500 4291210.00 394198.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 72610000.00 6283044.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 295725568.00 29274053.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 73800000.00 7528356.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 58333312.00 3619553.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 0.286 32216832.00 481272.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 0.736 39000000.00 1255330.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.286 16982656.00 853714.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.286 38677440.00 2872266.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 127083264.00 11494472.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.500 19140000.00 2947780.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 0.315 39355584.00 530920.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 3231892.00 274886.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 25623480.00 2665782.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.000 15672912.00 1507599.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 750000.00 75374.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 2.500 83346688.00 7847696.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 30072832.00 1062417.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.500 982464.00 1021163.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 12449000.00 1406222.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.500 1500000.00 170702.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 27651000.00 1841942.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 0.000 29999104.00 8785.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 68808960.00 6316154.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 1.415 620000.00 28359.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 85841120.00 12051660.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.000 35164288.00 4441170.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 4.500 9187888.00 866849.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.286 50000000.00 5882724.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.050 105852928.00 101681.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.030 77742080.00 38501.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 2.500 10000000.00 1180548.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 30000000.00 3801307.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 44443648.00 5493565.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.500 40472960.00 6573089.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 34444280.00 4209224.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.050 24997888.00 15285.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.050 99999744.00 55629.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 77233664.00 9180905.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.050 334389248.00 296673.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.050 73110400.00 100474.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.050 143237120.00 75562.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 50000000.00 4303700.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 1.500 71619456.00 52790567.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 4.500 19183040.00 3467196.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 3.500 4705768.00 3699121.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.515 93531392.00 7716665.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 0.615 30000000.00 360800.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 0.050 29999104.00 17930.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 200000000.00 2083453.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 29999104.00 15043.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 2.750 2354072.00 1453258.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 2500000.00 259630.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 2.500 78200.00 43698.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 1.115 61177216.00 1270845.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 10000000.00 5467800.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 1.015 20000000.00 263188.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 4.000 3984700.00 2003126.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 3.315 21195264.00 2726847.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 4.000 15887008.00 2572225.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 0.715 50000000.00 396455.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 2.065 25000000.00 725747.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 4.000 12941616.00 1847601.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 4.500 8980928.00 1222398.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 3.500 37000000.00 31497305.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-05-20 0.050 49999872.00 35859.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 26732288.00 3372270.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-05-20 1.165 53074624.00 1451316.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 0.115 100000000.00 528634.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 5.500 5294248.00 809202.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-20 5.000 5795344.00 409326.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 4.000 222223.00 184093.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 3.160 50000000.00 1929838.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 0.050 100000000.00 124288.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 3.759 45899328.00 4733480.39 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2022-12-30 2022-12-30 2022-12-30 N N N 0.0312 1000000000.00 1000000000.00 0.0088 N N N Y - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-05-25 3.065 21000000.00 823284.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-25 3.116 40189528.00 772048.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-04-25 3.116 20327862.00 660307.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-04-25 3.116 57325923.00 1407412.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-25 3.116 55745335.00 628596.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-10-25 3.065 17000000.00 1083436.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-08-25 3.165 25000000.00 780922.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-25 2.716 15739809.00 364699.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-25 3.016 37858162.00 1312467.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-25 2.966 31982689.00 1045266.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-25 2.915 40000000.00 1174706.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-25 2.966 23306266.00 177154.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2029-05-25 1.509 4027000.00 203522.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2034-06-25 1.321 1464996.00 129299.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-01-25 2.915 78750000.00 1524665.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-01-25 2.966 108446076.00 2733522.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2029-07-25 1.404 528762690.00 30985790.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-03-25 2.915 38122510.00 883985.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 3.016 16136613.00 621337.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-25 0.893 30180584.00 565571.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-25 2.866 53145132.00 1743015.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-03-25 2.915 88523575.00 3092108.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-07-25 0.419 99860343.00 1474176.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-07-25 2.500 200000000.00 25995686.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-07-25 0.219 30000000.00 260520.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-07-25 0.119 57327054.00 845881.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-12-25 1.175 130972854.00 4296398.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-03-25 0.744 136016372.00 3564227.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-03-25 2.119 201470002.00 7679971.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-25 3.315 12686333.00 1085142.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-10-25 2.915 250000000.00 12741225.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-15 3.082 19659440.00 47135.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-15 3.782 37722098.00 104159.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-11-15 3.182 76625000.00 499272.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-02-15 7.329 13895625.00 780522.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-10-15 4.000 32397229.00 524668.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage 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79393595.00 392865.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-25 2.966 41142960.00 769533.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-25 2.996 16935361.00 214747.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-25 2.996 30555761.00 432903.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-25 3.500 2698720.00 2887841.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-11-25 3.065 42569124.00 178585.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-25 4.166 41059127.00 494665.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-25 3.665 70000000.00 703062.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-11-25 3.000 18724643.00 22627520.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-10-25 3.000 35491485.00 42753722.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-12-25 3.000 28258548.00 33724533.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 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Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-25 3.116 42378881.00 620561.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-11-15 3.182 56750839.00 360135.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-03-15 3.782 9250000.00 38400.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-02-15 3.632 14351542.00 194175.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-15 3.500 4020000.00 5089841.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-05-15 3.682 54349215.00 357289.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-15 3.832 11000000.00 4799.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-07-15 3.832 29417058.00 38198.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-05-15 3.882 14100000.00 118789.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-15 3.782 27750000.00 579942.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-09-15 3.282 23714285.00 497340.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-15 3.500 16331704.00 21511950.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-15 3.302 27000000.00 627913.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-07-15 3.382 13660714.00 96595.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-15 0.000 19760200.00 19.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-15 2.500 11066000.00 10924936.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-03-15 3.182 57500000.00 677118.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-03-15 3.182 40429000.00 469547.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-04-15 0.000 30348964.00 130646.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-15 3.282 30000000.00 387736.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-15 3.362 8284072.00 279821.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-15 3.332 8524857.00 120872.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-03-15 0.000 50617647.00 269962.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-05-15 3.182 14702046.00 381063.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-15 3.282 297858354.00 6459135.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-15 3.382 6529500.00 205567.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-15 3.282 37442906.00 887296.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-15 3.232 37558334.00 525074.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized 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National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-25 3.016 32000000.00 50357.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-25 3.616 54534000.00 188178.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-10-25 3.466 37750000.00 72480.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-25 4.115 20000000.00 49185.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-10-25 3.496 26314000.00 109640.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 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National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-08-25 3.466 75000000.00 125420.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-25 4.156 57420000.00 46712.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-25 4.086 52455908.00 47711.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-25 4.686 48099388.00 61958.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-11-25 3.375 75000000.00 264612.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 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Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-02-15 3.932 30769231.00 126637.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 140000000.00 10.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-15 3.932 38305092.00 131535.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-09-15 0.000 95058510.00 36.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-15 3.282 74000000.00 63279.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-08-15 3.682 130000000.00 164540.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-15 3.752 47351000.00 66346.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-15 3.772 10000000.00 29032.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-05-15 0.000 79890963.00 23.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-15 3.562 100000000.00 437269.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-08-25 3.016 56809000.00 67131.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-01-25 0.000 46460176.00 25.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-25 0.000 23019827.00 1.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-25 0.000 14420183.00 0.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-25 0.000 16108173.00 0.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-02-25 0.000 5654180.00 0.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-11-15 3.602 20000000.00 87584.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-25 3.446 124200000.00 836178.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-15 3.482 50000000.00 42421.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-08-15 3.232 125000000.00 165426.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-15 4.032 50000000.00 196952.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-05-15 3.752 11799625.00 72089.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-03-15 3.338 83500000.00 318354.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-07-25 3.596 15641022.00 57467.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 79982750.00 16.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-01-15 3.032 32000000.00 98963.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-03-15 0.000 10916685.00 0.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-15 0.000 21475526.00 0.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-08-15 0.000 5938329.00 0.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-15 0.000 12224948.00 1.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-15 0.000 150000000.00 97.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-07-15 0.000 77242219.00 12.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-06-15 0.000 10000000.00 6.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-25 3.065 173241126.00 451514.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-15 3.332 50814314.00 221092.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-15 3.482 33000000.00 59383.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-11-25 2.915 50000000.00 393402.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-25 3.565 50000000.00 244271.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-10-25 2.915 13127115.00 210609.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-11-25 2.936 90000000.00 414046.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-04-25 3.366 100000000.00 393026.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-02-25 2.000 51914665.00 101330.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-12-25 1.665 39173629.00 86270.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-25 3.516 66993999.00 217008.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-15 3.422 76754703.00 192658.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-25 2.915 25568621.00 649508.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-06-25 2.915 21263673.00 636551.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-25 3.016 103399270.00 2341394.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-03-25 2.966 20000000.00 556027.09 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0295 275000000.00 275000000.00 0.0024 N Y Y N - N/A - NATIXIS NY BRANCH NATIXIS NY BRANCH 9695005MSX1OYEMGDF46 4274 0001456764 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including 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9695005MSX1OYEMGDF46 2031-08-15 1.250 123422.22 100335.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-15 0.375 147555.55 137405.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-09-30 1.250 5334222.22 4557687.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-10-15 0.625 1417777.77 1322595.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-10-31 1.125 1333333.33 1191567.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2031-11-15 1.375 223777.77 183733.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-11-30 1.250 1573333.33 1410392.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-12-15 1.000 8444444.44 7900533.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-12-31 1.375 621777.77 536169.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-12-31 1.250 381288.88 340776.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-12-31 0.750 7111111.11 6822044.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-02-15 1.875 6623511.11 5651303.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-15 1.500 44.44 41.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-02-28 1.875 1271200.00 1124948.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-02-28 1.875 3898666.66 3567267.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-03-15 1.750 2966844.44 2798141.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-03-31 2.500 577777.77 541295.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-03-31 2.250 888888.88 862612.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-04-30 3.222 44.44 44.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-04-30 2.875 12888888.88 12230809.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-04-30 2.750 363644.44 348313.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-05-15 2.875 488.88 459.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-15 2.750 4222222.22 4110711.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-06-30 3.250 311111.11 301060.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-06-30 3.250 1933333.33 1884907.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-06-30 3.000 743866.66 733642.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-15 3.000 14124355.55 13757223.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-07-31 3.000 221777.77 218082.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-07-31 3.334 35939466.66 36072956.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-08-15 2.750 44.44 40.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 3.250 93333.33 92005.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-11-15 0.000 84444444.44 66070177.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-11-15 2.750 2497822.22 2049569.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 3.000 2355555.55 2017229.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-02-15 1.000 2755555.55 2738910.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-05-15 3.125 1333333.33 1183327.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-08-15 3.000 119996000.00 103239158.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-02-15 3.000 4502800.00 3908759.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-02-15 1.000 3188133.33 3128141.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-05-15 2.875 159111.11 136094.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-08-15 2.250 311111.11 231500.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-11-15 2.375 667688.88 515363.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-02-15 2.000 3324888.88 2323798.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-02-15 0.250 129600.00 100365.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-05-15 1.250 386933.33 221522.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-11-15 1.625 2222222.22 1412495.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-11-15 1.375 444444.44 292120.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-02-15 1.875 2416222.22 1627383.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2041-02-15 1.875 3245777.77 2325008.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-05-15 2.375 177600.00 136190.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2041-08-15 1.750 3555555.55 2461310.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-11-15 1.875 3799555.55 2574355.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2052-02-15 2.250 44.44 32.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 2.375 1333333.33 1035107.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-05-15 3.250 1822844.44 1654310.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2052-08-15 3.000 24711111.11 21707179.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-08-15 3.375 133333.33 122520.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 1.875 882933.33 846408.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-01-31 2.375 8222222.22 8219318.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-02-15 2.750 5200000.00 4903410.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 2.750 3051555.55 2954348.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-05-15 2.875 9200000.00 8776029.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-08-15 2.875 1396888.88 1319883.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-30 2.875 1889200.00 1833765.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-31 2.500 4283555.55 4202356.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-31 2.625 888888.88 850025.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-02-15 2.625 9955555.55 9239912.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-02-28 2.500 444133.33 421439.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-29 2.375 133.33 130.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-03-31 2.250 15555555.55 14602077.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-05-15 0.000 25776092.79 19819856.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-04-30 2.250 7377777.77 7216607.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-04-30 2.375 8888888.88 8460002.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-05-15 2.375 391955.55 359469.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-05-31 2.125 44.44 41.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-06-30 1.875 1293200.00 1199747.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-15 2.750 2222222.22 2183505.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-15 2.375 46737955.55 45308930.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-11-15 2.250 15155555.55 14678147.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-15 2.000 3709333.33 3533080.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-08-15 2.000 2222222.22 2095491.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-15 2.250 361244.44 343748.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-05-15 1.625 7546133.33 6957676.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-05-31 1.625 4888888.88 4837935.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-06-30 1.375 222222.22 218532.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2022-11-15 1.625 8888.88 8926.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-30 2.125 5574444.44 5480477.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-01-15 0.125 38615422.22 49083287.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-31 2.250 555555.55 543155.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-02-15 2.250 8084444.44 7515918.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-05-15 1.750 3711111.11 3683086.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-08-15 2.500 1777777.77 1757786.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-29 2.125 32711111.11 31807043.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-03-31 2.125 12675111.11 12279305.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-05-31 2.000 11980755.55 11624887.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-31 2.875 70266.66 68103.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-07-31 1.875 35555600.00 32876699.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-08-15 1.625 4888888.88 4242021.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-08-31 1.375 448622.22 405223.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 1.250 8888888.88 8415892.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-10-31 1.500 888888.88 846678.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-11-15 1.750 10310666.66 9057276.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-01-15 0.125 177.77 182.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-01-31 1.375 88.88 83.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-01-31 1.500 440000.00 396657.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-02-15 1.375 888888.88 882603.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-02-15 1.500 177777.77 151842.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 1.125 5999111.11 5581496.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-03-15 0.500 44.44 43.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-03-31 0.625 2222222.22 1911806.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-03-31 0.500 8888888.88 8114648.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-04-15 0.250 311022.22 305298.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-05-15 0.625 104400.00 82820.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-05-31 0.500 684800.00 583885.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-31 0.250 5000000.00 4505571.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-06-30 0.250 1297377.77 1166337.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-31 0.250 4666666.66 4177205.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-07-31 0.375 8044444.44 6780055.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-08-15 0.625 2222222.22 1749471.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-08-15 0.125 888888.88 858223.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-31 0.500 2222222.22 1878480.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-09-15 0.125 337066.66 324312.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-09-30 0.250 268000.00 238458.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-10-31 0.500 2666666.66 2245708.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-11-15 0.875 401466.66 322417.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-15 0.250 444444.44 425416.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-11-30 0.625 2222133.33 1878761.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-30 0.375 311.11 276.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-12-15 0.125 355555.55 338611.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-12-31 0.625 951111.11 801899.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-01-15 0.125 15222177.77 14438533.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-31 0.375 165333.33 145931.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-01-31 0.750 5839111.11 4939287.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2031-02-15 1.125 1333333.33 1085992.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-15 0.125 21283866.66 20117516.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-02-29 1.125 2932666.66 2527810.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-04-15 0.375 3232088.88 3049984.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-04-30 0.750 12436444.44 11073039.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-04-30 0.125 2919822.22 2855681.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2031-05-15 1.625 207111.11 175861.09 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0295 800000000.00 800000000.00 0.0070 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) 2022-11-03 0.000 12999900.00 12968960.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-04 0.000 100.00 99.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-18 0.000 2095000.00 2092400.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 6.250 93400.00 95819.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 7.625 14000.00 15198.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 6.125 100.00 111.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 6.125 200.00 227.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 5.375 100.00 111.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 1675700.00 3254817.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 37700.00 59918.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 4.750 100.00 111.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 5.000 100.00 115.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 4.375 12864900.00 13875312.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 4.625 300.00 329.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 938700.00 1361082.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 2.125 7499900.00 10643836.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 100.00 87.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 14900.00 17163.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 3.375 100.00 91.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 200.00 165.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 2.500 100.00 77.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 3.375 8000.00 7476.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 2.375 200.00 154.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 2.000 288500.00 201635.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 37600.00 29118.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 1.375 1100.00 722.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.125 39400.00 28849.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 1.875 100.00 71.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-11-15 1.875 100.00 67.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.125 82322100.00 56799961.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-05-15 2.875 18500.00 15918.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.375 12569600.00 11550290.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 11100.00 10084.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 1.375 4210300.00 4108303.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-15 0.375 1209400.00 1375533.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 2.125 100.00 96.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 100.00 92.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-30 2.125 400.00 384.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.000 700.00 705.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 100.00 97.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 2.250 67700.00 62716.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 2.125 100.00 96.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 200.00 224.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 2.375 16115100.00 16109408.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 2.500 46000.00 44416.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 2.750 21700.00 21008.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 2.625 10000.00 9974.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 2.500 249100.00 247503.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 2.625 18864800.00 18157520.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.625 100.00 117.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-30 2.750 700.00 703.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 86300.00 82322.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 2.875 38900.00 36755.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 2.750 100.00 98.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 13400.00 12894.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 3.000 23200.00 22692.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 2.875 100.00 99.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 30100.00 29050.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 400.00 445.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.500 53700.00 52682.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 2.625 2900.00 2773.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 200.00 185.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-28 2.500 100.00 94.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 1200.00 1126.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.500 100.00 114.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.250 400.00 391.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 2.375 100.00 91.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-31 2.125 100.00 93.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-15 0.250 400.00 420.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 200.00 248.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 2.250 29200.00 28280.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 100.00 120.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 23700.00 22552.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-31 2.125 100.00 100.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 1.750 200.00 199.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 1.625 8000.00 7378.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-31 1.500 1600.00 1581.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 1.375 100.00 98.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 100.00 116.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 1.625 400.00 391.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 16199100.00 15036344.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-15 0.125 221300.00 281289.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 2.000 600.00 597.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 2.250 1700.00 1668.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 4877400.00 5630238.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.250 7500.00 7332.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 2.250 100.00 92.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-15 2.500 215900.00 213472.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.125 100.00 96.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-15 2.750 2200.00 2185.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 200.00 241.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.000 300.00 292.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 1600.00 1501.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 4541600.00 4342840.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 300.00 359.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 100.00 97.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 2.000 200.00 193.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 200.00 223.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 2.750 100.00 99.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 1.875 100.00 92.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 1.625 492100.00 426988.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 200.00 180.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 1.250 100.00 94.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 1.625 6004400.00 5466693.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-15 1.375 900.00 905.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-15 0.125 200.00 222.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-31 1.625 100.00 91.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.625 200.00 182.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-15 1.625 100.00 100.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-31 1.750 59624900.00 56799931.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 1.375 100.00 93.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-31 1.500 100.00 90.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-15 1.375 700.00 695.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 1.500 21500.00 18363.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-28 1.125 300.00 265.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-03-15 0.500 900.00 886.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 0.500 343900.00 313945.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-04-15 0.250 100.00 98.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-15 0.125 100.00 109.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 0.500 15000.00 12829.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-31 0.500 100.00 85.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 0.250 100.00 90.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 0.250 36900.00 33172.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.125 5300.00 5135.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-07-15 0.125 400.00 410.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 0.250 100.00 89.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-31 0.375 200.00 168.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.625 200.00 157.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-31 0.500 13100.00 11073.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 0.250 266100.00 237368.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-30 0.250 13000.00 11567.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-15 0.125 100.00 95.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-15 0.125 700.00 758.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 0.250 200.00 177.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-10-31 0.500 200.00 168.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-11-30 0.125 100.00 99.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 0.375 7600.00 6756.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 0.375 100.00 88.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.125 6000.00 5691.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-01-15 0.125 1268600.00 1272908.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-01-31 0.125 3600.00 3558.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 0.375 5500.00 4854.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-31 0.750 10900.00 9220.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-02-28 0.125 16000.00 15759.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-29 1.125 1500.00 1292.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-15 0.250 7200.00 6792.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.375 43800.00 41332.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 0.750 100.00 89.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-30 1.250 600.00 521.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-15 0.125 100.00 106.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 1.625 4400.00 3736.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-05-31 0.125 56500.00 55055.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-31 1.250 84700.00 73345.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-31 0.750 47200.00 41895.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-15 0.250 2874600.00 2688055.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 8300.00 7163.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 0.875 66200.00 58885.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-06-30 0.125 1500.00 1456.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.375 100.00 93.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-31 0.125 200.00 193.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-31 1.000 200.00 169.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 1.250 200.00 162.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-08-31 0.125 56296100.00 54231867.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-31 1.125 400.00 340.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-15 0.375 127700.00 118549.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-09-30 1.250 38400.00 32809.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 0.875 122000.00 107608.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-15 0.625 1300.00 1212.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-15 0.125 215000.00 218425.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-10-31 0.375 800.00 768.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-31 1.125 124900.00 111620.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.750 100.00 93.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 1.375 16400.00 13465.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.250 25000100.00 22410981.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-30 1.500 2400.00 2088.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-30 0.500 28300.00 27136.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-15 1.000 1600.00 1496.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-12-31 1.375 100.00 86.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-31 0.750 5400.00 5180.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 1.125 200.00 186.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-31 0.875 100.00 95.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-31 1.750 21400.00 18821.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 1.875 100.00 85.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 1.500 567000.00 532973.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-02-29 1.500 100.00 96.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-28 1.875 8900.00 8143.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-15 1.750 6500.00 6130.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-03-31 2.375 37400.00 33986.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.250 1500.00 1455.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-15 2.625 100.00 97.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-15 0.125 200.00 194.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-30 2.875 200.00 189.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 2.750 100.00 95.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.750 100.00 97.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.500 2100.00 2057.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-31 2.750 100.00 93.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-15 2.875 451200.00 439484.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-06-30 3.250 24300.00 23691.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 3.000 7900.00 7791.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-07-15 0.625 679400.00 635206.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 3.000 100.00 98.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-31 2.625 16100.00 14922.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 3.125 3500.00 3410.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-31 3.125 17965000.00 17337837.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-15 3.500 6400.00 6287.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-09-30 3.875 19082500.00 19072710.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-09-30 4.125 35300.00 35528.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 0.02 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 0.000 0.03 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 0.02 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 0.04 0.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 0.000 0.02 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 0.02 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 0.02 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 0.04 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 0.03 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) Y 2022-10-03 2022-10-03 2022-10-03 N Y NOMURA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0297 355000000.00 355000000.00 0.0031 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 Tennessee Valley Authority-Agency Debentures and Agency Strips 2033-07-15 4.700 1000.00 1025.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 411100.00 299719.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 7337100.00 14920573.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 100.00 206.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 100.00 194.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 200.00 317.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 2.000 400.00 600.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 100.00 150.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 1.750 100.00 141.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 2.500 100.00 144.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 4.375 11080600.00 11950873.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 4.625 100.00 109.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 300.00 434.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 4.750 2435400.00 2712150.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 2.125 300.00 425.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 6717400.00 7213758.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.000 55803000.00 48532985.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 200.00 201.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 6200900.00 7142949.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 200.00 198.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 400.00 393.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 1063900.00 1057473.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 100.00 98.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 310500.00 240458.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.125 500.00 366.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 2.250 200.00 154.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.125 120840900.00 83376863.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-10-31 2.000 215900.00 217535.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 0.500 200.00 224.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.375 4556900.00 5711294.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 100.00 119.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 1258500.00 1407072.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2022-12-15 1.625 907600.00 909073.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 0.500 300.00 273.86 U.S. Treasuries (including strips) Federal Farm Credit 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1005600.00 881377.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 2361040.00 2040190.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 20586499.00 17713571.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 4000.00 3441.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 1000.00 902.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 11263800.00 10500897.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.000 2705400.00 2522409.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.500 153841300.00 137843284.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.500 6416624.00 5805811.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 4242700.00 3873515.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 755600.00 641916.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.500 2000.00 2040.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.000 5072500.00 4770560.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 2503900.00 1277832.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.000 24396671.00 10671847.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 9844064.00 6005759.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 2.500 33804900.00 21058025.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 3.500 5000.00 3538.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.500 9525200.00 7644519.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 3.000 15572300.00 10806046.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 3.000 108778.00 92099.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.500 320000.00 276800.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 1302100.00 1097064.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 1024.00 863.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 2.500 31423031.00 26513065.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.000 36576192.00 32072798.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.500 131727700.00 124818601.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.000 14582300.00 12881673.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 3.500 40037900.00 36370002.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.000 1100.00 610.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 143000000.00 83726875.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 4.500 1200.00 650.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 2.500 2000000.00 1387342.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 1.500 11983200.00 8729274.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 3.500 160000.00 111572.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.500 4254698.00 3738843.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-03-01 2.500 16516340.00 14213677.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 600000.00 528648.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 5847900.00 5055031.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 3.000 542900.00 456139.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 3760000.00 3358751.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.500 300000.00 267922.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-04-01 4.000 2000.00 1795.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 3.500 11000.00 10112.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 25114900.00 21999918.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 2700.00 2488.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.000 22517800.00 19122884.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 1.500 60300500.00 45990578.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 2.500 190000.00 65953.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.500 2909888.00 525246.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 2.000 59095600.00 45394928.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 2.000 15222500.00 11693329.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.000 1091300.00 377632.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.000 1800.00 1140.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-01 2.000 87965333.00 59498230.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 2.500 716600.00 398057.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-03-01 2.000 9250300.00 7740340.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 832855.00 712957.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 2.500 41000.00 34442.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 2.500 424700.00 355373.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 2.500 1659200.00 1384325.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.000 73795700.00 64324012.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 2.500 4638420.00 4088133.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.500 808000.00 759036.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.500 602000.00 532237.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 4.000 7900.00 7356.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 14044500.00 13164053.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.000 1491013.00 1393626.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 3.500 2859999.00 521857.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-20 3.500 7038485.00 6271055.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-02-20 3.500 211700.00 193021.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-20 4.000 9624700.00 8877796.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-20 3.500 5489900.00 5023306.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-01-20 2.500 192200.00 173528.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-08-15 2.569 1038100.00 894830.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-20 2.500 2293800.00 1961918.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.500 3000.00 2739.57 Agency Mortgage-Backed Securities Y 2022-10-03 2022-10-03 2022-10-03 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0305 2250000000.00 2250000000.00 0.0198 N Y Y N - N/A - PRUDENTIAL INSURANCE CO OF AME PRUDENTIAL INSURANCE CO OF AME 3287 0000729057 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 0.000 35000000.00 20795250.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 0.000 25000000.00 10933125.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 0.000 12000000.00 6273000.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING A-1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0306 37256250.00 37256250.00 0.0003 N Y Y N - N/A - PRUDENTIAL LEGACY INSURANCE CO OF NE PRUDENTIAL LEGACY INSURANCE CO OF NE 36025 0001638427 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 0.000 150000000.00 82046250.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT-U.S. Treasuries (including strips) 0.000 200000000.00 81090000.00 U.S. Treasuries (including strips) Y 2022-10-03 2022-10-03 2022-10-03 N Y PRUDENTIAL INSURANCE CO OF AMERICA 1.0000 FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING AA- N 0.0306 159937500.00 159937500.00 0.0014 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 Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 2.483 45163562.00 2152694.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 12716750.00 1206079.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.500 27292399.00 2486090.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.286 33000000.00 3277977.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.000 17000000.00 1315702.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 9834226.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 1900000.00 235719.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 3.500 27293726.00 2705129.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 6.500 42249024.00 3858777.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 8025458.00 1066843.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 3.286 25000000.00 2261006.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 74563021.00 9536427.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 3.286 20181818.00 1756731.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 3.286 20454545.00 2203250.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.000 146731884.00 12954830.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 19250000.00 2006074.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 17504400.00 1278031.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 92939032.00 9768499.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 155356827.00 18048989.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32792031.00 3592802.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 31095616.00 3040215.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28613480.00 4373032.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 17000000.00 1698424.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 0.000 113317041.00 610394.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.000 22475000.00 2025357.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 52865489.00 3228472.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 0.415 105000000.00 1537809.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 20203419.00 1844035.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 54144822.00 6033621.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 159150455.00 16127581.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 9444000.00 1329896.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 0.000 101293523.00 615067.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.286 36599141.00 1998299.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.286 55096602.00 1956089.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30218981.00 2808525.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.500 4500000.00 460009.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 20216586.00 1662243.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 37648955.00 3703068.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 4.500 10856707.00 1183571.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 4.000 12254255.00 1226840.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 0.215 35546109.00 281718.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 50000000.00 4726819.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 4.065 16000000.00 1970615.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.286 72046465.00 3022422.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.000 25000000.00 2920299.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 0.265 39500000.00 318182.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 3268294.00 339116.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.286 57301000.00 4001731.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 24384612.00 2043900.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 12224941.00 1013894.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.286 4493238.00 271455.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 25665389.00 4180629.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 150595666.00 14638373.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.000 13678747.00 2703190.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 33000000.00 2933475.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.500 3619793.00 230189.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.286 25261029.00 1323789.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 0.000 51691560.00 327521.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-01-24 0.000 33975400.00 33587808.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-04-30 2.875 51434000.00 50352349.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2023-10-31 1.625 53047300.00 51932517.04 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 28273300.00 26243870.79 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-01-31 2.250 59683800.00 58351634.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-03-31 0.625 79647000.00 68521349.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.625 11972700.00 9497903.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2027-08-31 0.500 58932800.00 49816860.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-08-31 0.250 54009400.00 48177852.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-09-30 0.250 59004600.00 52500522.94 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-10-31 0.250 48339000.00 42909824.65 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.250 70393100.00 66043897.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2031-08-15 1.250 62644800.00 50926933.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2026-09-30 0.875 75125600.00 66263258.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.500 47646100.00 46842740.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.750 46035500.00 44819679.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.500 47050500.00 46108282.37 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2029-05-31 2.750 63978000.00 60058110.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2024-06-30 3.000 51067000.00 50365135.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) 2025-09-15 3.500 61026200.00 59956183.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 97429333.00 10105538.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 0.315 29739388.00 523064.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 0.315 15000000.00 132140.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 2.500 21864966.00 2060645.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 21767058.00 2281265.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 3.500 25514298.00 2709671.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 4.000 10295931.00 1148590.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 15089011.00 1056309.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 1.415 18461061.00 352032.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 28477600.00 2516301.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 4.000 30896250.00 4275915.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 17149833.00 2538514.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 0.265 50000000.00 478822.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 70494500.00 7733123.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 12500000.00 1110572.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 6559869.00 998086.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-20 3.000 22617333.00 1677669.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 12754833.00 1274676.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 29640800.00 2669411.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 28033333.00 3016507.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.286 46748211.00 3232745.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.286 15000000.00 1611100.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 4.000 42188500.00 6801571.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.286 17469500.00 2103284.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.365 79738541.00 1232958.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 4.500 20808186.00 2106439.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 18372560.00 2736065.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 2.500 4000000.00 403340.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 5.500 3689000.00 451001.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 0.365 50000000.00 608060.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 0.865 114386791.00 2356943.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 60000000.00 6208646.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 25292771.00 3761766.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 39002410.00 3325693.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 15103376.00 1063520.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 0.415 60000000.00 867580.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 53744457.00 7379462.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 0.315 50540402.00 907284.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.500 23597851.00 2178480.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 13870000.00 1823728.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 40000000.00 3905277.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 4.500 27903390.00 4079426.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 6.000 17740444.00 2888520.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 93464983.00 8752366.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2038-02-15 0.073 164715523.00 745746.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 30789539.00 3665670.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 2.500 30783679.00 3015182.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 3.000 60900000.00 6909875.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-06-25 4.500 161597502.00 12128392.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-04-25 3.000 27623917.00 3103011.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 4.000 56760105.00 3149129.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 4.000 95109819.00 9024859.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 4.000 31500000.00 3218466.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 4.500 42293535.00 4456748.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-08-25 3.000 50042183.00 6552019.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-07-25 3.500 19357142.00 3246613.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 2.500 29700000.00 3163701.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 4.500 50000000.00 4782176.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 2.500 72660000.00 8090639.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-11-25 2.500 48321000.00 5592236.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 2.500 27000000.00 3487104.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 2.500 84965000.00 10120948.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 3.500 181286753.00 19458496.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.000 51610000.00 6874614.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 4.500 100304477.00 14990189.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.500 33450000.00 5388173.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.500 21038498.00 3617152.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 3.000 55208162.00 5712520.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-09-25 3.000 38333334.00 4814952.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-06-25 3.500 31276890.00 4074657.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 4.000 36000000.00 5343692.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-01-25 4.000 81750000.00 11620457.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2033-09-25 3.000 48880752.00 3935758.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-01-25 4.500 19239999.00 3465295.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-11-25 2.500 39672154.00 4475523.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-08-25 3.500 29109570.00 3337118.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 4.500 37943723.00 6250873.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 4.500 35000000.00 5867673.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-01-20 4.136 6625269.00 8.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-07-20 2.926 100000000.00 921129.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 90225333.00 7429201.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 19615000.00 2556298.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 18411291.00 3814387.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 83887151.00 5613200.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 264680919.00 23695525.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 18700666.00 2244963.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 400000000.00 1156040.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 1.465 52854158.00 1317866.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.915 284732773.00 5369933.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 33333333.00 3237978.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 20527265.00 3097684.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.500 51308875.00 3997385.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.500 80000000.00 6933065.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.915 37257309.00 939253.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.500 60000000.00 5670582.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 21015416.00 1690660.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 15759137.00 2752466.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 31756281.00 4648805.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 8083332.00 814205.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.500 2837324.00 392644.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 17831633.00 1804244.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.315 65765005.00 1184586.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.315 108371129.00 1712480.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 73016666.00 6284837.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.000 32500000.00 2866233.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 1.665 80454641.00 1766237.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 0.465 166000000.00 2347593.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.815 16000000.00 394259.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 1.815 37000000.00 2339596.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-20 4.000 13664047.00 1805404.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 5.000 2317000.00 336698.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.500 14635524.00 1976962.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 84088575.00 549919.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 115911425.00 842565.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-20 2.986 15180000.00 200208.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-16 3.160 42037019.00 937392.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-20 3.106 6291390.00 169635.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-16 3.500 22733000.00 1291862.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-20 3.036 39750000.00 829971.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-05-20 0.000 18719347.00 719601.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-16 3.248 13800000.00 59051.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-16 3.660 64972949.00 184025.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 3.236 238276991.00 1249451.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-20 3.456 150000000.00 921596.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 3.586 49696251.00 890737.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-20 3.586 45697200.00 302719.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-05-16 0.000 15000000.00 1027565.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-20 3.086 18570000.00 274491.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-16 3.710 45000000.00 745550.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-20 3.586 115593751.00 1180078.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-20 4.500 3245794.00 122816.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-16 3.660 20000000.00 935367.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-20 4.000 44500000.00 979502.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-12-20 2.500 40332084.00 188950.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 3.136 136303380.00 1025415.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 3.126 38305788.00 779999.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 2.536 43369209.00 163324.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-16 2.740 65000000.00 905031.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 3.736 85277575.00 1155012.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 3.086 54035286.00 775496.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.136 28571428.00 836649.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-20 3.500 31300000.00 679187.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-16 2.660 66231125.00 790894.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 2.606 30478045.00 658828.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-20 2.586 102297401.00 1583375.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 38029926.00 1177175.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-16 3.310 28000000.00 830115.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 7.000 29089813.00 1037076.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-20 3.186 66666667.00 2002536.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 3.186 64912745.00 1774452.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-20 3.086 30000000.00 1007600.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 4.000 16849250.00 359726.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 4.000 35687859.00 1137889.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 7142857.00 472582.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 3.236 39948442.00 2458639.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 4.000 10625000.00 377864.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 19800000.00 1398958.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 3.086 26601199.00 999333.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-01-20 3.086 30288000.00 1001502.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-05-20 3.517 32325751.00 977749.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 6.000 31360274.00 1720324.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 4.000 14750000.00 751712.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-20 3.186 39748125.00 1868437.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 3.186 22186064.00 581614.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 6776299.00 408895.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 4.500 24708975.00 1251665.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.186 49424135.00 1221352.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 3.236 27790198.00 900583.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.236 63902853.00 1452614.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 3.086 53277272.00 1175227.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-16 2.660 36566799.00 572369.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-16 3.210 76777880.00 3388147.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 0.286 148500000.00 551246.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-16 3.110 26242138.00 1046407.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 4.500 58303000.00 3585376.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-20 3.086 35985862.00 1747949.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-20 3.186 30000000.00 785430.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 3.236 46000000.00 1248674.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 2.136 50000000.00 826881.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 0.286 160104000.00 692775.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 3.186 38000000.00 933947.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 3.136 10500000.00 321314.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-10-20 3.136 32265116.00 1032301.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-20 3.186 52186722.00 1835348.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.036 56361960.00 1375323.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.086 40000000.00 882339.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.106 45033333.00 920657.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 3.086 11600000.00 254692.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.036 60437869.00 1841767.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-02-16 0.736 50000000.00 3277589.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-08-16 0.619 235934528.00 14422282.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-20 0.000 65399862.00 755923.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.500 36372403.00 2355102.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 0.776 65600000.00 380043.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.036 68614000.00 865229.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.000 67500450.00 1535773.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 3.036 26700910.00 1389791.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 3.036 79855394.00 1022131.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 3.036 45523277.00 1800305.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 3.036 7500000.00 284590.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 1.456 40000000.00 364623.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.036 27900000.00 880386.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 3.036 65268356.00 2074340.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 2.536 45169891.00 478293.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 3.036 29576285.00 1162065.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.086 16000000.00 313664.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.756 50000000.00 790026.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.286 70000000.00 885366.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 4.000 24084250.00 1445831.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.136 42500000.00 1229149.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 0.336 100000000.00 644596.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 0.336 25000000.00 128086.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 3.036 36000000.00 971877.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 1.466 100000000.00 1200671.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.036 27000000.00 707118.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 3.036 10950000.00 545250.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-20 2.936 52761313.00 1023609.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-16 3.110 43921756.00 1329697.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.036 61643345.00 2377352.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 3.036 26362121.00 421848.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 3.000 3245000.00 878456.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 0.000 56803643.00 363174.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 3.036 64975092.00 2551282.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-20 0.000 200000000.00 871796.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 2.586 105035671.00 4577660.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 3.500 15777571.00 895396.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 3.500 85717542.00 1327443.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.000 114124649.00 2299175.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 2.986 43806386.00 1656758.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 3.036 104451800.00 3256851.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 3.036 29500000.00 741360.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 4.000 35000000.00 1789637.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.036 18755865.00 1521529.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 3.136 14583333.00 797574.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 3.086 45349669.00 1152496.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 2.500 10000000.00 1117260.25 Agency Collateralized Mortgage Obligation Government National Mortgage 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Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 76615875.00 7475748.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 68833333.00 7396420.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 14583333.00 1641779.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.715 50000000.00 912654.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 1.365 182992797.00 4791165.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 1.415 47226038.00 1140637.86 Agency Collateralized Mortgage Obligation Government National Mortgage 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Association-Agency Collateralized Mortgage Obligation 2052-05-20 0.000 23712538.00 16397993.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-05-20 1.015 100000000.00 1713181.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 2.215 47958269.00 2058877.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 0.885 200000000.00 2778436.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 1.815 30000000.00 623343.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 1.615 100000000.00 1786964.76 Agency Collateralized Mortgage Obligation Government National Mortgage 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Association-Agency Collateralized Mortgage Obligation 2052-09-20 3.767 71695272.00 8882571.21 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0304 1775000000.00 1775000000.00 0.0156 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 2027-02-28 1.125 300.00 265.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-02-01 3.500 1024.00 186.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-03-01 3.500 1024.00 238.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-09-01 3.500 39814912.00 4808531.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 3.500 12600858.00 2729547.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 4.000 1023.00 134.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-01-01 3.500 3408977.00 1022545.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-11-01 3.500 1024.00 352.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-02-01 4.000 73057000.00 6356023.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-02-01 3.500 1000.00 292.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-03-01 3.500 1013.00 276.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 3.000 1024.00 267.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-01 4.000 1024.00 354.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-08-01 3.500 1000.00 211.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-07-01 4.000 1000.00 312.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-01-01 4.000 1024.00 278.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 3.500 1008.00 411.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-12-01 3.000 1641.00 642.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2055-08-01 4.500 1024.00 506.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2056-06-01 3.500 48142208.00 23588347.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2056-07-01 3.500 43825536.00 16509111.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-02-01 3.000 1024.00 466.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-02-01 3.500 1000.00 382.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-05-01 4.000 4814224.00 853745.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-12-01 3.500 9215395.00 3034165.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-01-01 4.500 43124992.00 15823659.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-02-01 4.000 1024.00 404.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-01 4.000 1008.00 489.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-08-01 4.500 1000.00 631.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.000 1008.00 359.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-05-01 4.500 1024.00 413.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-01-01 4.000 62959887.00 22521753.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-02-01 3.500 1024.00 505.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-03-01 3.500 1024.00 404.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-12-01 4.000 1024.00 387.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-12-01 4.000 1061.00 356.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.000 1008.00 247.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-05-01 4.500 1000.00 0.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-02-01 5.000 1000.00 7.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-06-01 6.000 1000.00 17.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-12-01 6.000 1000.00 7.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-05-01 4.500 1000.00 15.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-11-01 5.000 1000.00 15.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-03-01 6.500 1000.00 32.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-08-01 6.000 1000.00 30.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-10-01 5.500 1000.00 8.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-12-01 5.500 1000.00 37.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-06-01 7.500 1000.00 64.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-12-01 4.000 1024.00 147.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-09-01 6.500 1000.00 46.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-11-01 4.000 1024.00 174.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-04-01 3.500 1000.00 176.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-07-01 4.500 1000.00 167.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-05-01 4.000 1000.00 31.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2024-02-01 4.500 1023.00 2.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2024-11-01 4.500 1000.00 6.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-03-01 4.000 1000.00 10.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-03-01 4.500 1000.00 12.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-04-01 4.500 1000.00 9.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-05-01 4.000 1000.00 11.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-11-01 4.000 1000.00 27.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-03-01 4.500 1000.00 34.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-06-01 4.000 1000.00 37.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-03-01 4.000 1000.00 123.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-12-01 3.500 1000.00 155.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-06-01 5.000 1000.00 15.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-10-01 3.000 1000.00 245.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-01-01 4.000 1000.00 97.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-09-01 3.500 1000.00 205.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-03-01 3.500 1000.00 347.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-03-01 4.000 1000.00 342.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-01 3.500 1000.00 157.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-01 4.000 1000.00 163.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-11-01 3.500 35777760.00 5774196.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-01 4.000 16926560.00 5189696.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-06-01 3.500 1000.00 566.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-07-01 4.000 1024.00 414.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-11-01 3.500 1000.00 460.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-05-01 5.000 1000.00 492.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 3.000 1000.00 861.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-04-01 2.000 1024.00 765.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1000.00 891.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1008.00 903.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 2.000 1829640.00 1472998.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1000.00 902.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 4.500 1000.00 938.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 5.000 1000.00 991.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 5.000 1000.00 980.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 5.000 1000.00 994.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-01 4.500 23409804.00 7470084.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-07-01 4.000 1024.00 330.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.500 1024.00 440.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-01-01 4.000 1000.00 361.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-02-01 4.000 1024.00 287.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-06-01 3.500 1023.00 423.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-09-01 3.500 1000.00 511.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-02-01 3.500 1008.00 563.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-09-01 3.000 1000.00 707.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-01 2.500 1024.00 669.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.500 1024.00 741.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 3.000 1024.00 737.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 3.000 1000.00 727.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-01 2.000 1152064.00 850298.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-01 4.000 1000.00 766.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 4.000 1000.00 600.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-01 3.000 1000.00 840.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 3.000 1008.00 846.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 2.500 5988.00 4857.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-01 4.000 1120.00 1016.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 2.500 48000.00 39388.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-01-01 3.500 26000.00 4368.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-02-01 3.500 1000.00 158.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-10-01 4.000 1000.00 97.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-09-01 7.000 1000.00 14.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-08-01 6.500 1000.00 12.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 3.000 1000.00 157.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-12-01 2.500 1000.00 202.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-10-01 3.500 1000.00 137.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-09-01 3.500 1000.00 101.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-12-01 3.500 11998.00 1331.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-09-01 3.500 1000.00 123.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-10-01 3.500 1000.00 129.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-07-01 3.000 1000.00 186.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-04-01 3.500 1000.00 141.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-12-01 3.500 1000.00 142.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-01-01 4.000 1000.00 122.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-12-01 3.000 1000.00 229.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 3.000 1000.00 243.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 3.500 1000.00 196.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-02-01 3.000 1000.00 267.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-03-01 3.500 1000.00 172.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-03-01 4.000 1000.00 12.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-10-01 3.000 1000.00 31.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-04-01 3.500 1000.00 119.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-01-01 2.500 1000.00 151.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-07-01 3.500 16000.00 2059.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 3.000 1000.00 179.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-07-01 3.000 1000.00 170.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-12-01 2.500 1255000.00 318058.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-04-01 3.500 1000.00 189.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-06-01 3.000 1000.00 206.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-01-01 3.000 1000.00 222.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-06-01 5.500 1000.00 68.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-10-01 5.500 1000.00 9.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-05-01 4.500 1000.00 16.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-11-01 4.000 1000.00 57.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-10-01 4.500 1000.00 46.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 33665.00 29589.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.000 2032.00 1714.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 2.500 73720297.00 61379935.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 4.000 1024.00 942.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.500 1024.00 978.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 3.500 2024.00 1794.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.500 1024.00 989.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.000 1000.00 980.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 4.000 1000.00 937.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.000 1120.00 1113.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-05-01 3.000 1024.00 656.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-01 4.000 136320.00 61207.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-01 4.000 1039.00 469.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-01 3.500 1000.00 878.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-05-01 4.500 1000.00 909.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 3.000 1000.00 847.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 3.500 1000.00 902.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 4.000 1000.00 907.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-01 4.000 1000.00 926.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 4.000 1024.00 950.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 3.000 1000.00 860.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-04-01 5.500 1000.00 983.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-03-01 3.500 1000.00 305.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-09-01 4.000 1000.00 79.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-02-01 3.500 1024.00 206.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 3.500 1024.00 229.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-07-01 3.500 1024.00 220.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-07-01 3.500 1024.00 252.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-07-01 3.500 1000.00 138.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-10-01 3.500 1024.00 233.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-11-01 3.500 1000.00 137.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-02-01 3.500 1008.00 300.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-12-01 3.500 1024.00 221.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-12-01 3.500 1000.00 229.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-12-01 3.500 1024.00 171.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-02-01 3.500 1024.00 248.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-04-01 4.000 1000.00 163.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-03-01 3.500 1000.00 232.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-03-01 3.500 1024.00 277.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-03-01 3.500 1000.00 127.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-06-01 3.500 1008.00 181.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-10-01 3.000 1000.00 123.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-12-01 3.500 1000.00 118.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-09-01 2.500 1000.00 110.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-03-01 2.500 1000.00 187.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-05-01 2.500 1000.00 104.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-06-01 4.000 1000.00 192.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-07-01 3.000 1000.00 146.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-07-01 2.500 1000.00 201.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-08-01 3.000 1000.00 155.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-08-01 3.500 1000.00 119.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-09-01 3.000 1000.00 142.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-09-01 3.500 1000.00 151.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-07-01 2.000 1000.00 746.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-01 2.500 1000.00 777.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 1000.00 801.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-12-01 2.000 1000.00 643.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-01 3.000 1000.00 662.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-04-01 2.500 1000.00 840.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-03-01 4.000 1000.00 109.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-06-01 4.000 1000.00 181.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-10-01 4.500 1000.00 52.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-10-01 4.000 1000.00 104.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-03-01 4.500 1024.00 141.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.000 1008.00 120.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.000 1024.00 149.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.000 1024.00 118.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.000 1000.00 151.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.000 1024.00 119.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.500 1008.00 92.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-07-20 3.500 249380.00 65872.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-05-20 3.000 10000.00 652.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-04-01 3.000 1000.00 145.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-03-01 3.000 1000.00 137.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-07-01 3.500 1000.00 142.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2024-09-01 4.500 1000.00 12.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-04-01 4.000 1000.00 13.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-05-01 4.000 1000.00 10.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-07-01 4.000 1000.00 13.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-07-01 4.000 1000.00 23.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-11-01 3.500 1000.00 22.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-07-01 3.500 1000.00 45.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-09-01 6.500 1000.00 1.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-05-01 6.500 1020.00 1.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-06-01 4.000 41710824.00 3958340.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-11-01 3.500 1000.00 124.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-03-01 4.500 1000.00 46.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-08-01 5.000 1000.00 43.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-12-01 4.000 1000.00 116.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-12-01 4.000 1000.00 132.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-02-01 4.500 1000.00 40.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-02-01 4.500 1000.00 49.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-09-01 6.500 1000.00 13.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-11-01 3.500 1000.00 268.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-12-01 3.000 1000.00 236.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-01-01 2.490 1000.00 612.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-05-01 5.500 1000.00 26.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-01-01 5.000 1008.00 8.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-03-01 6.500 1000.00 79.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-11-01 4.000 1000.00 49.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-12-01 5.000 33012864.00 2541683.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 4.000 1000.00 50.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-01-01 5.000 1000.00 45.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-02-01 8.500 1000.00 9.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-09-01 3.000 1000.00 50.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2026-11-01 3.000 1000.00 45.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-08-01 4.000 1000.00 492.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-06-01 4.500 1008.00 102.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-09-01 4.000 1024.00 155.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-02-20 3.000 2466.00 366.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-01-20 3.500 1008.00 123.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-07-20 5.000 549195.00 39373.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-20 3.500 3376646.00 366985.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-20 3.000 2997.00 422.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-20 3.500 2000.00 238.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-10-20 2.500 3000000.00 291222.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-12-20 3.500 969000.00 127906.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-02-20 4.000 1000000.00 80043.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-02-20 4.500 2000.00 191.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-04-20 3.500 2001.00 245.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-05-20 2.500 2500000.00 298131.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-03-20 3.500 2000.00 277.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-08-20 3.500 1000.00 124.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-09-20 3.000 3000.00 516.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-09-20 3.500 2048.00 269.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-10-20 3.500 1000.00 129.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-08-20 3.000 1000.00 153.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-12-20 4.000 1000.00 87.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-02-20 3.500 775000.00 76432.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-02-20 4.500 2095.00 188.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-03-20 3.500 604982.00 62085.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-04-20 4.500 1151.00 116.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-05-20 4.000 401996800.00 32013410.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-06-20 3.500 3000.00 287.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-06-20 4.000 1000.00 83.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-07-20 4.000 2074.00 177.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-07-20 4.500 1153.00 109.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-08-20 4.500 1500.00 136.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-09-20 4.000 3027.00 274.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-11-20 4.500 1024.00 81.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-01-20 3.500 1000.00 97.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-01-20 4.000 2998000.00 320262.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-01-20 4.500 3456.00 296.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-03-20 3.500 3000.00 406.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-04-20 2.000 1000.00 258.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-11-01 4.000 1024.00 88.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-11-01 4.000 1024.00 142.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-01-01 4.000 1000.00 152.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 3.500 8745406.00 2667547.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 3.500 2032.00 468.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-02-01 3.500 1008.00 244.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-03-01 3.500 1024.00 197.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-03-01 3.500 18319148.00 3698958.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-06-01 4.000 15290560.00 3935943.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-07-01 3.500 17561387.00 3216277.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 3.500 20876053.00 3852542.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 3.500 23903470.00 4811404.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 3.500 22066562.00 4185917.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-03-01 3.000 1595800.00 322550.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-02-01 3.500 1000.00 250.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-04-01 3.500 1000.00 312.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-09-01 4.500 1000.00 81.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-05-01 4.500 1000.00 172.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-06-01 4.000 1024.00 203.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-07-01 3.500 1000.00 105.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-08-01 4.000 1008.00 173.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-07-01 4.000 11825063.00 3522863.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-01 4.500 1024.00 402.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-01 4.000 1024.00 286.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-04-01 4.000 1000.00 366.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-05-01 4.500 14073619.00 5111925.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-05-01 4.500 1000.00 168.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-10-01 3.500 11046240.00 3324975.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-01 4.500 13585562.00 6114376.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-01 3.500 10573845.00 2885812.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-01-01 3.000 1000.00 242.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-01-01 4.000 1000.00 357.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-11-01 3.500 11420909.00 5130954.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-10-01 4.000 1000.00 357.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-10-01 4.000 1000.00 539.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-11-01 3.500 1024.00 469.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.500 1000.00 296.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-04-20 3.500 3000.00 432.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-04-20 3.000 2000.00 248.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-04-20 4.500 2000.00 187.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-05-20 3.500 6008.00 658.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-06-20 3.500 1021.00 122.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-06-20 4.500 3000.00 289.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-07-20 3.000 23483.00 3531.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-07-20 3.500 1120.00 135.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-08-20 3.000 1000.00 172.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-08-20 3.500 1068.00 135.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-08-20 5.500 1001.00 96.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-09-20 3.500 1000.00 126.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-10-20 3.500 1280.00 163.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-11-20 3.500 2048.00 276.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-12-20 3.000 10698.00 1639.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-09-20 6.000 241590.00 40950.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-01-20 5.500 2492.00 275.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-02-20 3.500 3000.00 406.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-04-20 4.000 1008.00 125.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-04-20 5.000 1000.00 133.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-05-20 3.500 1000.00 194.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-05-20 4.000 228094.00 29167.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-07-20 3.500 1000.00 150.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-10-20 3.000 3000.00 531.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-10-20 3.500 5035.00 843.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-10-20 4.000 1000.00 132.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-11-20 3.000 1000.00 188.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-12-20 3.500 421000.00 80085.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-20 3.000 268738.00 51141.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-20 3.500 293110.00 51654.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-20 4.000 2705998.00 344211.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-02-20 3.500 49308.00 7819.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-03-20 3.500 3139.00 511.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-20 4.000 3210599.00 440129.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-20 4.500 1000.00 119.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-20 5.000 2000.00 262.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.500 1000.00 151.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 5.000 1000.00 122.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.000 12991680.00 4928113.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.000 1000.00 291.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.000 15238629.00 4603531.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.500 4627530.00 2294916.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.000 1008.00 126.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.500 22496992.00 3462442.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-02-01 4.500 1000.00 9.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-05-01 4.500 1000.00 18.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-06-01 3.500 1000.00 171.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-02-01 3.000 1000.00 132.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-04-01 3.000 1008.00 88.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-05-01 3.000 1000.00 153.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-09-01 3.000 1000.00 111.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-07-01 3.500 1000.00 65.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-10-01 3.500 1000.00 66.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-11-01 3.000 1000.00 69.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-06-01 3.000 1000.00 146.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-05-01 3.000 1000.00 117.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-07-01 3.500 1000.00 168.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 3.500 1000.00 176.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 4.000 1000.00 172.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-11-01 3.500 1000.00 254.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-01-01 3.500 1024.00 208.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-03-01 3.500 1000.00 60.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-06-01 3.500 1138760.00 535350.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-10-01 4.000 25633568.00 8845642.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-01 4.000 1000.00 124.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-01 4.000 1008.00 390.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-12-01 4.500 9005856.00 3576657.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-01-01 4.000 1000.00 189.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-01-01 5.000 1000.00 219.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-02-01 5.000 1000.00 174.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-02-01 4.000 1000.00 234.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-04-01 5.000 1000.00 288.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-05-01 4.000 1000.00 409.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 3.500 1000.00 82.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 3.000 4323000.00 2008646.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-06-01 5.500 1000.00 16.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-04-01 5.500 1000.00 6.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-03-01 5.000 1000.00 68.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-06-01 3.500 1000.00 175.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-07-01 4.000 1000.00 80.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-04-01 3.000 1000.00 247.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-08-01 4.000 16405568.00 3371158.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-04-01 3.500 1024.00 438.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-08-01 3.500 1024.00 453.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-12-01 3.000 1000.00 358.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-08-01 4.000 1000.00 244.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-10-01 3.500 1000.00 187.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.500 1024.00 260.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-08-01 4.500 4239386.00 1498302.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-01 4.500 1000.00 247.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-01 5.500 1000.00 108.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-10-01 7.500 1000.00 1.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-05-01 6.000 1000.00 17.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-07-01 4.500 1000.00 110.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-04-01 2.500 1000.00 280.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-07-01 4.500 1000.00 167.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-11-01 3.500 1000.00 101.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-09-01 3.500 1000.00 101.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-07-01 3.500 1000.00 136.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-05-01 3.500 1000.00 139.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-09-01 4.000 1000.00 114.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-10-01 4.500 1000.00 157.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-06-01 3.500 1000.00 149.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-01 4.500 1000.00 139.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-03-01 4.500 1000.00 136.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-01 4.000 1000.00 143.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-01 3.500 1000.00 157.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-10-01 4.500 1000.00 166.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-07-01 5.000 1000.00 154.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-08-01 3.000 1000.00 52.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-20 3.500 874967.00 147704.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-20 5.000 2000.00 268.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-08-20 3.500 1819229.00 312593.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-20 3.500 6494208.00 1061567.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-20 4.000 1724000.00 255881.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-10-20 5.000 4152327.00 546244.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-11-20 3.000 1861206.00 344062.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-11-20 5.000 2115108.00 340698.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-20 3.000 993289.00 192336.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-20 3.500 3000.00 515.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-20 4.000 1693000.00 254457.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-20 5.500 1003.00 224.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-01-20 3.000 2016.00 389.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-20 4.000 2000.00 285.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-02-20 3.000 1003.00 192.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-02-20 5.000 1000.00 123.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-05-20 4.500 617480.00 65779.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-20 4.000 1000.00 125.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-05-20 4.500 2000.00 205.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-10-20 3.500 800000.00 134406.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-11-20 3.500 1898000.00 331430.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-20 4.000 2048.00 268.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-11-20 3.500 750000.00 125948.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-11-20 4.000 1000.00 213.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-02-20 4.500 1000.00 103.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-01-20 5.000 120323159.00 11448884.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-20 3.500 1001.00 128.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-20 5.000 2238.00 240.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-05-20 4.000 2000.00 232.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-05-20 5.000 1122.00 148.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-06-20 5.000 2006.00 256.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-07-20 3.500 1000.00 151.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-06-20 2.500 1000.00 192.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-07-20 4.000 1000.00 158.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-09-20 5.000 1024.00 195.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-01-20 2.000 1000.00 653.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-01-01 3.000 1000.00 44.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-10-01 2.500 1000.00 247.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-03-01 5.000 1000.00 11.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-09-01 3.500 1000.00 231.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-01-01 4.000 1000.00 227.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-02-01 3.500 1000.00 215.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-07-01 4.500 1000.00 219.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2029-09-01 5.000 1000.00 65.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-03-01 4.500 1000.00 204.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-11-01 4.000 1000.00 320.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-12-01 4.500 1000.00 209.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-04-01 4.000 1024.00 360.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-09-01 4.500 1000.00 178.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2030-06-01 3.000 1000.00 214.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-05-01 4.000 1000.00 201.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-06-01 3.500 1000.00 408.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-04-01 4.500 1000.00 367.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-01-01 4.500 1000.00 247.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.500 1024.00 274.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.000 1000.00 354.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-07-01 4.000 1000.00 317.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-07-01 4.000 1000.00 299.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-10-01 6.500 1000.00 10.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-07-01 6.000 1084000.00 466463.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-10-01 4.500 1000.00 127.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-09-01 5.500 1000.00 398.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 4.000 9086512.00 2834611.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-01-01 3.000 1000.00 461.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-10-01 3.000 1000.00 376.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-01 3.500 1000.00 372.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2023-04-01 5.000 1000.00 50.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 3.500 1000.00 264.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-05-01 4.500 1000.00 133.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-06-01 4.000 1000.00 134.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-06-01 3.500 1000.00 156.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-10-01 2.500 1000.00 490.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-11-01 2.500 1000.00 463.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 3.000 1200.00 614.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-02-20 2.000 2003.00 1302.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-20 2.500 1067.00 653.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-10-20 2.000 1000.00 135.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-03-20 4.000 1000.00 208.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-03-20 5.000 1002.00 200.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-04-20 2.000 1000.00 423.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-05-20 2.000 25684528.00 14312722.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-05-20 4.000 1000.00 289.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-20 3.500 9256300.00 3076287.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-07-20 3.000 1000.00 372.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-08-20 2.500 677000.00 298650.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-20 2.500 997000.00 473438.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 4.000 49998976.00 21489399.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 2.500 2003.00 1063.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-02-20 3.500 778957.00 357253.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 3.500 1023.00 458.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-12-20 2.500 55000.00 30257.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 4.500 364139.00 132343.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-20 2.000 1000.00 825.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-20 2.500 100000.00 85250.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-20 5.000 446210.00 437968.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-04-20 3.500 410238.00 235391.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-20 3.000 1008.00 660.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-20 3.000 56266996.00 38302328.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-20 3.500 50522080.00 33881211.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-20 3.000 1024.00 778.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-20 2.000 1949152.00 1504399.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-20 3.000 200000.00 154804.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-20 3.000 92398125.00 73713266.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-20 3.500 1140.00 979.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-20 2.000 1000.00 813.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-20 2.500 499000.00 415609.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-20 3.000 24996000.00 21445111.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-20 2.500 1031.00 870.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-20 3.500 13940599.00 12555723.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-06-01 3.500 1000.00 430.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-10-01 2.000 1000.00 634.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-10-01 2.000 1000.00 649.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-03-01 2.500 1000.00 874.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-09-01 4.000 1024.00 992.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-03-01 2.500 1000.00 289.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-07-01 2.500 1000.00 445.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-04-01 2.500 1000.00 611.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-10-01 2.000 1000.00 783.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-09-01 5.000 1000.00 1008.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-08-01 2.000 1000.00 623.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-10-01 2.500 1000.00 603.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-01 2.000 1096000.00 787036.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 3.000 1120.00 889.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 4.000 2000.00 1566.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-01-01 3.500 1008.00 653.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-01 3.000 1000.00 331.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-01 3.500 1000.00 563.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-02-01 3.500 1008.00 554.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-02-01 3.500 1000.00 600.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-04-01 3.000 1024.00 748.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.500 1000.00 723.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 3.000 1000.00 794.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-01 3.000 1024.00 799.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 3.000 1000.00 715.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-01 2.500 1000.00 773.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 3.000 1024.00 827.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 3.000 1024.00 777.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 3.000 1024.00 861.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 3.000 1000.00 798.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.500 1024.00 837.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.500 1024.00 874.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 2.500 1000.00 819.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 3.500 1024.00 881.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1024.00 873.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 19043326.00 16690204.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1024.00 894.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-20 4.500 4654713.00 4458514.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 4.500 1040966.00 1000424.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-07-20 2.000 1314552.00 992573.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-07-20 3.000 113545.00 105158.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 4.000 1497982.00 1408923.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 5.000 21724731.00 21406937.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.000 1000.00 942.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 4023.00 3884.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.500 40895012.00 41368558.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-20 3.500 99000.00 29874.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-20 3.500 2419.00 930.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-20 4.000 498000.00 143294.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-20 4.000 8282680.00 1304738.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-20 4.000 1001.00 932.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 998.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-20 3.500 1000.00 913.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 2.500 1000.00 830.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 4.500 4521464.00 4315377.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-20 4.000 1007174.00 948700.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-20 4.000 2531288.00 2381241.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 4.000 1125324.00 1058805.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 2356.00 2352.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 4.500 18697557.00 18118792.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 4.500 1007.00 972.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 4.500 1035.00 998.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 4958344.00 4788565.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 3.500 1000.00 892.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.000 390106.00 361476.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 4.500 4802861.00 4554101.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 4.500 1101136.00 1048414.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 996.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1000.00 979.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1608139.00 1605753.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 996.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 2000.00 1945.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 2000.00 1944.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1001.00 1002.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 998.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 996.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1000.00 979.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1934956.00 1868105.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 4.000 1899358.00 1789387.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 2773078.00 2768964.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1764568.00 1703609.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 4.000 3000.00 2778.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 2207957.00 2131678.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 4.500 1558558.00 1539981.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 986.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1000.00 979.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 1001.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 2907126.00 2895618.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 996.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-09-15 4.379 1000.00 987.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 4.500 750181.00 735406.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1162220.00 1127825.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-20 4.500 827435.00 352232.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2062-11-15 2.910 827952.00 736417.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-20 5.000 130321.00 46546.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-03-20 3.000 8295000.00 2141074.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 2.500 1000.00 711.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-03-20 5.500 1000.00 803.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 3.500 6441360.00 5158641.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2062-10-15 2.520 1000.00 861.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-20 3.500 1000.00 825.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 4.500 1142101.00 635367.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-09-20 3.500 1000.00 774.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-20 3.000 1000.00 404.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-20 4.000 597000.00 472477.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 3.000 1000.00 677.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-05-15 2.600 1116466.00 930835.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2063-03-15 2.569 1000.00 858.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2062-08-15 2.700 1000.00 869.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-20 4.500 225374.00 197685.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2062-12-15 2.410 1000.00 847.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-09-15 3.819 16800910.00 16018999.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-07-15 3.100 14134.00 12781.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1000.00 972.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1000.00 968.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-08-15 3.580 4414646.00 4140083.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-04-15 2.140 172892.00 144283.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-07-15 2.700 2000000.00 1754624.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-20 4.000 1000.00 943.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2058-01-15 3.230 1079.00 983.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-20 4.000 1000.00 938.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 860778.00 849381.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-20 4.000 7800570.00 7356647.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-20 4.000 1000.00 943.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 4.500 1004.00 974.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-20 4.000 1000.00 940.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-06-15 2.870 1000.00 887.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-09-15 4.200 1008.00 984.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-20 4.000 1000.00 880.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-20 4.000 1000.00 940.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 4.500 1000.00 971.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-09-20 4.000 1000.00 199.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1001.00 997.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 420570.00 416171.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 987.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 2544.00 2519.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 1006.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1000.00 1006.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-20 5.000 1001.00 1002.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-06-20 5.000 1000.00 42.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-12-20 5.000 1000.00 26.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-04-20 4.500 1005.00 18.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-11-20 4.000 2307977.00 159411.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-08-20 4.500 22645.00 1430.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-09-20 5.000 39549.00 2210.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 13275216.00 11915853.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-01 4.000 1000.00 930.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-01 4.000 1000.00 917.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 4.000 1000.00 934.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 4.000 1000.00 929.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 3.000 1024.00 886.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 4.500 1024.00 972.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.000 9798048.00 9066064.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-07-01 3.500 1000.00 123.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-08-01 4.000 11000.00 1597.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-10-01 3.000 1000.00 192.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-12-01 3.000 1000.00 226.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-01-01 2.500 1000.00 309.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-02-01 2.500 1000.00 306.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-04-01 3.500 9000.00 2441.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-04-01 4.000 1000.00 236.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-05-01 3.000 1000.00 323.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-05-01 3.500 1000.00 292.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-07-01 3.000 1000.00 359.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-01 3.000 1000.00 382.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-01 4.000 1000.00 317.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 1000.00 801.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-01 2.500 1024.00 672.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 3.000 1000.00 605.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-01 2.500 1000.00 700.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-01 2.500 1000.00 595.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.000 1407.00 916.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.500 1000.00 549.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 2.500 1000.00 572.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-01 2.000 1000.00 676.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 2.500 1000.00 750.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-01 2.500 1000.00 622.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-01 3.500 1000.00 887.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 3.000 1000.00 865.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.000 1008.00 984.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-01-01 3.000 1000.00 189.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-03-01 4.000 45479038.00 7879489.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-08-01 4.000 1000.00 165.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-01 3.500 1000.00 116.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-05-01 4.000 1000.00 245.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.500 1024.00 231.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-05-01 4.500 11726512.00 3688614.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-04-01 4.000 43237600.00 6100411.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-03-01 3.500 8513367.00 3159571.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-12-01 4.000 1000.00 394.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-01 4.500 13099024.00 3741760.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-03-01 4.000 13032272.00 3843566.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-08-01 3.500 1000.00 234.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-10-01 4.000 1000.00 378.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-11-01 3.500 7153630.00 3312992.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-10-01 4.000 1000.00 309.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-03-01 4.000 1000.00 324.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-09-01 3.500 10969761.00 3992685.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-11-01 3.500 9778060.00 5976751.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-01 4.500 17116625.00 3450497.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-06-01 4.000 1000.00 521.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-08-01 4.000 1000.00 308.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-12-01 7.000 1000.00 224.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-09-01 3.500 1000.00 231.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-08-01 4.500 1024.00 241.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-02-01 4.500 1024.00 287.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-12-20 5.875 1000.00 180.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-08-20 5.000 1000.00 224.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-10-01 2.500 1000.00 550.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-10-01 3.500 1000.00 568.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-12-01 3.500 5259011.00 3412670.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-01-01 3.000 6803138.00 3587256.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-01-01 3.500 1000.00 501.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-04-01 2.500 1000.00 548.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-03-01 3.000 1000.00 585.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-04-01 3.500 1000.00 532.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 2.500 9634330.00 6232667.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 2.500 1000.00 517.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.000 4500000.00 3211455.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-01 2.000 1000.00 679.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-01 2.000 936000.00 694055.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-01 2.500 4113640.00 3246848.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-01 2.500 1000.00 772.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 2.000 4516458.00 3403355.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 2.500 18025030.00 14248493.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 2.500 1000.00 806.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-10-01 2.500 4843160.00 3855431.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 3.000 1000.00 867.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 4686312.00 3856266.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 1000.00 808.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 1000.00 774.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 1280250.00 1031996.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 8218117.00 6611518.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 4229759.00 3579048.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-12-01 2.500 4986008.00 4143813.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-11-01 2.500 1000.00 822.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.000 10699568.00 9180348.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.000 1099151.00 945254.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 2.500 1000.00 827.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-01-01 3.000 1008.00 867.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 3.000 1008.00 860.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-01 3.000 9070928.00 7189385.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 3.500 1000.00 901.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 9558560.00 8557911.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1000.00 875.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 3.500 1000.00 902.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 3.500 1000.00 902.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-03-01 2.500 1000.00 827.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 10128254.00 9138841.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 2.500 1024.00 843.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1024.00 912.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 4.000 1008.00 912.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.000 1000.00 873.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.000 1024.00 881.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.000 13677520.00 11988466.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.000 1000.00 873.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1000.00 904.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1008.00 905.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.000 1000.00 873.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 3.500 1008.00 911.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-01 3.500 1024.00 906.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 4.500 4520914.00 4108033.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 4.000 1000.00 891.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-05-01 3.000 9608209.00 8417951.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 3.500 1000.00 905.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 4.500 1000.00 966.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 5.000 1000.00 869.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 5.000 1008.00 973.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 5.500 1000.00 1012.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 4.000 1000.00 919.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 5.000 1000.00 986.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 5.500 1000.00 1011.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 5.000 1000.00 970.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 4.500 1000.00 916.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 5.000 1000.00 983.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 5.000 1008.00 989.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 4.500 4058028.00 3930453.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 5.000 2000.00 1962.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 5.000 1008.00 990.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 5.000 1000.00 987.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.000 1000.00 937.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.000 1000.00 935.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.500 1000.00 960.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.500 79899008.00 76749307.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 5.000 1000.00 981.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 5.000 1024.00 994.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 5.000 1000.00 984.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.000 1000.00 942.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 4.000 1008.00 942.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 4.500 1008.00 969.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.500 1000.00 1026.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 6.000 1000.00 1029.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 4.500 1008.00 974.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.500 1000.00 1016.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.000 1000.00 996.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.500 1000.00 1017.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-10-01 6.000 1000.00 1032.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.500 1000.00 1008.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-01 5.500 1000.00 1012.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 6.000 1000.00 1032.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 6.000 1000.00 1029.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 6.000 1000.00 1038.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 6.000 1000.00 1030.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 6.000 1000.00 1039.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 6.000 1000.00 1029.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.500 2825275.00 2839578.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-10-01 6.000 1008.00 1052.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-10-01 6.000 1000.00 1048.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-10-01 6.000 1000.00 1033.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-10-01 6.000 1000.00 1032.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-03-01 2.500 1000.00 328.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-02-01 3.000 1000.00 504.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2036-01-01 2.000 1000.00 601.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-01 3.000 1000.00 181.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-11-01 3.500 1024.00 538.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-08-01 5.000 1000.00 205.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-05-01 2.500 1000.00 577.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-09-01 2.000 1000.00 712.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-09-01 4.000 1000.00 333.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-01 2.500 1000.00 594.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-01 2.500 1000.00 683.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-01 3.000 1024.00 718.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-01 2.500 1000.00 721.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-01 2.500 1000.00 680.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-01 2.500 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Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-01 3.000 1000.00 831.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-01 3.000 1000.00 782.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 2.000 1008.00 721.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 2.500 1000.00 760.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-09-01 3.000 1000.00 835.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 2.500 1008.00 725.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-01 2.000 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strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.250 1100.00 1041.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 6600.00 6008.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.125 799800.00 890560.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-31 1.625 1000.00 914.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.625 24200.00 22079.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-15 1.500 900.00 897.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-15 0.125 13595900.00 13957350.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 1.375 10200.00 9584.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 1.125 499700.00 464914.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-15 0.250 100.00 98.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 0.500 100.00 85.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.625 2100.00 1665.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-07-15 0.125 16459000.00 16903253.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-31 0.375 400.00 337.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.625 900.00 708.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 0.250 300.00 266.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-15 0.125 490000.00 469799.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.875 11999800.00 9637042.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-15 0.125 3999300.00 3808715.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 0.625 18800.00 15850.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 0.375 500.00 443.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-12-31 0.125 483000.00 479204.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-01-15 0.125 4990900.00 5007848.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-31 0.750 999600.00 845558.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-31 3.346 156000.00 156887.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 1.125 700.00 570.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.125 200.00 189.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-28 0.500 1400.00 1237.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 0.750 8300.00 7383.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-15 0.375 200000.00 188731.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-15 0.125 4000000.00 4242427.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 1.625 999900.00 849029.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 1.250 4999900.00 4329636.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 0.750 24200.00 21480.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-06-30 1.250 421600.00 363877.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-06-30 0.875 22100.00 19658.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 5809800.00 5651445.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 3.326 12000.00 12069.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-31 1.000 3000000.00 2540860.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 31000000.00 28867471.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-31 1.125 329500.00 280255.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 0.875 29900.00 26372.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 0.250 1400.00 1345.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.625 100.00 93.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-15 0.125 2004000.00 2035926.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 0.375 400.00 384.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-31 1.125 19000.00 16979.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-15 1.000 100.00 93.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-12-31 1.375 7500.00 6467.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.250 13100.00 11708.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 0.875 12600.00 12063.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-01-15 0.125 5370100.00 5007078.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-28 1.875 7300.00 6460.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-03-31 2.375 18700.00 16993.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 2.625 105000.00 102196.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-15 0.125 9780000.00 9517276.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-05-15 2.875 235900.00 221548.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.500 7000.00 6859.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-31 2.625 6700.00 6367.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-07-15 0.625 717000.00 670360.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-31 2.750 3209900.00 3046543.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 6810.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 0.000 1630.35 1065.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-02-15 0.000 2000.00 1279.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 600.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 0.000 13322.33 7839.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-06 0.000 3407100.00 3405975.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-03 0.000 161200.00 160816.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-26 0.000 499900.00 494346.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-17 0.000 105100.00 104701.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-05 0.000 20025400.00 19853982.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-13 0.000 1142200.00 1108842.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-12 0.000 1703400.00 1687694.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-09 0.000 500.00 493.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-10-11 0.000 1000.00 999.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-12-06 0.000 362200.00 360194.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-12-27 0.000 950700.00 943552.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-03 0.000 5000.00 4957.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-01-24 0.000 431000.00 426083.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 9777.04 6193.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2022-11-15 0.000 261991.39 261063.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-02-15 0.000 50957.88 50273.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 0.000 781061.46 753789.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 0.000 12970.61 12667.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 128752.55 122979.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.000 22163.40 20714.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 1076.00 996.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 229067.23 209942.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 0.000 15333.10 13764.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 1.00 0.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 0.000 75938.50 66821.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 5000.00 4353.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 0.000 3000.00 2563.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 5000.00 4232.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 443088.96 346677.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-05-15 0.000 3544.57 2152.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 0.000 489.38 376.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.000 989601.00 728060.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 402.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 0.000 15000.00 5368.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 525.59 184.57 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0300 300000000.00 300000000.00 0.0026 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+ 2022-10-03 2024-04-30 2024-04-30 N N N 0.0327 2296985689.00 2296985689.00 0.0202 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+ 2022-10-03 2022-10-31 2022-10-31 N N N 0.0336 400112284.00 400112284.00 0.0035 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+ 2022-10-03 2023-01-31 2023-01-31 N N N 0.0334 2532505231.30 2532505231.30 0.0223 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+ 2022-10-03 2023-04-30 2023-04-30 N N N 0.0333 3441962526.47 3441962526.47 0.0303 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+ 2022-10-03 2023-07-31 2023-07-31 N N N 0.0332 2257626714.20 2257626714.20 0.0199 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+ 2022-10-03 2023-10-31 2023-10-31 N N N 0.0333 900952452.00 900952452.00 0.0079 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CFD8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2022-10-03 2024-07-31 2024-07-31 N N N 0.0336 2617623470.11 2617623470.11 0.0231 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 0.0129 196204955.89 196204955.89 0.0017 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 0.0029 90826705.97 90826705.97 0.0008 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2022-10-06 /S/Robert Svagna Robert Svagna Treasury Manager