N-MFP2 0000740766 XXXXXXXX 2023-03-31 0000740766 S000000128 7 N N 002-89359 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst@Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Government/Agency Exempt Government N 11 69 108861543246.99 104963814025.09 95800336011.05 95180708247.64 94227068742.31 112347052309.16 108258777708.10 100613296156.85 100966018431.42 99387947634.13 0.8580 0.8572 0.7624 0.7610 0.7598 0.8854 0.8841 0.8007 0.8073 0.8014 5924904218.26 117764409420.53 117764409420.53 323139042.40 527707423.34 123484745257.85 123485649835.42 1.0000 0.0485 1.0000 1.0000 1.0000 1.0000 1.0000 C000000287 10000000.00 98606667518.09 98607409461.26 1.0000 1.0000 1.0000 1.0000 1.0000 6824033651.45 17388354501.37 14701996139.72 18844702254.48 21355698575.09 19237954867.19 14068943491.56 15203639929.57 15248966511.08 15741378403.81 72199638368.90 86416029956.42 0.0471 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. 2,594,657.56. C000000286 10000000.00 7851838117.99 7851858984.00 1.0000 1.0000 1.0000 1.0000 1.0000 223676650.12 171661569.46 789701911.84 715984560.88 1303584849.19 713389651.32 461347129.76 289347524.30 662322947.11 820770863.35 3440633488.02 2711154169.31 0.0446 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. 193,727.74. C000000288 10000000.00 2754773713.57 2754830123.34 1.0000 1.0000 1.0000 1.0000 1.0000 202340924.35 197228137.61 224498344.09 194720984.12 170266597.79 231439061.64 161431444.30 292744933.46 281607267.02 136009339.19 1040144577.55 1052142456.02 0.0461 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. 69,350.11. C000000289 10000000.00 2129145450.45 2129159213.27 1.0000 1.0000 1.0000 1.0000 1.0000 48811767.60 12104451.66 297784384.95 94499194.01 1967143700.44 1834198023.20 237553161.89 200932868.74 369974300.97 371224465.63 2921267315.85 2512959003.24 0.0431 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. 54,248.25. C000223301 1000.00 4982039044.09 4982074036.66 1.0000 1.0000 1.0000 1.0000 1.0000 269552048.35 17762885.75 203818452.65 301634631.76 440044895.92 209749577.65 121572594.68 194825009.52 144819357.54 224185447.74 1179807349.14 948157552.42 0.0391 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. 127,646.82. C000223302 2500.00 2758224892.12 2758243609.62 1.0000 1.0000 1.0000 1.0000 1.0000 188059448.03 57006497.83 110729406.81 66916419.28 101992284.69 59280613.88 196603004.50 23934482.76 72121747.03 63652051.18 669505891.06 270790064.93 0.0445 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. 66,034.2. C000233952 50000000.00 4402056521.54 4402074407.27 1.0000 1.0000 1.0000 1.0000 1.0000 443184428.06 276562578.74 1116977685.60 1387354449.65 1152225335.42 1113662855.69 1139381360.41 877126541.20 1002217886.04 1588138669.35 4853986695.53 5242845094.63 0.0471 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. 233,126.09. ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-05-31 1.250 20869608.00 18567026.99 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-11-30 1.250 22677014.00 20778431.34 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-04-30 2.875 55534002.00 53766543.71 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-05-31 2.750 6732.00 6450.86 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-06-30 3.250 54601722.00 53758186.03 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-08-31 3.125 8243198.00 8013167.21 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2046-08-15 2.250 18326.00 13683.25 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-08-15 2.750 34.00 27.99 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2049-05-15 2.875 227902.00 194677.33 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-05-15 2.875 55999836.00 54399982.56 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-05-15 2.375 53992306.00 50620683.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-02-15 2.000 483276.00 465139.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-08-15 2.000 37196.00 35577.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2026-05-15 1.625 2096950.00 1970931.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-01-31 2.250 2062134.00 2028123.48 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-04-30 0.375 41727792.00 38707710.77 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-04-30 0.500 48438100.00 42564623.64 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-08-31 0.500 1046146.00 909037.26 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 340000000.00 340000000.00 0.0028 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL 563 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA-Agency Mortgage-Backed Securities 2052-03-20 4.000 1607959.50 1486332.69 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2042-08-20 3.500 1709605.50 1477267.31 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2049-08-20 4.000 1500026.25 1429568.31 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2047-08-20 4.500 1532702.25 1440551.51 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2037-02-20 5.500 1401838.50 1442213.02 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2049-06-20 4.500 1952280.75 1432567.61 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2047-04-20 4.000 1533587.25 1449332.03 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2051-06-20 3.000 1623552.00 1444859.07 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2045-03-20 4.000 1537106.25 1479584.15 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2045-08-20 3.500 1626174.00 1442471.47 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2051-08-20 2.500 1396605.75 1196280.04 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2051-07-20 3.000 8663625.00 7812839.08 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2048-06-20 3.000 1579271.25 1428589.53 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2041-07-20 5.000 40731.00 41319.31 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2038-11-20 6.000 1418775.00 1485226.91 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2063-03-20 6.500 1442334.00 1486404.03 Agency Collateralized Mortgage Obligation GINNIE MAE-Agency Mortgage-Backed Securities 2036-10-20 2.750 9249450.00 201395.56 Agency Collateralized Mortgage Obligation GNMA-Agency Mortgage-Backed Securities 2035-10-20 2.750 2238697.50 54069.98 Agency Collateralized Mortgage Obligation GINNIE MAE-Agency Mortgage-Backed Securities 2038-04-15 5.000 1891491.75 568680.48 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-11-20 1.288 73068000.00 442408.58 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-10-20 4.500 51699086.25 1052644.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2070-02-20 0.018 39630000.00 1025391.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2069-09-20 0.026 30471840.75 675449.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2068-08-20 0.006 57488483.25 1168919.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2068-06-20 0.000 166633.50 3768.31 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2058-09-16 0.632 97098964.50 508263.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2060-02-16 0.592 56261280.00 1161610.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2071-06-20 0.793 65645178.75 1492547.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2070-10-20 0.027 66439566.00 1894128.17 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-10-20 1.338 80999500.50 2467940.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-02-20 1.338 34573455.75 1159341.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-09-20 1.338 20992500.00 842661.12 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2069-11-20 0.015 54375000.00 1473851.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-04-20 4.000 11683500.00 701686.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-01-20 1.288 12514689.00 436890.43 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-03-20 1.238 10656474.75 495436.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-03-20 4.500 22983224.25 1629556.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-05-20 4.500 33606945.75 2937262.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-06-20 1.338 33723788.25 1547031.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 59076303.75 2625841.92 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-08-20 2.500 41148600.00 2512976.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-07-20 3.500 27935789.25 2505529.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-12-20 3.500 69224575.50 7651878.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 9999999.75 1187400.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 101219499.75 9422899.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 0.000 111515807.25 797415.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 0.000 75000000.00 713552.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 1.538 80183818.50 4223180.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-06-20 1.538 17557433.25 970464.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 56250000.00 5441654.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-16 4.250 19125000.00 2114669.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-12-20 1.538 34390044.75 3282528.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 18750000.00 2004326.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2071-07-20 0.511 48149778.75 822950.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2071-07-20 0.466 56009307.00 1078066.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2072-03-20 1.168 101110837.50 5066076.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2072-03-20 0.436 36750000.00 869661.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2072-03-20 0.000 24881496.00 1143169.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2072-05-20 0.913 77006766.75 3261521.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2072-09-20 1.126 109722116.25 6151515.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2072-09-20 1.271 61709883.00 4063270.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 5.000 33294987.00 4447474.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 2.500 28647580.50 2824825.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 21000000.00 2206235.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 15732000.00 1340927.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 13360815.75 2107903.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 3.500 82500000.00 7526278.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-01-20 0.000 37500000.00 662527.53 Agency Collateralized Mortgage Obligation USTR-U.S. Treasuries (including strips) 2031-08-15 1.250 7140000.00 5981037.60 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-08-20 1.338 6035361.75 621186.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-12-16 1.272 6386446.50 422877.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 42707571.75 4738073.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-06-20 1.560 15557625.00 718572.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-07-20 1.440 124949441.25 6529298.90 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 150000000.00 150000000.00 0.0012 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC 580 0000312070 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2023-08-15 6.250 100.00 101.47 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2024-11-15 7.500 151900.00 163913.73 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2025-08-15 6.875 193300.00 207729.14 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2026-08-15 6.750 273000.00 300079.53 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2026-11-15 6.500 700.00 780.32 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2027-02-15 6.625 326100.00 361813.32 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2027-08-15 6.375 596100.00 663372.04 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2027-11-15 6.125 355200.00 399599.30 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2028-08-15 5.500 1100.00 1202.33 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2028-11-15 5.250 500.00 549.66 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 5.250 300.00 326.31 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-08-15 6.125 3949000.00 4527649.93 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2030-05-15 6.250 5880200.00 6990291.57 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2036-02-15 4.500 405900.00 451580.23 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2037-02-15 4.750 3701000.00 4222935.30 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2038-02-15 4.375 368200.00 403385.44 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2038-05-15 4.500 2910500.00 3261267.86 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2040-08-15 3.875 2200.00 2253.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2040-11-15 4.250 2000000.00 2167449.70 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2041-02-15 4.750 1900.00 2164.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2041-05-15 4.375 100.00 109.85 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2042-05-15 3.000 3831700.00 3424462.01 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2042-08-15 2.750 8548900.00 7253660.78 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2043-05-15 2.875 10534400.00 9151097.43 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2043-08-15 3.625 3758900.00 3639870.96 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2043-11-15 3.750 583000.00 579947.64 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2044-05-15 3.375 100.00 93.62 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2044-11-15 3.000 3371200.00 2959818.25 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2045-02-15 2.500 200.00 159.08 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2045-05-15 3.000 9611200.00 8421561.40 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2045-11-15 3.000 300.00 262.65 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2046-05-15 2.500 543200.00 433061.99 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2046-11-15 2.875 12479000.00 10694254.72 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2047-02-15 3.000 37400.00 32454.80 U.S. Treasuries (including strips) United States Treasury Bonds-U.S. Treasuries (including strips) 2047-05-15 3.000 200.00 175.08 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2047-08-15 2.750 1000.00 828.99 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2047-11-15 2.750 200.00 167.31 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2048-02-15 3.000 2676100.00 2327929.77 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2048-08-15 3.000 3800.00 3308.32 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2049-08-15 2.250 100.00 74.88 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2049-11-15 2.375 1000.00 775.43 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2050-05-15 1.250 300.00 174.32 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2050-11-15 1.625 2575700.00 1654032.04 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2040-11-15 1.375 900.00 621.17 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2051-02-15 1.875 200.00 135.96 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2051-05-15 2.375 8256500.00 6364363.27 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2051-08-15 2.000 1389300.00 972465.45 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2041-08-15 1.750 4956000.00 3577563.29 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2051-11-15 1.875 8823000.00 6020675.78 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2041-11-15 2.000 4905200.00 3715006.25 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2052-02-15 2.250 1622900.00 1205131.14 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2042-05-15 3.250 26022800.00 24194644.81 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2052-08-15 3.000 3800.00 3326.41 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2053-02-15 3.625 14400000.00 14255669.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2023-08-31 1.375 2762700.00 2728946.12 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-08-31 1.875 100.00 96.70 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-11-30 2.125 120800.00 117473.03 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-12-31 2.250 393800.00 382717.64 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-01-31 2.500 160200.00 156032.65 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2028-02-15 2.750 2097700.00 2015469.19 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-03-31 2.625 1055800.00 1025770.93 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-04-30 2.750 3298500.00 3331646.60 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-05-31 2.875 80200.00 78950.08 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-05-31 2.750 900200.00 905647.54 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-06-30 2.625 325400.00 325969.20 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-08-31 2.750 7499300.00 7458515.62 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-09-30 3.000 2361900.00 2306076.49 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-10-31 3.000 11243600.00 11115364.62 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-10-31 2.875 446000.00 446834.64 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-11-30 2.875 711600.00 710021.67 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-12-31 2.625 522800.00 518546.10 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-02-28 2.500 1856600.00 1788986.30 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-04-30 2.375 5236200.00 5064147.72 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-06-30 1.875 1000.00 944.42 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2024-02-15 2.750 609800.00 601577.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2025-08-15 2.000 1000.00 957.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2026-02-15 1.625 3000800.00 2821829.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2023-04-30 1.625 9853300.00 9898756.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2026-05-15 1.625 13652100.00 12839076.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2023-09-30 1.375 3688600.00 3629327.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2023-10-31 1.625 35000.00 34627.29 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2023-12-31 2.250 5976900.00 5903066.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2024-01-31 2.250 1123700.00 1105093.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2023-11-15 2.750 18640000.00 18600287.32 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 2024-04-30 2.000 4100.00 4019.72 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 2024-06-30 2.000 106600.00 103896.23 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-06-30 2.750 5233200.00 5122465.57 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-07-31 2.875 7005800.00 6861268.75 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-07-31 1.875 21584000.00 20323190.91 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-08-31 1.375 4100100.00 3780568.08 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-09-30 1.500 1000000.00 958648.00 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-10-31 1.625 45300.00 42284.93 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-11-30 1.625 14395900.00 13403227.63 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-01-31 1.375 12686600.00 12086435.29 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-02-28 1.125 400.00 362.45 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-04-15 0.250 34800.00 34792.65 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-04-30 0.375 2172500.00 2015689.44 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-05-15 0.125 100.00 99.52 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-05-31 0.250 19467700.00 17954106.64 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-06-30 0.250 12324800.00 11349360.44 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-07-15 0.125 3500.00 3455.60 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-07-31 0.375 200.00 173.37 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2030-08-15 0.625 13199200.00 10730760.43 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-08-15 0.125 25097800.00 24679091.73 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-09-15 0.125 6102300.00 5979633.68 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-09-30 0.250 21710800.00 19830883.53 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-10-15 0.125 16249000.00 15864231.62 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2030-11-15 0.875 900.00 745.40 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-11-15 0.250 841300.00 819139.50 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-11-30 0.625 26500800.00 23083352.49 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-01-15 0.125 695000.00 670668.03 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2031-02-15 1.125 8143000.00 6846523.68 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-02-15 0.125 14901000.00 14325179.66 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-03-15 0.250 9650200.00 9256825.96 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-03-31 0.750 10178300.00 9291332.40 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-04-30 0.750 1440000.00 1314497.45 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-06-30 0.875 89600.00 81703.85 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-06-30 0.125 17176400.00 16994394.97 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-07-31 0.125 724800.00 714141.61 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-08-31 0.125 3000000.00 2944716.89 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2028-08-31 1.125 18122900.00 15881889.06 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-09-30 0.250 5062400.00 4953107.84 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2028-10-31 1.375 2000.00 1780.36 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-10-31 1.125 25000000.00 22867366.98 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-11-30 0.500 222400.00 216625.18 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-12-31 0.750 24095900.00 23434579.37 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-03-31 2.250 16598000.00 16204643.99 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-04-30 2.500 2000000.00 1976088.35 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2032-05-15 2.875 5715000.00 5483926.00 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-05-31 2.500 3882700.00 3825132.91 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-06-30 3.000 9999900.00 9887906.75 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2029-07-31 2.625 26231900.00 24853185.82 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-08-31 3.125 25100800.00 24562826.42 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-09-30 4.125 17197200.00 17481039.78 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-11-15 4.500 5837600.00 6011403.31 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-11-30 3.875 2720800.00 2777526.45 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-12-31 3.875 9185900.00 9347635.93 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-01-31 4.125 7572500.00 7611188.40 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-02-15 4.000 1279300.00 1288467.30 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-02-28 4.625 5590200.00 5658551.70 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2028-02-29 4.000 9866500.00 10052469.36 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-03-15 4.625 2000.00 2045.26 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2030-03-31 3.625 10198400.00 10218327.67 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2028-03-31 3.625 1000100.00 999183.90 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-03-31 3.875 2200.00 2190.38 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 700000000.00 700000000.00 0.0057 N Y Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 2IGI19DL77OX0HC3ZE78 12816 0000800030 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2024-10-15 0.125 55900.00 63645.53 Agency Mortgage-Backed Securities USTR-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2027-04-30 0.500 10400.00 9138.92 Agency Mortgage-Backed Securities USTR-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2024-10-31 4.870 200.00 201.40 Agency Mortgage-Backed Securities USTR-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 2030-03-31 3.625 4948100.00 4951217.30 Agency Mortgage-Backed Securities Freddie Mac-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2038-10-01 3.601 13991449.00 411020.53 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2031-05-01 2.500 29514.00 8251.41 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-11-01 4.000 1008.00 300.29 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-04-01 4.000 7439168.00 2070743.31 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-12-01 4.000 1024.00 197.76 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 4.000 1024.00 260.90 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2032-09-01 3.000 1024.00 315.55 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 4.000 1000.00 93.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-04-01 4.000 1000.00 96.38 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-12-01 3.000 1000.00 230.15 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-07-01 2.500 242129.00 132632.30 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-08-01 2.000 1000.00 592.62 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-08-01 2.000 1000.00 588.34 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-10-01 2.500 1000.00 569.77 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.500 1000.00 888.46 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-11-01 4.500 4277113.00 4152705.27 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-01-01 2.500 2680513.00 810047.62 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-09-01 3.500 1000.00 415.58 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-08-01 4.500 59401373.00 13305927.12 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 4.000 5024361.00 859929.07 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-12-01 3.000 22374.00 14687.46 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 4.000 1002.00 913.98 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-05-01 4.000 3518.00 3358.66 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-07-01 5.000 3120476.00 3007459.81 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-07-01 4.500 1766243.00 1722480.81 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-08-01 5.000 1001.00 920.63 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-09-01 5.000 3432464.00 3443440.28 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-08-01 4.500 6806546.00 6587514.90 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-09-01 4.500 1000.00 964.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2053-02-01 6.000 4624695.00 4740338.40 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2053-03-01 5.000 3050457.00 3072860.68 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2053-03-01 5.000 1000.00 1007.39 Agency Mortgage-Backed Securities FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2037-10-07 3.609 467000.00 435131.60 Agency Mortgage-Backed Securities FCSB-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2046-08-03 2.649 29000.00 19803.38 Agency Mortgage-Backed Securities FCSB-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2041-12-16 2.919 1528000.00 1153237.62 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-07-01 3.000 7000.00 3685.04 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-05-01 2.500 120394.00 86916.24 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-04-01 2.000 54414.00 39265.84 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 2.500 4528992.00 3667269.89 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-05-01 3.000 9937845.00 8539534.35 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-05-01 4.500 3398657.00 3236656.92 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-09-01 4.500 85844.00 83020.13 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-05-01 2.000 2394350.00 1784022.95 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-06-01 2.000 1296618.00 933812.15 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2023-10-15 6.500 39.00 0.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2024-01-15 7.000 8.00 0.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2024-05-15 7.500 7060.00 79.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2027-07-15 7.000 4237.00 75.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2028-02-15 6.500 2.00 0.01 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2028-12-15 6.000 1.00 0.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2031-02-15 6.000 25.00 0.50 Agency Mortgage-Backed Securities FMAC-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2040-07-13 2.220 2000.00 1375.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-12-01 3.500 325000.00 38999.43 Agency Mortgage-Backed Securities FEDERAL NATL MTG ASSN GTD MTG-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-12-01 3.500 325000.00 30149.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-04-01 3.500 275000.00 29376.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-07-01 5.500 1004.00 92.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2029-10-01 3.500 800566.00 103661.62 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2030-09-01 3.000 8822220.00 1794404.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-04-01 3.500 505000.00 41717.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-08-01 3.500 7212.00 917.24 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-06-01 3.000 2110.00 501.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2033-08-01 3.500 1000.00 184.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2032-06-15 6.500 460973.00 11352.38 Agency Mortgage-Backed Securities Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-02-25 1.224 269176.00 444.94 Agency Mortgage-Backed Securities FMAC-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2037-05-15 1.615 100000000.00 79620.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2034-12-01 3.664 5580.00 78.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2046-04-01 4.000 23598.00 5567.01 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2058-05-01 3.000 19733.00 7729.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-10-01 4.500 12793456.00 4086898.38 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2041-06-01 2.000 3580556.00 2704019.62 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2036-10-01 2.089 34210.00 26653.54 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-09-01 4.000 1039.00 960.74 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-07-01 4.000 218187.00 76740.71 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 2.000 11503125.00 8731476.87 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-12-01 3.000 432884.00 346125.72 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-05-01 3.500 1000.00 881.43 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.000 792775.00 675483.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-03-01 3.500 1731.00 1511.41 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 4.000 20765013.00 18259251.23 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 3.000 2032.00 1693.59 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-04-01 4.000 1024.00 936.74 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-07-01 4.000 793199.00 720911.35 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-12-01 6.000 1000.00 1003.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-12-01 6.500 25940.00 26167.60 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-09-01 4.500 20113.00 19145.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-11-01 5.000 5802.00 5690.52 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2053-02-01 5.500 10760706.00 11039505.92 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2053-02-01 6.000 1000.00 1040.98 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-07-01 4.500 3672448.00 1344253.19 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-11-01 4.000 1008.00 515.79 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-03-01 3.500 2066.00 1334.76 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-11-01 2.000 645669.00 494139.35 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2037-03-01 2.000 1000.00 792.59 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-06-01 4.500 51775.00 49168.72 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-06-01 4.000 4300000.00 4016427.33 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2052-10-01 5.000 2849649.00 2821767.08 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2053-01-01 6.000 1837974.00 1909321.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2053-02-01 4.500 6045.00 5910.43 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2053-03-01 5.000 1012.00 1010.61 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2035-01-01 3.435 1754.00 92.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2040-10-01 3.500 17953.00 813.80 Agency Mortgage-Backed Securities FAMC-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 2050-01-21 3.200 462000.00 344852.14 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-10-20 3.000 1000.00 188.22 Agency Mortgage-Backed Securities Ginnie Mae (HMBS)-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2063-07-20 4.033 1551120.00 249426.22 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-09-20 3.000 1000.00 167.79 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2048-11-20 5.000 3253676.00 276786.81 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-08-15 3.000 1000.00 171.30 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2069-08-20 3.649 395884.00 212573.83 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-04-20 4.000 135181.00 35009.00 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-01-20 3.500 24408.00 20223.22 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-01-20 4.500 1000.00 386.70 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2043-10-20 3.500 719818.00 581213.00 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2045-10-20 4.500 335082.00 161372.33 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2049-06-20 5.000 2375664.00 1616139.15 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2047-09-20 4.000 180793.00 125104.35 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2042-07-20 4.000 1002.00 585.01 Agency Mortgage-Backed Securities Ginnie Mae (HMBS)-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2064-01-20 4.700 2000.00 570.11 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2044-10-20 3.500 1000.00 165.01 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2051-02-20 2.500 1000.00 609.78 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 2050-12-20 3.000 123116.00 77867.78 Agency Mortgage-Backed Securities GNMA-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2045-08-20 0.000 5000000.00 13074.91 Agency Mortgage-Backed Securities GNMA-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2062-10-16 1.038 100096.00 6110.48 Agency Mortgage-Backed Securities GNMA-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 2063-05-16 0.934 100000.00 7726.72 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0481 130000000.00 130000000.00 0.0011 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 5.000 3742980.00 3770661.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 5.500 1789430.00 1835408.21 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-03-01 5.000 1041966.00 1060038.55 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 5.000 1520871.00 1550821.00 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-03-01 5.000 1524262.00 1550885.77 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 5.000 1695905.00 1712612.49 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 5.500 1936550.00 1977444.77 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 5.500 1023071.00 1069102.37 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 5.000 1860597.00 1864553.86 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 6.500 2670340.00 2806881.60 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 6.000 1961885.00 2032934.66 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2049-12-01 3.000 12000000.00 5058606.38 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2040-02-01 4.500 70000000.00 6770210.05 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2040-04-01 5.000 50000000.00 1832886.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2041-02-01 4.000 76200000.00 6602677.52 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2034-02-01 5.000 11402629.00 443301.07 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2042-08-01 3.000 45000000.00 6100783.42 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2046-08-01 3.500 2663306.00 643713.80 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2051-09-01 4.000 3828623.00 3006381.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2051-09-01 4.000 2983054.00 2393841.56 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-02-01 4.000 1757511.00 1524443.65 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-04-01 4.000 1288806.00 1233169.30 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-04-01 4.000 6842977.00 6385189.39 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-05-01 4.500 2010371.00 1768362.91 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-05-01 4.000 6100608.00 5488824.55 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-06-01 4.000 6215721.00 5884849.74 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-06-01 4.000 1175829.00 1117291.65 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-07-01 4.500 1015337.00 975179.81 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-07-01 4.500 1095076.00 1074312.29 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-06-01 3.500 6007741.00 5491269.71 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-06-01 4.000 1107846.00 1042981.15 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-07-01 4.500 1041139.00 945121.21 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-07-01 4.500 1314474.00 1282418.94 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-08-01 4.500 3522605.00 3458618.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-08-01 4.500 3178320.00 3100071.59 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-08-01 5.000 2017000.00 1909525.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-08-01 4.500 2102687.00 2016619.63 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-08-01 4.000 2186767.00 1987087.95 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-08-01 4.000 1300969.00 1244190.78 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-09-01 4.500 1104765.00 1014272.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-09-01 4.500 1489246.00 1420068.49 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-01 4.500 1150816.00 1068842.66 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-01 4.000 1133458.00 1080007.56 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-01 6.000 1136801.00 1181837.61 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-01 5.500 1099902.00 1130215.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-01 4.500 1703636.00 1669286.64 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-01 5.000 4966669.00 4771230.18 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-11-01 5.500 1013297.00 1049089.24 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-01 4.500 1071946.00 1054060.87 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-01 5.000 1175122.00 1188805.94 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-11-01 5.000 1141405.00 1158400.25 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-11-01 4.500 1075421.00 1061690.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-12-01 4.500 1023032.00 929429.30 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-12-01 6.000 1051596.00 1097018.27 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-01-01 6.000 2262350.00 2353800.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-01-01 6.000 3024931.00 3151518.51 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-01-01 6.000 2489632.00 2585402.81 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-12-01 6.000 1114281.00 1168419.44 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.000 1055250.00 1045391.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1020781.00 1060209.57 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.000 1290202.00 1311494.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1682050.00 1736917.42 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-01-01 6.000 3088445.00 3204547.31 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1080100.00 1114890.05 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1050249.00 1085049.95 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 4.500 1107455.00 1087691.97 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 4.000 1752005.00 1680992.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1560936.00 1627913.84 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 2216004.00 2297412.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1073594.00 1131920.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1163119.00 1202079.57 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.500 1029661.00 1097327.63 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1003440.00 1039783.82 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1011537.00 1059937.61 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1081544.00 1124625.06 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1125838.00 1168046.06 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1036564.00 1073290.58 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1167090.00 1203216.06 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1020802.00 1052805.34 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1323278.00 1379877.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 6.000 1148560.00 1197311.09 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1535432.00 1562653.34 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 1469100.00 1497946.18 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-03-01 5.500 1725972.00 1782606.89 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-03-01 5.500 1315555.00 1353190.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-03-01 5.500 2650974.00 2748432.64 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 4.500 2136953.00 2103952.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-04-01 6.000 4186276.00 4321815.05 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 175000000.00 175000000.00 0.0014 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA 36977 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR-U.S. Treasuries (including strips) 2023-06-22 0.000 499100.00 493920.83 Agency Mortgage-Backed Securities USTR-U.S. Treasuries (including strips) 2024-09-30 1.500 699900.00 670957.73 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2037-10-01 6.500 5630656.00 92659.62 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2042-12-01 3.500 44647167.00 6096736.52 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2044-01-01 4.500 6071600.00 1062709.76 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2047-09-01 3.500 57876000.00 8722681.58 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2041-09-01 4.000 12281639.00 1132217.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2042-06-01 3.500 4112995.00 897245.21 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2043-03-01 3.000 34073927.00 6692746.55 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2047-11-01 4.000 5301548.00 1660783.12 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2032-12-01 3.000 1000000.00 218897.30 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2042-10-01 4.000 14054388.00 2320033.15 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2038-03-01 4.500 5270141.00 5218536.51 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 3.500 3300000.00 2831089.78 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 4.000 1600000.00 1410108.95 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 2.000 3094266.00 2479699.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.000 25834948.00 24131088.02 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 3.500 1000.00 911.40 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-12-01 4.000 32211.00 30486.32 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 2.000 1000.00 790.34 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 2.000 3608217.00 2869932.37 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 4.000 28128.00 25622.67 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-10-01 5.500 22088223.00 21608157.54 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 5.500 1000.00 997.87 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-11-01 5.000 13332.00 12969.47 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-12-01 4.000 128567.00 121184.51 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 6.500 1118844.00 1118568.33 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-03-01 6.000 669767.00 685767.73 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-03-01 6.500 3138676.00 3250543.64 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-02-01 4.000 456882.00 434160.73 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-03-01 4.000 8703203.00 8281436.42 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-02-01 7.000 1000.00 1013.06 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-03-01 4.000 458150.00 438006.67 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2047-02-01 4.000 84858000.00 22832896.68 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2042-02-01 4.000 51910915.00 7119236.83 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2046-03-01 4.000 260412.00 91036.64 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2046-08-01 3.500 4592044.00 852750.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2049-03-01 4.500 11000000.00 4012503.41 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2048-01-01 3.500 1000.00 313.36 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2044-12-01 3.500 19999228.00 6155261.22 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-10-01 2.000 2777067.00 2090684.93 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-01-01 1.500 1000.00 761.85 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.000 1000.00 947.04 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.000 1000.00 914.38 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.000 27405.00 25959.89 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 4.000 44397.00 41531.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 4.000 1000.00 934.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 5.000 1503000.00 1487966.73 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-10-01 3.000 148698.00 131557.71 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-10-01 4.000 1008.00 927.68 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 5.500 1067.00 1079.95 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-02-01 5.000 3588677.00 3495224.48 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-06-01 2.500 2149.00 565.81 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-02-01 4.000 7750000.00 730653.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-05-01 5.500 4615544.00 1302.89 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-08-01 3.500 6600576.00 1538324.13 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2042-08-01 3.500 2611307.00 742689.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-07-01 3.500 1883936.00 619911.22 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-10-01 3.500 4115404.00 820916.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-02-01 4.500 49998151.00 2972367.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-11-01 4.000 11095090.00 3033755.17 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-10-01 3.000 5890000.00 1294979.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-06-01 3.500 971731.00 241466.87 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2043-09-01 4.000 3615289.00 1042334.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2044-09-01 4.000 5710319.00 1159808.39 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 6.000 2716.00 65.28 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2047-02-01 4.000 1121465.00 697372.98 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-03-01 4.000 2182089.00 790310.56 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-03-01 4.000 2551486.00 1207457.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-05-01 4.500 3324485.00 2020972.48 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-11-01 4.000 1181250.00 526265.32 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-01-01 4.500 553615.00 245083.07 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-12-01 4.500 1051225.00 422736.93 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2033-01-01 3.500 1074751.00 587512.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2033-04-01 4.000 1874025.00 790605.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-02-01 4.000 1985200.00 734377.03 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-09-01 3.500 7643690.00 2926876.79 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2033-08-01 3.500 1152242.00 518130.41 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2033-07-01 3.500 1037936.00 528057.97 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-08-01 4.000 1774415.00 717661.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-08-01 4.000 42158731.00 12160730.65 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2038-10-01 4.000 1825000.00 727111.54 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-02-01 3.500 1000.00 390.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-11-01 4.500 1339900.00 616098.40 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-02-01 4.500 1706293.00 533457.07 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2034-05-01 3.500 3045471.00 949217.21 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-09-01 3.000 9741903.00 3740658.99 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-12-01 2.500 6720000.00 4488805.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-10-01 3.000 672881.00 533330.56 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-12-01 2.000 1900000.00 1467538.11 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 4.000 1000.00 903.76 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-02-01 4.000 339002.00 318589.56 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-09-01 4.000 286209.00 264651.65 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-12-01 4.000 228925.00 217817.70 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-12-01 4.000 44099.00 41897.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.500 421843.00 409441.16 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-02-01 4.000 943339.00 897463.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-07-01 4.000 4920725.00 4663340.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-09-01 4.000 52619.00 49899.83 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 5.000 1499000.00 1489269.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 5.000 2004000.00 1968835.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 4.000 190426.00 181106.88 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 6.000 4582977.00 4629358.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2038-01-01 5.000 36958.00 36942.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 5.000 8265560.00 8237538.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 4.500 7383652.00 7235270.12 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-09-01 4.000 38904081.00 12880656.05 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2033-02-01 3.500 20990546.00 6222545.37 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-09-01 4.000 6952179.00 3065293.48 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-02-01 3.000 10000000.00 6974378.40 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-01-01 3.000 26383400.00 21302708.47 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-11-01 3.000 44997.00 37301.41 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-12-01 1.500 1000.00 580.69 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 5.000 23283485.00 22320962.25 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-11-01 5.000 3300.00 3267.30 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 4.000 100444.00 95450.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-12-01 6.000 4282831.00 4352753.12 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-04-01 5.000 8307096.00 6270159.34 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-11-01 2.500 158642.00 129162.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 4.000 135277.00 127547.34 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-11-01 4.000 1000.00 949.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2049-02-01 5.500 80148.00 3710.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-04-01 3.500 39868844.00 4088549.35 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-08-01 1.500 684120.00 494471.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 2.000 1305828.00 1024903.52 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2042-04-01 2.500 7601761.00 6299657.91 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-07-01 4.500 1000.00 934.40 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-07-01 2.000 713283.00 574355.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2039-09-01 5.500 312450245.00 9728816.85 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2043-11-20 4.000 6645.00 504.63 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2047-02-20 3.000 100000000.00 19972170.72 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-03-20 3.500 8873192.00 7984360.26 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-09-20 2.000 1000.00 822.96 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-10-20 5.500 4559839.00 4594933.41 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2050-03-20 5.000 50000.00 26667.47 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-03-15 4.000 437661.00 409997.20 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2032-08-20 6.000 2208172.00 13477.34 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2037-09-20 6.000 1401950.00 17877.94 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-09-01 4.000 28806764.00 26768956.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 4.000 108346.00 101348.57 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 4.500 33651.00 32063.43 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2037-11-01 3.500 86019.00 78898.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-12-01 5.000 46136272.00 45188738.52 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 4.000 9052760.00 8585130.32 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 6.000 486100.00 490824.96 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 6.500 1114513.00 1128691.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-02-01 4.000 341029.00 323940.74 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-02-01 5.500 202066.00 201859.51 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-02-01 6.000 1020830.00 1023890.14 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-02-01 6.500 21324356.00 21543893.33 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 5.000 17670018.00 17645751.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 4.000 3415670.00 3249969.13 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 7.000 1071.00 1103.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 6.000 939414.00 961856.60 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 6.500 885915.00 917490.48 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2043-03-01 5.000 753931.00 760756.83 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2038-03-01 4.500 5856220.00 5847535.22 Agency Mortgage-Backed Securities Y 2023-04-03 2023-04-03 2023-04-03 N Y DAIWA SECURITIES CO LTD 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0481 500000000.00 500000000.00 0.0040 N Y Y N - N/A - DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 36035 0001074042 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR-U.S. Treasuries (including strips) 2029-01-15 0.875 103421100.00 119999933.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2024-01-15 0.625 94271600.00 119999923.63 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-10-15 0.125 105396200.00 119999959.40 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-04-15 0.125 106977300.00 119999909.87 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2032-01-15 0.125 122482600.00 119999994.73 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-10-15 1.625 113199900.00 116870967.72 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2033-02-15 3.500 48127900.00 48129398.87 U.S. Treasuries (including strips) Y FITCH'S RATING F2 MOODY'S RATING NR S&P RATING A-2 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 750000000.00 750000000.00 0.0061 N Y Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ET2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-24 2023-04-24 2023-04-24 N N N 0.0430 543571794.80 543571794.80 0.0044 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384FH7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-05-08 2023-05-08 2023-05-08 N N N 0.0476 1493382150.00 1493382150.00 0.0121 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384GH6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0492 130990867.92 130990867.92 0.0011 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384GY9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-06-16 2023-06-16 2023-06-16 N N N 0.0492 222804411.75 222804411.75 0.0018 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384LT4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-09-15 2023-09-15 2023-09-15 N N N 0.0510 230963665.60 230963665.60 0.0019 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384FE4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-05-05 2023-05-05 2023-05-05 N N N 0.0476 388393605.60 388393605.60 0.0031 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384SW0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-02-09 2024-02-09 2024-02-09 N N N 0.0499 761423002.56 761423002.56 0.0061 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384JP5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-07-25 2023-07-25 2023-07-25 N N N 0.0504 592202568.01 592202568.01 0.0048 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384LX5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-09-19 2023-09-19 2023-09-19 N N N 0.0511 195629590.00 195629590.00 0.0016 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384TY5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-03-06 2024-03-06 2024-03-06 N N N 0.0532 390273545.42 390273545.42 0.0031 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMXL1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-04-27 2023-04-27 N N N 0.0486 169003310.71 169003310.71 0.0014 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMYB2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-04 2023-05-04 N N N 0.0486 115003405.15 115003405.15 0.0009 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMA36 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-19 2023-05-19 N N N 0.0486 108004006.80 108004006.80 0.0009 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENYN4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-06-10 2024-06-10 N N N 0.0487 199922292.00 199922292.00 0.0016 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENHT0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-07-20 2023-07-20 N N N 0.0487 20003481.40 20003481.40 0.0002 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+ 2023-04-03 2023-07-31 2023-07-31 N N N 0.0476 325116792.00 325116792.00 0.0026 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM5N8 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-08-21 2023-08-21 N N N 0.0484 220020636.00 220020636.00 0.0018 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EM6F4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-09-27 2023-09-27 N N N 0.0485 160027004.80 160027004.80 0.0013 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENGX2 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-12-13 2023-12-13 N N N 0.0488 26010225.54 26010225.54 0.0002 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EN2V1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-11-25 2024-11-25 N N N 0.0501 80078411.20 80078411.20 0.0006 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENT83 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-07-18 2024-07-18 N N N 0.0491 35028647.15 35028647.15 0.0003 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENGH7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-11-07 2023-11-07 N N N 0.0488 45001192.50 45001192.50 0.0004 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+ 2023-04-03 2023-04-10 2023-04-10 N N N 0.0485 349999265.00 349999265.00 0.0028 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMG71 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-09 2023-05-09 N N N 0.0485 85002164.10 85002164.10 0.0007 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133END98 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-08-01 2024-08-01 N N N 0.0492 120103257.60 120103257.60 0.0010 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EMVK5 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-04-05 2023-04-05 N N N 0.0486 345000434.70 345000434.70 0.0028 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENJQ4 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-12-27 2023-12-27 N N N 0.0488 41986352.10 41986352.10 0.0003 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENXM7 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-05-24 2024-05-24 N N N 0.0487 124963680.00 124963680.00 0.0010 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENWG1 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-05-09 2024-05-09 N N N 0.0487 30011601.60 30011601.60 0.0002 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENXG0 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-05-24 2024-05-24 N N N 0.0487 31009404.47 31009404.47 0.0003 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EN6L9 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2025-01-23 2025-01-23 N N N 0.0499 75123842.25 75123842.25 0.0006 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133ENUG3 U.S. Government Agency Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-04-12 2024-04-12 N N N 0.0487 46019991.60 46019991.60 0.0004 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUH56 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-07-06 2023-07-06 N N N 0.0487 450016461.00 450016461.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUC69 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-04-21 2023-04-21 N N N 0.0484 391997103.12 391997103.12 0.0032 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATRU3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-04-27 2023-04-27 N N N 0.0488 100001036.00 100001036.00 0.0008 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATPV3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-04-19 2024-04-19 N N N 0.0491 425012418.50 425012418.50 0.0034 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVFB3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-06-22 2023-06-22 N N N 0.0492 810012093.30 810012093.30 0.0066 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVEP3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-07-14 2023-07-14 N N N 0.0491 2795114175.75 2795114175.75 0.0226 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUGA6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-06-06 2023-06-06 N N N 0.0486 410002521.50 410002521.50 0.0033 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUM50 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-10-19 2023-10-19 N N N 0.0489 512042557.44 512042557.44 0.0041 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVJ86 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-06-29 2024-04-26 2024-04-26 N N N 0.0523 799767720.00 799767720.00 0.0065 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATTQ0 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-01 2023-05-01 N N N 0.0488 500007875.00 500007875.00 0.0040 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVEN8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-06-14 2023-06-14 N N N 0.0490 1600022496.00 1600022496.00 0.0130 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AULJ1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-07-18 2023-07-18 N N N 0.0487 675015876.00 675015876.00 0.0055 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATTJ6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-01 2023-05-01 N N N 0.0488 420005002.20 420005002.20 0.0034 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUMK7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-08-23 2023-08-23 N N N 0.0488 405009963.00 405009963.00 0.0033 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUFB5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-04 2023-05-04 N N N 0.0485 445996003.84 445996003.84 0.0036 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATRV1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-07-25 2023-07-25 N N N 0.0489 200016608.00 200016608.00 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUG81 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-07-05 2023-07-05 N N N 0.0487 400014816.00 400014816.00 0.0032 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUG65 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-05 2023-05-05 N N N 0.0485 224998089.75 224998089.75 0.0018 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVER9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-11-14 2023-11-14 N N N 0.0492 935070321.35 935070321.35 0.0076 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUMX9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-26 2023-05-26 N N N 0.0486 560000907.20 560000907.20 0.0045 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130ATV87 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-08 2023-05-08 N N N 0.0488 190004499.20 190004499.20 0.0015 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUFD1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-10-04 2023-10-04 N N N 0.0489 450043938.00 450043938.00 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUBG8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-06-05 2023-06-05 N N N 0.0486 150000654.00 150000654.00 0.0012 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUMP6 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-06-20 2023-06-20 N N N 0.0486 350006825.00 350006825.00 0.0028 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVES7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-03-14 2024-03-14 N N N 0.0494 510147976.50 510147976.50 0.0041 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AMMK5 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-05-19 2023-05-19 N N N 0.0485 121998919.08 121998919.08 0.0010 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVEQ1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-09-14 2023-09-14 N N N 0.0491 2800129612.00 2800129612.00 0.0227 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUMT8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-09-19 2023-09-19 N N N 0.0488 250010932.50 250010932.50 0.0020 N N N N - N/A - FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 36036 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2039-11-15 4.375 6724900700.00 7385786712.34 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2040-02-15 4.625 2993090000.00 3351166966.16 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2040-08-15 3.875 8233996400.00 8392047505.98 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2041-02-15 4.750 15176786400.00 17200876166.72 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2042-02-15 3.125 7161730100.00 6452005100.27 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2050-11-15 1.625 1360277600.00 866341721.97 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2052-02-15 2.250 14772627800.00 10879431840.37 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2032-05-15 2.875 3652525500.00 3495543989.94 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 58000000000.00 58000000000.00 0.4697 N Y Y N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 37035 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 50000000.00 47189419.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 50000000.00 47189419.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 50000000.00 47189419.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 9879000.00 9323685.53 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 50000000.00 47189419.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 50000000.00 47189419.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 50000000.00 47189419.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 50000000.00 47189419.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-02-15 0.000 50000000.00 47189419.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2028-11-30 0.000 50000000.00 44412078.32 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2028-11-30 0.000 50000000.00 44412078.32 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2028-11-30 0.000 50000000.00 44412078.32 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2028-11-30 0.000 22965000.00 20398467.57 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2028-11-30 0.000 50000000.00 44412078.32 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-03-31 0.000 50000000.00 46476529.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-03-31 0.000 50000000.00 46476529.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-03-31 0.000 50000000.00 46476529.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-03-31 0.000 50000000.00 46476529.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-03-31 0.000 4122000.00 3831525.12 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-03-31 0.000 50000000.00 46476529.88 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0485 805000000.00 805000000.00 0.0065 N Y 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 USTR-U.S. Treasuries (including strips) 2023-05-11 0.000 375000.00 373107.00 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2038-09-01 5.000 15204992.00 151744.25 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2041-05-01 4.500 818000.00 35545.60 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2044-02-01 4.500 635000.00 101721.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2042-08-01 4.000 675000.00 104067.14 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2030-09-01 2.500 28642.00 6121.02 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2035-12-01 5.000 711073.00 31278.44 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2037-06-01 5.000 2094544.00 21827.04 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2038-06-01 6.000 6572872.00 135097.94 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2036-01-01 5.000 715000.00 23179.98 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2044-03-01 5.000 1067782.00 33069.17 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2044-10-01 4.000 62295424.00 10958128.11 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 4.000 13552960.00 12744905.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2049-10-01 3.500 5133992.00 871781.89 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 3.500 153000.00 134203.57 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2036-06-01 3.000 1908958.00 811535.59 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2033-03-01 3.000 1200000.00 220651.19 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2044-01-01 4.000 943447.00 124050.91 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2048-10-01 4.000 98000.00 8619.47 Agency Mortgage-Backed Securities FREDDIE MAC-Agency Mortgage-Backed Securities 2045-11-01 4.500 850000.00 128386.39 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-01-01 3.500 49025.00 18017.66 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-07-01 3.000 10349.00 6560.86 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-08-01 3.000 66516.00 45063.14 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-03-01 2.000 300000.00 203707.01 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-10-01 2.500 358000.00 278344.70 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-12-01 3.000 7897.00 6914.67 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-01-01 3.500 2146680.00 1955588.11 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 3.500 881882.00 808804.00 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-07-01 4.000 108000.00 99723.94 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 3.000 14340.00 12739.23 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-12-01 4.000 527005.00 501870.89 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 7.000 1560416.00 1588732.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2036-11-01 1.500 39826.00 32157.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2049-07-01 3.500 22817728.00 2491448.09 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2049-08-01 5.000 286887.00 48998.35 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-01-01 3.500 6500000.00 1369030.51 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-03-01 2.500 7273448.00 6137944.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2037-10-01 4.000 76437.00 73204.12 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-03-01 5.500 5100000.00 43299.04 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-03-01 5.500 2499759.00 15122.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2026-01-01 5.500 228655.00 11372.73 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-01-01 4.000 301567.00 11611.08 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-02-01 4.500 3350000.00 170545.77 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2041-03-01 4.000 6662264.00 537428.92 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-04-01 5.000 1634170.00 53413.37 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-05-01 3.500 320565.00 19682.60 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2040-03-01 5.500 301822.00 52380.88 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-09-01 5.000 706398.00 74325.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-03-01 4.500 1050252.00 354351.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-05-01 4.500 84000.00 10926.30 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2042-06-01 4.000 100000.00 27059.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-07-01 4.000 216000.00 24957.32 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2045-11-01 3.500 520873.00 98753.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-01-01 4.000 146000.00 14955.26 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-02-01 4.000 190900.00 24293.98 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2046-08-01 3.000 101115.00 13817.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2036-11-01 3.000 767000.00 149281.76 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2031-11-01 2.000 90000.00 24787.15 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-12-01 3.000 251474.00 96719.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-10-01 4.000 141000.00 17748.01 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2032-07-01 7.500 11607472.00 19091.01 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2033-05-01 5.000 8047056.00 64681.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2034-05-01 5.500 6106072.00 71960.86 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2035-02-01 5.500 8600000.00 109380.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2033-10-01 6.500 570000.00 13767.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2035-02-01 5.500 2124328.00 81736.72 Agency Mortgage-Backed Securities FEDERAL NATL MTG ASSN GTD MTG-Agency Mortgage-Backed Securities 2035-09-01 5.500 3713872.00 125474.09 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 5.500 1900000.00 18353.70 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2036-05-01 6.000 6038260.00 54538.40 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2047-01-01 3.500 67000.00 14168.71 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2046-08-01 4.000 1420000.00 376948.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2057-02-01 4.000 31095.00 11001.01 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 450000.00 213010.43 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-05-01 4.000 464000.00 114037.25 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-09-01 3.500 75000.00 19938.61 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-01-01 3.500 480000.00 184893.79 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-09-01 5.000 126000.00 17027.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2045-12-01 4.500 206000.00 52086.51 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2041-07-01 5.000 581000.00 161815.69 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2045-11-01 4.000 567000.00 168176.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-11-01 3.500 795000.00 206754.59 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-02-01 4.000 3121452.00 545300.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-07-01 5.000 531000.00 151953.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2032-12-01 3.500 914000.00 251113.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2045-06-01 5.000 118000.00 32983.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-05-01 3.000 2193224.00 570784.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2035-09-01 1.500 6638000.00 3765070.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-02-01 2.000 100000.00 70224.92 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-02-01 2.000 100000.00 67042.79 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2032-03-01 2.770 7122000.00 6202737.34 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2033-03-01 6.000 1750648.00 1787574.69 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 2.500 2812092.00 2063561.86 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-01-01 3.000 380000.00 300809.58 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-02-01 3.500 969920.00 863075.49 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 7211112.00 6593292.82 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-09-01 4.000 2774720.00 2560277.37 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 4.000 575890.00 547151.41 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-11-01 5.500 109251.00 108132.21 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-12-01 5.500 7610760.00 7292470.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 5.500 2368020.00 2417344.06 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 5.500 2054370.00 1956705.50 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2032-08-01 2.500 1597406.00 802371.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-07-01 4.500 1402000.00 397495.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-12-01 5.000 5697800.00 1460004.90 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-01-01 3.000 1407000.00 384354.93 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-08-01 2.500 273394.00 176534.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-04-01 3.500 32871360.00 29075800.98 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2042-08-01 4.500 1301536.00 1174465.19 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2042-11-01 4.500 3520452.00 3411172.11 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2039-08-01 4.500 276500.00 92127.10 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-09-01 3.000 502432.00 257466.94 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-06-01 3.500 141000.00 20712.59 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-01-01 4.500 1730000.00 349343.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-08-01 4.000 108000.00 34396.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-08-01 2.500 540000.00 410967.86 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-11-01 2.500 45000.00 34576.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 2.500 175000.00 140569.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-08-01 5.000 1000000.00 19249.00 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-04-01 5.000 1036672.00 12448.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-09-01 5.500 4523160.00 94072.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-10-01 6.500 775000.00 8710.36 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-02-01 5.500 3934184.00 245615.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-05-01 5.000 87742848.00 1728701.46 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-08-01 5.500 845000.00 20137.33 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2028-10-01 6.500 24463040.00 99997.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2025-05-01 4.000 1487492.00 15346.93 Agency Mortgage-Backed Securities FEDERAL NATL MTG ASSN GTD MTG-Agency Mortgage-Backed Securities 2042-07-01 4.000 1000000.00 131311.96 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-10-01 4.500 900000.00 170500.99 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-01-01 3.500 700000.00 125268.96 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-07-01 3.500 367000.00 51163.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-09-01 3.500 15682.00 10289.66 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2031-09-01 1.500 185000.00 131568.42 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-06-01 3.000 53000.00 6726.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-01-01 3.500 591000.00 106953.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2040-07-01 2.500 13218.00 5652.11 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-04-01 3.500 69000.00 60049.87 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2038-01-01 4.500 5732888.00 5524136.28 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-12-01 7.000 445290.00 436424.07 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-02-01 7.000 6823208.00 6743035.54 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 6.500 144001.00 149133.43 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2037-04-01 5.500 374000.00 9767.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2038-08-01 5.000 1040702.00 21723.72 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-06-01 5.000 291961.00 31503.93 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2040-11-01 4.000 193557.00 15534.33 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2040-11-01 4.000 624717.00 79723.04 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2042-09-15 3.000 400000.00 92411.99 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2047-06-20 4.500 1508338.00 172979.98 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2036-07-20 2.000 1474720.00 1180287.89 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-08-20 4.500 3413520.00 3307711.25 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-10-20 4.500 10064000.00 9809162.17 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-12-20 5.500 107643904.00 108584623.35 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2045-10-20 3.500 145000.00 33805.83 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2047-05-20 4.500 1497940.00 237962.16 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2050-03-20 3.500 1109310.00 847646.46 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2048-06-20 4.500 10580832.00 4045068.38 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2047-08-20 3.500 18910688.00 9552941.93 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2049-06-20 4.500 2869064.00 1485873.25 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2064-02-15 4.120 1541052.00 1511188.46 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2047-02-20 3.500 16204864.00 12411179.35 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2050-01-20 3.500 1740046.00 1459930.79 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2057-04-15 2.549 2992064.00 2566608.84 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2045-01-20 3.000 152000.00 34923.41 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2053-01-20 6.000 7116560.00 7340006.95 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2053-03-20 6.500 1776304.00 1869429.69 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2046-07-20 3.000 307000.00 108702.28 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2034-10-20 5.500 1000000.00 20053.01 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2030-04-15 8.500 2524375.00 7964.08 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2029-02-15 5.500 1303832.00 8635.79 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities 2030-05-20 3.000 7725368.00 226877.40 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2035-07-15 4.500 265539.00 15763.70 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING NR S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0477 300000000.00 300000000.00 0.0024 N Y Y N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB-Agency Debentures and Agency Strips CYYGQCGNHMHPSMRL3R97 2039-04-25 3.359 694375.00 608580.10 Agency Mortgage-Backed Securities FCSB-Agency Debentures and Agency Strips CYYGQCGNHMHPSMRL3R97 2040-08-13 1.950 19527750.00 13023466.55 Agency Mortgage-Backed Securities FCSB-Agency Debentures and Agency Strips CYYGQCGNHMHPSMRL3R97 2035-08-20 1.690 1358500.00 988710.48 Agency Mortgage-Backed Securities FCSB-Agency Debentures and Agency Strips CYYGQCGNHMHPSMRL3R97 2025-05-14 0.500 10312500.00 9533945.20 Agency Mortgage-Backed Securities FCSB-Agency Debentures and Agency Strips CYYGQCGNHMHPSMRL3R97 2037-07-20 5.059 10443125.00 10232972.19 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2050-02-20 3.000 41810810.93 8894254.75 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2051-10-20 2.500 206250000.00 160960294.61 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2052-12-20 7.000 18867024.00 19488242.39 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2049-07-20 4.500 1759549.00 669533.74 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0479 220000000.00 220000000.00 0.0018 N Y Y N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC CYYGQCGNHMHPSMRL3R97 36020 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2052-03-01 3.000 36457408.00 30376363.50 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2048-09-01 4.500 100068479.00 23691852.74 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2050-07-01 3.000 63924352.00 41347448.70 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2052-09-01 4.000 42038336.00 39608488.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2052-11-01 5.000 7000000.00 6930643.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2053-03-01 4.500 45704256.00 44778682.85 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2050-02-01 4.500 1050588.00 245346.24 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities CYYGQCGNHMHPSMRL3R97 2052-07-01 4.500 70941824.00 68021175.31 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 250000000.00 250000000.00 0.0020 N Y Y N - N/A - ING (US) FUNDING LLC ING (US) FUNDING LLC 36685 0001017255 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR-U.S. Treasuries (including strips) 2030-03-31 3.625 17240500.00 17251361.51 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 3.000 76908190.00 69625215.13 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 6.000 2991680.00 3050855.64 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-07-01 2.500 2945.00 2141.30 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-12-01 4.000 1005256.00 955035.84 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-02-01 5.500 13682685.00 13724793.68 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-04-01 4.500 1117650.00 1101428.42 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-10-01 2.000 5012697.00 3310803.49 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2042-04-01 2.500 3990.00 3292.52 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-04-01 4.573 256605.00 753.85 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 2044-10-01 3.646 1885.00 97.14 Agency Mortgage-Backed Securities Fannie Mae-Agency Mortgage-Backed Securities 2045-01-01 3.698 6428.00 500.54 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2045-12-01 4.000 1001.00 351.95 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2030-01-01 2.430 5440.00 4788.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-12-01 4.000 1000.00 415.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2049-09-01 3.500 467402.00 233205.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.500 1975160.00 1795902.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2037-05-01 2.500 126339.00 111960.82 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 5.000 1005.00 990.18 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-10-01 2.500 5352672.00 3402150.00 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-11-01 3.000 36987655.00 26344925.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-12-01 2.500 72237568.00 47900962.95 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-05-01 2.500 1000.00 735.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 1000.00 897.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 4.000 2093100.00 1953055.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 6.000 33930672.00 35361194.47 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2036-12-01 2.500 9919744.00 7871377.41 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 4.500 1000.00 950.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 4.500 34679983.00 33006003.15 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-12-01 3.500 42223650.00 38981637.43 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 6.000 1024.00 1015.58 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2036-02-01 5.000 1650.00 32.44 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2032-01-01 2.500 1576.00 396.34 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2027-02-01 2.000 1000.00 158.33 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-05-01 3.000 1055.00 622.53 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 300000000.00 300000000.00 0.0024 N Y Y N - N/A - ING (US) FUNDING LLC ING (US) FUNDING LLC 3TK20IVIUJ8J3ZU0QE75 36685 0001017255 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-07-13 0.000 8987000.00 8865100.33 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2042-02-15 0.750 100.00 114.69 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2042-11-15 2.750 100.00 84.73 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2048-11-15 3.375 7825800.00 7323208.01 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2050-08-15 1.375 436800.00 258578.72 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2050-11-15 1.625 200.00 127.37 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2040-11-15 1.375 597900.00 410320.68 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2042-05-15 3.250 1000.00 924.80 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2042-11-15 4.000 200.00 206.28 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2028-02-15 2.750 900.00 863.89 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2028-08-15 2.875 999900.00 962184.24 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2028-11-15 3.125 10281300.00 10094235.15 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2025-08-15 2.000 7459800.00 7135231.10 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-08-31 1.250 100.00 95.75 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2029-11-15 1.750 17771300.00 15998534.37 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-12-31 1.750 3199900.00 3079330.41 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-11-15 0.250 200.00 194.70 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2023-12-15 0.125 4830700.00 4680581.21 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2025-12-31 0.375 100.00 91.01 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2028-01-31 0.750 18368100.00 15998842.41 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2026-04-30 0.750 11618600.00 10599549.47 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2024-09-15 0.375 800.00 755.00 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2025-01-15 1.125 622900.00 590857.90 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2029-01-31 1.750 100.00 90.14 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 3TK20IVIUJ8J3ZU0QE75 2029-07-31 2.625 16910000.00 15999959.85 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-05 2023-04-05 2023-04-05 N N N 0.0480 100000000.00 100000000.00 0.0008 N N Y N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 690353W37 U.S. Government Agency Debt Y 2023-04-10 2023-04-10 2025-06-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0498 22500000.00 22500000.00 0.0002 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903533N5 U.S. Government Agency Debt Y 2023-04-10 2023-04-10 2030-03-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0498 17500000.00 17500000.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903534U8 U.S. Government Agency Debt Y 2023-04-10 2023-04-10 2026-09-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0518 17500000.00 17500000.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903534Y0 U.S. Government Agency Debt Y 2023-04-10 2023-04-10 2030-10-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0518 11194444.45 11194444.45 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903538B6 U.S. Government Agency Debt Y 2023-04-10 2023-04-10 2026-09-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0494 8750000.00 8750000.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 6903534J3 U.S. Government Agency Debt Y 2023-04-10 2023-04-10 2025-09-15 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0518 4210526.32 4210526.32 0.0000 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 90376PBG5 U.S. Government Agency Debt Y 2023-04-10 2023-04-10 2028-06-20 N Y U.S. GOVT. SECURITIES 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0498 17769231.34 17769231.34 0.0001 N N N N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-05-01 3.500 5610000.00 5018322.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-04-01 3.500 9200000.00 8213007.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-08-01 4.000 32806208.00 26230781.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-03-01 2.500 279681.00 223566.18 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-04-01 1.500 128208.00 96341.40 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-08-01 3.500 245896960.00 226674478.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-06-01 3.500 72387200.00 66337255.71 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-09-01 4.500 1870000.00 1795582.55 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-08-01 2.000 1110502.00 964372.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-12-01 3.000 199420928.00 173274020.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-11-01 3.500 16335320.00 14861456.10 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 4.000 67947136.00 63199553.90 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 5.500 34664064.00 34840104.25 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-07-01 2.500 182779648.00 156182424.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 4.500 40038400.00 38908592.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-03-01 7.000 9830000.00 113163.20 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-01-01 5.500 2034000.00 41915.45 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-07-01 6.500 10190220.00 67235.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-12-01 5.500 1650000.00 75630.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-09-01 3.000 200000.00 74976.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-10-01 5.000 18250000.00 123870.87 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-10-01 6.000 23000000.00 106012.57 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-09-01 6.000 17999986.00 68551.99 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-12-01 6.000 3287600.00 183350.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-02-01 4.500 14927376.00 220821.07 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-07-01 4.500 275000.00 27194.90 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-10-01 3.500 238323.00 28396.56 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-01-01 2.500 227670.00 46663.10 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-07-01 5.000 170000.00 5727.29 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2031-11-01 4.000 1956442.00 164093.61 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-08-01 4.500 600000.00 131908.91 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2043-10-01 4.500 300000.00 56833.66 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-12-01 4.500 478721.00 76315.14 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-10-01 4.000 2597000.00 152657.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-12-01 4.000 18856992.00 1896717.38 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-08-01 4.000 64436.00 9793.64 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-09-01 4.000 246900.00 131461.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-10-01 3.000 325415.00 68115.03 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2031-11-01 2.500 3205000.00 541474.71 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-01 3.000 355000.00 98970.14 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-03-01 4.500 42000.00 5998.90 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-10-01 3.500 1048328.00 334363.07 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-03-01 3.500 1106000.00 186166.13 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-03-01 4.000 5584000.00 845869.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-02-01 3.000 895000.00 81390.88 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-04-01 3.000 53000.00 10102.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-03-01 4.000 116972.00 78357.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-05-01 4.000 700000.00 83197.49 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-05-01 5.000 574147.00 59403.20 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-06-01 4.000 2171000.00 237656.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-10-01 2.000 99727488.00 75248230.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 2.000 511962624.00 393419854.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-07-01 4.500 3478000.00 523266.12 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-07-01 3.000 100000.00 8570.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-08-01 3.000 69000.00 10551.26 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-08-01 3.500 429000.00 69223.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-11-01 3.000 13530000.00 2666351.05 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-10-01 5.000 1120888.00 255110.19 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-12-01 3.000 14484000.00 3083858.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-01-01 2.000 3188188.00 1398555.35 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-07-01 3.000 50000.00 17931.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-10-01 2.000 33000000.00 15688301.46 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-10-01 1.500 2800000.00 1638492.49 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-11-01 2.500 11000.00 5943.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-01-01 1.500 2000000.00 1319348.96 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-02-01 2.000 4654248.00 3116426.96 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-05-01 3.000 35730000.00 21083615.60 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-06-01 3.500 423000.00 227671.83 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-02-01 1.500 50000.00 38631.99 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-02-01 2.000 1286032.00 1018234.01 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-03-01 2.000 270000.00 210393.15 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-07-01 4.500 3833032.00 3581594.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-07-01 5.000 218043600.00 204771748.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-10-01 3.500 3052884.00 2750022.98 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-03-01 4.500 2190352.00 2187103.70 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-01-01 5.500 2900000.00 30600.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-03-01 5.000 9533648.00 709432.48 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-02-01 3.500 23942240.00 1941454.98 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-02-01 4.500 1400000.00 72255.84 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-08-01 3.500 2000000.00 860452.41 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-10-01 2.299 26563000.00 22153108.13 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-12-01 4.799 10500000.00 10673796.00 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-07-01 3.129 5930000.00 5475841.06 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-07-01 3.290 9434080.00 8603453.28 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-12-01 3.060 5000000.00 4617850.00 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-01-01 3.080 10372192.00 9838912.66 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-06-01 3.620 22955000.00 22050909.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-02-01 4.500 2287076.00 973756.24 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-01 3.000 39919488.00 19945772.58 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-12-01 4.224 2616508.00 2627944.32 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-10-01 3.690 5343000.00 5081892.93 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-10-01 3.825 2855000.00 2755384.05 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-11-01 4.000 11285008.00 11049809.62 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-12-01 4.085 10045000.00 9679665.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-01-01 4.089 2000000.00 1845382.56 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-02-01 4.059 10339872.00 10111033.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2031-02-01 3.730 16105952.00 15557565.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-09-01 3.430 30762000.00 28273456.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-05-01 3.435 6239000.00 5793862.94 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-11-01 3.730 112079488.00 107795468.97 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 2.500 12191152.00 9511594.18 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-04-01 3.850 41409024.00 34622180.13 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-03-01 2.000 400000.00 261056.38 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-10-01 2.265 3767000.00 2600075.69 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-10-01 2.435 48675000.00 30861661.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-11-01 4.620 7739000.00 7931221.28 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-02-01 4.429 411600.00 412278.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-02-01 4.690 19967000.00 20042781.42 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-07-01 2.500 1357056.00 751959.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-04-01 2.843 7797620.00 6880355.49 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-07-01 2.500 760261.00 645554.51 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-05-01 3.000 40814784.00 35071968.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-05-01 2.899 3222780.00 2904515.76 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-09-01 4.000 11455552.00 10706779.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 1017296.00 972502.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 128463872.00 120154692.16 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 2099190.00 1999649.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-09-01 4.500 1118702.00 1077148.51 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.500 88568576.00 86020782.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.500 1926590.00 1679089.06 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.000 105578624.00 99399758.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.500 202254080.00 193949206.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 6881960.00 6534415.00 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.500 46295680.00 44867890.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.000 4907152.00 4645402.93 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 1049882.00 1000685.91 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.500 1033930.00 1009985.14 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.500 7719592.00 7569702.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 1075100.00 1026300.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.500 1483666.00 1449586.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 6.000 250274.00 255877.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-12-01 5.000 1241524.00 1237329.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-12-01 4.500 1490314.00 1467353.96 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-12-01 4.500 1971952.00 1937091.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 6.000 1100712.00 1151516.87 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 4.000 1215482.00 1165528.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 5.000 1305750.00 1311216.51 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-03-01 4.500 1015200.00 1005494.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 4.500 1755718.00 1729070.55 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-02-01 4.500 2361528.00 2315880.13 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-02-01 5.000 1214138.00 1211270.50 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-12-01 3.500 3911000.00 1760429.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-03-01 4.500 330403.00 69342.14 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2033-03-01 3.000 1027000.00 304916.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-11-01 5.000 20900000.00 3013330.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-07-01 4.500 2200000.00 522241.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-08-01 5.000 108206800.00 34683640.92 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-07-01 4.000 779878.00 71861.19 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-10-01 4.500 158000000.00 37526482.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-06-01 3.500 1427488.00 1048306.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-11-01 3.500 1195000.00 408813.18 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-12-01 3.500 431000.00 155968.08 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-03-01 3.500 1458860.00 525706.62 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-06-01 2.500 280000.00 169184.84 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-06-01 3.000 39000.00 17666.43 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-06-01 2.500 39005504.00 26147390.35 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-06-01 4.500 1842246.00 375734.06 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-07-01 2.500 50000.00 23161.10 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-08-01 2.500 1200000.00 706700.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-09-01 2.000 724628.00 455292.20 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-09-01 2.500 2455504.00 1643358.18 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-12-01 2.500 3850000.00 2305200.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-10-01 2.500 325358.00 173839.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-10-01 2.500 13637632.00 9966981.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-11-01 2.500 2309232.00 1627000.02 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-11-01 3.000 197196800.00 133477045.88 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-11-01 2.500 1450000.00 804099.13 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-12-01 2.500 2500000.00 1545868.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-01-01 2.500 1500000.00 920339.60 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-02-01 2.000 75000.00 50545.20 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-02-01 2.000 3060000.00 2158068.35 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-02-01 2.500 11972624.00 8211739.78 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-02-01 2.500 55403200.00 37720014.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-03-01 2.000 20000000.00 14526097.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-04-01 2.000 100199808.00 70240246.54 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-04-01 2.500 114592480.00 83556548.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-05-01 2.000 125154048.00 91247667.18 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-05-01 2.000 143632128.00 106267701.33 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-06-01 2.000 108410080.00 77053379.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 2.500 4200000.00 3314226.26 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 2.500 25000.00 19406.16 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-10-01 2.000 500000.00 378553.54 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 2.500 156651.00 124716.45 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 2.500 17791000.00 14387916.70 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-03-01 2.500 387064.00 330174.46 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-03-01 3.000 5939312.00 5061222.83 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-03-01 3.000 119000.00 102083.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-04-01 3.500 9150704.00 8206917.50 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-05-01 4.000 103058.00 95135.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-05-01 2.500 18325280.00 15524895.23 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-06-01 3.500 12705632.00 11391101.99 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-06-01 3.500 33316800.00 29523550.30 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-07-01 5.000 152928512.00 148659696.57 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-07-01 4.500 147651328.00 140242957.94 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-07-01 5.000 10281648.00 9851064.66 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.000 14387728.00 13667765.98 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 7.000 8648304.00 9000072.90 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 7.000 11593056.00 11827823.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-03-01 5.500 136292800.00 138212594.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-12-01 3.000 285000.00 120740.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-02-01 3.500 414000.00 173489.97 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-09-01 3.000 883339.00 343821.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-12-01 3.500 14038464.00 7537624.78 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-01-01 3.500 54565.00 18296.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-04-01 4.000 175097088.00 59279599.84 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-12-01 4.000 12539700.00 5561204.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-11-01 4.500 400000.00 109801.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-05-01 3.500 492000.00 155365.06 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-07-01 3.000 375000.00 147202.25 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-11-01 3.500 220000.00 69744.00 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-06-01 3.500 135000.00 38305.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-12-01 2.000 725000.00 497483.71 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-11-01 2.500 1000000.00 567154.00 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2034-11-01 3.000 124000.00 58547.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-12-01 2.000 2165000.00 1215330.62 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-12-01 2.000 435000.00 260002.11 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-10-01 2.000 1724000.00 987200.55 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-10-01 2.000 2682000.00 1646982.13 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-05-01 4.000 1530000.00 899263.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-01 5.000 300000.00 102833.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-03-01 2.500 2719990.00 1811955.34 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-07-01 3.000 500000.00 353835.48 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-06-01 3.500 255000.00 137459.76 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-05-01 2.000 900000.00 636313.40 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-09-01 3.500 900000.00 556417.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-04-01 3.000 631000.00 443682.95 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-08-01 2.000 4531000.00 3304987.47 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 2.500 119000.00 89870.66 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 1.500 730060.00 521058.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 3.000 1400000.00 1037826.03 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 2.500 40000.00 30925.54 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-09-01 2.500 385000.00 303183.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 2.500 100000.00 80199.61 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-10-01 2.000 50000.00 37566.26 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-04-01 2.500 200000.00 150799.03 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-11-01 2.500 450000.00 353288.41 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-08-01 4.000 84000.00 50994.74 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-02-01 2.500 2080000.00 1714706.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-03-01 3.000 128223488.00 108474402.56 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-11-01 2.500 235902.00 183853.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-12-01 4.500 500000.00 368577.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-08-01 3.000 34000.00 23404.07 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 2.500 562772.00 445524.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 2.000 612078.00 470598.72 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 3.000 1550000.00 1282631.79 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 2.500 1180000.00 938426.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-02-01 2.000 800000.00 634045.37 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 2.500 508404.00 393361.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-04-01 2.500 107829.00 91046.93 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 3.500 23194272.00 19441795.71 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-04-01 2.500 2821616.00 2326331.62 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-09-01 2.000 1000000.00 767873.47 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-01-01 3.500 127000.00 99551.37 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 2.000 370523.00 288998.76 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 4075000000.00 4075000000.00 0.0330 N Y Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-09-01 3.056 8738560.00 8049964.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-10-01 3.595 23099296.00 21369875.84 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-03-01 4.000 3122444.00 449926.23 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-07-01 4.500 31000000.00 4810433.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-02-01 3.500 1800000.00 774186.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2026-01-01 5.458 33506000.00 30985763.95 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-06-01 3.500 143035.00 20395.31 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-12-01 4.500 3062304.00 306289.69 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-10-01 6.000 9915000.00 332307.83 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-03-01 4.000 1013140.00 462424.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-06-01 4.000 594888.00 47093.47 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2030-11-01 3.890 25000000.00 24491841.66 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-10-01 4.000 16889100.00 5982969.42 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-03-01 5.000 1018542.00 195812.45 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-04-01 4.500 9822820.00 3701108.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-06-01 3.000 16000.00 5908.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-10-01 2.149 9624000.00 6939478.23 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 2.500 5902048.00 4548181.86 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2042-04-01 3.500 2641630.00 2423054.90 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-01-01 2.000 10000000.00 7943792.99 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.500 1482530.00 1453702.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-08-01 4.000 23703328.00 22366395.05 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-09-01 4.000 18231648.00 17102552.51 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.000 16508224.00 15682693.54 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.500 5884304.00 5766359.26 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-11-01 4.500 1083774.00 1071920.18 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2053-01-01 6.500 1344500.00 1392047.90 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-08-01 5.000 30970176.00 3967969.42 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-09-01 4.000 107981.00 10775.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-10-01 2.500 174000000.00 112542877.21 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-05-01 2.500 300288.00 217608.25 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-03-01 3.000 218798080.00 184201914.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 5.500 74213632.00 72322884.66 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-09-01 2.500 275389.00 176859.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-05-01 2.500 1500000.00 1150201.12 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 3.000 45172672.00 37870567.61 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-07-01 2.500 26716240.00 22490788.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-11-01 3.000 5284112.00 4813703.68 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-07-01 4.500 11700000.00 698655.55 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-09-01 4.000 175754.00 8782.66 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-07-01 2.000 16757024.00 12292901.84 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2039-09-01 4.000 10500000.00 3021082.96 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-11-01 1.500 10213000.00 6129686.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-06-01 1.500 3100000.00 2206260.59 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-05-01 3.500 70088900.00 62351600.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-05-01 3.000 3007184.00 2162658.62 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-12-01 3.000 105000000.00 81835735.45 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2048-10-01 4.500 500990971.00 57650006.39 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-10 2023-04-07 2023-04-07 N N N 0.0483 840000000.00 840000000.00 0.0068 N N Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Freddie Mac Structured Pass Through Certificates-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2023-07-25 0.276 27492352.00 11368.23 Agency Collateralized Mortgage Obligation FREMF Mortgage Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-01-25 4.559 1300000.00 1288851.70 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-11-25 3.609 1937800.00 1358387.08 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2044-03-15 4.000 28537344.00 504768.27 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-03-15 2.500 145260288.00 21810563.81 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-10-15 4.500 74972288.00 12133057.78 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-10-15 3.500 6140288.00 572622.38 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-05-15 3.000 19170144.00 2684019.47 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-04-15 2.000 112080.00 8611.60 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-11-15 4.000 194182400.00 38949077.76 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-11-15 4.000 9183232.00 1853867.10 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-08-15 2.500 75744384.00 11127198.19 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2027-09-20 7.500 3000000.00 109718.43 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-01-25 2.500 1837000.00 1487768.54 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-01-25 4.000 15762496.00 544001.09 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-06-25 4.000 42500000.00 363651.81 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-05-25 5.000 57730000.00 2046626.03 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-05-25 3.000 5500000.00 4469630.00 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-08-25 1.154 44785000.00 1878061.24 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-09-25 1.304 2316600.00 99506.05 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-09-25 0.000 41874304.00 265384.71 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-25 3.000 4824000.00 4168654.77 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-01-25 0.319 12314272.00 34832.31 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-25 4.000 1400000.00 1316371.46 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-01-25 0.340 35132544.00 106908.36 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-25 1.254 11233920.00 233167.39 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-03-25 4.500 2222220.00 125929.96 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-07-25 0.030 96772096.00 39304.24 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-25 1.204 17752256.00 677221.58 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-07-25 1.204 14787744.00 879369.74 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-08-25 3.500 4333328.00 930381.19 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-25 4.000 114480000.00 37555493.43 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-25 1.000 4500000.00 2709904.25 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-02-25 2.000 20469696.00 1954057.01 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-25 3.500 29329720.00 4924567.04 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-25 4.000 45846464.00 5968546.15 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-25 3.000 48385088.00 5486464.50 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-11-25 3.500 10927856.00 2954301.68 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-05-25 3.000 35017920.00 2916424.37 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-02-25 3.500 1316610.00 1109463.60 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-25 1.040 27333200.00 2500014.71 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-09-25 3.250 6700000.00 5833222.29 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-10-25 0.620 56750272.00 2402479.12 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-04-25 1.424 22999040.00 985379.41 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-07-01 5.500 19656091.00 29057.35 Agency Collateralized Mortgage Obligation Fannie Mae Stripped Mortgage-Backed Securities-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2040-05-01 1.554 100000000.00 430287.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2031-07-15 3.500 37289088.00 41781.08 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-12-15 3.500 4681592.00 148955.77 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-03-15 1.415 12000000.00 327386.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-06-15 3.000 6489000.00 5955954.60 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-08-25 2.066 25142000.00 1484992.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-01-15 3.500 2286452.00 2123033.94 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2027-06-25 5.069 140000000.00 15406070.07 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-04-25 2.115 43705856.00 1900844.08 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-25 2.620 29818000.00 4514489.82 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-10-25 2.214 14982528.00 1513490.49 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-11-25 2.292 16102460.00 1674882.40 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-09-15 4.000 562500.00 9529.00 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-04-15 6.000 10570000.00 977735.19 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2032-10-25 2.722 286000.00 38500.19 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2030-09-25 2.935 3532000.00 577165.61 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-09-15 3.500 18022048.00 896336.39 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-09-15 2.500 2240248.00 73102.54 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-15 4.500 2512872.00 223780.35 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-25 2.878 2623000.00 481561.99 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-25 3.096 7620000.00 1567437.24 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-03-15 4.000 3628972.00 534301.06 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-11-25 4.380 20180000.00 5840068.42 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-03-25 5.277 7400000.00 2510810.99 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-01-25 7.664 7128000.00 244762.31 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-09-25 1.654 124993536.00 51439.30 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-12-25 5.099 13047648.00 1402476.17 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-04-25 1.654 40000000.00 99436.03 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-07-15 5.662 1899718.00 54348.09 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-10-25 1.754 107495424.00 28921.95 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-11-25 1.754 161500000.00 298135.42 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-08-25 2.354 50000000.00 89587.40 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-06-15 6.000 7510360.00 1757941.44 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-10-15 1.715 70000000.00 243151.57 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-03-25 4.000 5296000.00 6342770.14 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-12-25 5.000 850000.00 37365.85 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-03-25 1.154 13913040.00 17591.10 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2062-01-01 4.500 60741440.00 12463939.60 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2048-01-01 2.500 24707264.00 2805765.13 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-08-27 3.000 6500000.00 5524404.86 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-12-25 3.809 2000000.00 1854665.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-16 1.507 152254720.00 911540.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-11-16 0.757 143884288.00 27618.33 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-02-16 0.939 206405632.00 46365.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-06-20 2.038 43571392.00 65358.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-06-20 6.000 456214.00 80202.59 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-10-16 0.673 26996736.00 19583.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-04-20 3.500 21620800.00 25672908.06 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-16 0.186 155100000.00 318220.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-16 0.017 320471037.00 37412.11 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-11-20 1.888 100400000.00 753249.87 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-10-16 0.097 100335616.00 7846.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-01-20 1.338 13613296.00 98474.41 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-10-20 1.438 171433984.00 143303.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-11-16 0.388 50000000.00 61856.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-11-16 0.000 38584320.00 10766.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-02-16 0.010 94994432.00 24115.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-04-16 0.563 134575360.00 342280.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-04-20 0.788 18889000.00 182121.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-02-20 0.000 52842624.00 188231.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-10-16 0.621 122395520.00 415590.93 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-07-16 0.336 104944000.00 314046.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-07-16 0.236 135005000.00 565477.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-08-20 0.978 161020672.00 1829603.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-02-16 0.402 82500000.00 717377.12 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-05-16 0.855 151204000.00 2342802.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-05-16 0.747 116062720.00 1976093.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-07-16 0.120 22093824.00 13597.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-10-16 3.000 11224848.00 9926220.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-01-20 1.288 27768928.00 949394.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-02-20 4.500 238651904.00 4721343.83 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-02-20 3.000 3200000.00 1618315.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-03-16 0.726 90056832.00 1176248.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-04-16 0.689 85128960.00 1139078.11 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-08-16 3.000 2000000.00 395275.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-04-16 2.500 556500.00 300538.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-05-16 0.825 25000000.00 1444894.37 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-20 1.438 25000000.00 398110.38 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-08-20 6.000 11402560.00 909190.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-07-16 0.050 8002239.00 8149.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-09-20 3.500 393500.00 360677.93 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-20 3.500 15661680.00 50972.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-12-20 1.387 72000000.00 1978653.18 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-02-16 0.990 15875000.00 1126841.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-20 1.288 39560000.00 713769.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-09-20 1.288 16666656.00 880661.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-09-20 0.040 49999872.00 34358.44 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-06-20 5.000 1382808.00 118516.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-01-20 0.000 100000000.00 585121.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-20 4.000 13466576.00 806797.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-04-20 1.338 44539776.00 1179004.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-04-20 3.500 22360416.00 464909.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-08-20 0.263 20955104.00 96663.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-20 0.000 74186560.00 207560.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 0.000 26381440.00 316745.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 0.000 14500000.00 107872.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 3.000 46165120.00 4530316.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 2.500 35000000.00 4157542.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 0.000 71572096.00 1005571.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-09-20 5.500 31599392.00 2733060.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 3.000 31069000.00 2869365.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-01-20 2.500 71997184.00 7609033.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-05-20 3.500 3418652.00 318050.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-04-20 3.500 17667648.00 1942653.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 1.538 10440192.00 829128.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-08-20 3.500 37846720.00 5120204.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-06-20 0.000 102240256.00 77434.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 3.500 29988672.00 3305966.44 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-06-20 3.000 21791648.00 2728537.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-20 0.000 249999360.00 224865.05 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-20 0.000 103997440.00 95436.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-11-20 0.050 117635072.00 174017.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-11-20 0.050 50000000.00 61889.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-09-20 3.381 2387140.00 2205384.92 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 3.500 14897216.00 1799312.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-08-20 3.000 42897280.00 4638491.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-20 0.000 61177216.00 1108712.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-03-20 0.000 20000000.00 262090.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 0.000 30000000.00 50640.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 4.000 20142944.00 2331605.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-05-20 0.000 50000000.00 51761.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-09-20 1.090 51808128.00 3667964.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-08-20 0.050 49999872.00 48179.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-01-20 1.690 43579008.00 3798980.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-01-20 6.000 729614.00 730217.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 0.050 112956160.00 153278.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 5.500 4088310.00 4304709.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 4.500 3257264.00 2962919.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 5.000 6641704.00 6608101.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-11-20 5.000 27817056.00 28026175.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-03-20 1.729 116851200.00 5540791.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-11-20 5.500 64347392.00 65233798.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-09-20 0.040 100000000.00 124759.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-02-20 4.500 16196672.00 15811770.50 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-06-30 2023-06-30 2023-06-30 N N N 0.0498 495000000.00 495000000.00 0.0040 N N N Y - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREMF Mortgage Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-11-25 3.833 400000.00 388929.59 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F39 A 20241125 FLT-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2024-11-25 4.989 266694000.00 24892636.26 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-06-25 9.218 3700000.00 3837914.68 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-03-25 1.115 40000000.00 1181915.47 Agency Collateralized Mortgage Obligation FREMF Mortgage Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-25 3.719 1405000.00 1357396.80 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-25 3.951 480000.00 462557.63 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-11-25 3.330 1507200.00 1142053.99 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-10-15 5.000 12543872.00 2340699.67 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-11-15 2.533 1010062.00 123085.76 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-12-25 1.804 4800000.00 53439.00 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-09-25 4.000 2595176.00 2493094.70 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-11-25 1.254 21200000.00 470817.49 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-10-25 5.245 49318912.00 5319829.32 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-01-25 3.500 48795520.00 1357040.52 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-04-25 4.000 10270832.00 217856.60 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2024-06-25 0.292 40996864.00 22966.73 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-11-25 0.000 39828160.00 170968.57 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-02-25 4.500 26000000.00 681606.63 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-05-25 1.354 24900000.00 426205.00 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-03-25 1.054 41307072.00 845392.56 Agency Collateralized Mortgage Obligation Fannie Mae Multifamily Grantor Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2026-04-25 2.073 1288000.00 329553.37 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-03-25 4.000 100000000.00 17633629.73 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-11-25 4.000 10270000.00 518665.64 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-11-25 3.500 2055000.00 31974.83 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-06-25 5.500 15592060.00 364041.41 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-09-25 4.500 68383488.00 3012441.21 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-25 1.304 26198816.00 852280.48 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-25 3.500 30071680.00 9579746.41 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-07-25 1.204 61099120.00 2376227.48 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-08-25 5.500 4771800.00 383138.23 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-25 3.500 2883284.00 22489.79 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-05-25 3.500 7393224.00 174141.54 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-01-25 3.500 50000.00 37618.30 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-07-25 2.000 1500000.00 961522.03 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-25 5.500 11341000.00 1260241.00 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-08-25 3.000 2750000.00 257179.37 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-25 0.000 37985984.00 188519.44 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-25 2.500 45000000.00 5203721.60 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-25 3.500 82178560.00 8302819.60 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-25 3.000 19999968.00 2073685.74 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-11-25 3.000 52605440.00 6726273.15 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-25 3.000 1666666.00 145988.90 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-03-25 3.000 19142060.00 14177944.33 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-07-25 5.000 3344628.00 530530.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2030-10-15 1.365 40000000.00 78969.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-09-15 5.000 1329000.00 962136.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-02-15 4.000 6126120.00 23950.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-07-15 0.000 84373504.00 251744.27 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-10-15 3.000 13364912.00 3571218.08 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-04-15 3.500 3000000.00 59903.38 Agency Collateralized Mortgage Obligation Freddie Mac Structured Pass Through Certificates-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2023-05-25 0.093 639959035.00 55521.87 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-08-15 1.365 13148352.00 108311.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-12-15 1.465 52123712.00 917456.54 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2029-03-25 4.103 28935328.00 2858601.08 Agency Collateralized Mortgage Obligation Freddie Mac Structured Pass Through Certificates-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2026-08-25 1.046 34537000.00 775725.66 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-02-25 2.077 24839000.00 1705729.13 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2027-12-25 2.040 14642000.00 1162642.95 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2028-09-25 2.235 14690000.00 1486054.24 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-08-15 4.858 12000000.00 5696894.37 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-25 2.595 6300000.00 668945.52 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-10-15 0.000 58040320.00 25228.55 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-08-25 4.146 9566000.00 2592702.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-07-15 1.455 10625000.00 23146.85 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-01-25 1.854 30000000.00 85217.37 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-02-15 5.500 3636356.00 831575.57 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-11-25 4.500 85388158.00 195705.26 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-04-01 4.000 5250000.00 351273.47 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2062-01-01 4.500 27838944.00 4778236.76 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-07-01 2.000 51867520.00 4021115.93 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2038-01-01 3.000 33423488.00 2705698.20 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2053-01-01 5.500 25063808.00 5831729.88 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-07-25 0.000 65037440.00 53414273.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-10-16 1.572 42024960.00 31546.50 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-11-16 0.405 151298048.00 104774.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-11-16 4.250 12828500.00 1145143.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-09-16 3.500 12126816.00 6506007.43 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2055-02-16 0.000 23609344.00 10626.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-10-16 0.625 186329983.00 1068759.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-07-20 1.418 55000000.00 77014.82 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-08-20 3.500 54000000.00 509859.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-05-16 0.643 119626240.00 1195765.80 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-04-20 1.338 115698816.00 2840252.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-07-16 0.550 118446336.00 1627189.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-02-16 2.600 2000000.00 464940.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-01-16 0.283 195172352.00 2151946.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-07-16 0.887 179111680.00 3751874.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-03-16 0.050 174854144.00 132380.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-08-16 0.883 99865000.00 5938721.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-10-16 1.002 132482048.00 7848616.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-20 1.288 13589392.00 390535.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-03-20 0.030 27295744.00 9710.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-09-20 0.000 41711360.00 286451.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-03-20 3.000 497262.00 10571.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-12-20 3.500 9769792.00 287219.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-12-20 1.238 17410848.00 376563.38 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 0.000 93492320.00 1073255.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-05-20 3.500 20000000.00 2018436.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 1.538 10500000.00 1094726.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-11-20 0.000 99999744.00 75929.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-12-20 0.000 73110400.00 114629.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 3.500 714285.00 55665.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-03-20 3.000 1158000.00 773047.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-20 4.500 8980928.00 1102097.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 5.259 118460000.00 117737088.97 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-10 2023-04-07 2023-04-07 N N N 0.0484 352000000.00 352000000.00 0.0029 N N Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-06-01 3.500 14514527.00 10798087.59 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-02-01 3.000 21662400.00 17691397.82 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-06-01 3.500 21869632.00 19744936.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-05-01 3.500 5828944.00 5216065.95 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-06-01 3.500 5286830.00 4775634.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-06-01 3.500 28351776.00 24871691.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-10-01 3.500 4200320.00 3872572.11 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-10-01 4.500 4892192.00 4273518.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-08-01 4.500 23269280.00 22194804.23 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-09-01 4.000 1108690.00 911446.99 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-09-01 4.500 2114300.00 2075817.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-12-01 5.000 9708944.00 9653461.59 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-03-01 4.000 59237440.00 18202610.97 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-12-01 3.000 1999957.00 424835.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2046-04-01 2.000 1896000.00 1401940.69 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2041-05-01 2.500 1900000.00 1441943.34 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-07-01 2.000 125000.00 91521.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-02-01 2.000 181161000.00 144522827.82 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-12-01 3.000 50000.00 30403.55 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2036-02-01 2.000 1000000.00 660700.38 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-09-01 2.000 110000.00 82723.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-11-01 2.500 1288000.00 1017394.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-07-01 3.500 103040128.00 69552968.45 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-01-01 2.500 108000000.00 86951944.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-01-01 3.500 29045984.00 24333090.97 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-08-01 3.500 45547968.00 41865344.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2052-12-01 5.500 92462336.00 93294696.96 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2051-11-01 2.500 7567056.00 5867516.72 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2035-05-01 2.500 49308000.00 16513172.66 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-03-01 2.500 6270256.00 5164929.46 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 625000000.00 625000000.00 0.0051 N Y Y N - 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 GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.700 35060552.00 535358.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.886 1204000.00 58515.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 1.717 200000.00 6069.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 0.812 13339000.00 497938.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-04-20 0.053 2643000.00 38013.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-05-20 0.022 10094000.00 114747.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.862 11704000.00 225424.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 0.029 1134000.00 17248.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-08-20 2.085 133073000.00 9435.17 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 0.005 743000.00 11247.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-10-20 1.688 13529000.00 233157.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 1.829 908000.00 17467.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 0.086 1036000.00 23444.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 1.907 1451000.00 25835.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 1.939 17931000.00 420929.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 2.144 3732000.00 166377.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 0.041 1157000.00 16060.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.887 2644000.00 47000.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-08-20 0.788 4469000.00 2422.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 0.022 2545000.00 32666.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-10-20 1.771 12000000.00 283796.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 1.664 16371142.00 213058.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 0.674 150144887.00 104619.60 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 0.044 7914000.00 185685.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 0.033 1990000.00 32175.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-12-20 2.034 1250000.00 27775.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-11-20 0.123 1225000.00 23973.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 0.022 1667000.00 32905.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 0.117 1051000.00 38326.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 0.016 2540000.00 31091.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-12-20 0.000 8104771.00 79952.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 1.588 4832000.00 81894.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-03-20 2.280 5950000.00 196592.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-07-20 0.007 3046000.00 28045.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 0.001 1738000.00 12887.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 2.062 1425000.00 28372.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 0.037 4685000.00 109073.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-04-20 0.067 1291000.00 26276.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-04-20 1.405 1416000.00 14582.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-02-20 0.500 67087814.00 42292.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 1.656 97037880.00 1312889.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 0.014 1810000.00 36012.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 2.653 1420000.00 47767.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 1.670 10664000.00 154080.43 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-07-20 0.060 18947000.00 313578.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-07-20 0.071 16630792.00 331596.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-02-20 0.064 1082000.00 19925.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-08-20 1.667 14620000.00 206036.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-06-20 0.077 2052000.00 51023.34 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 0.003 100000000.00 1663908.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-09-20 0.048 4951000.00 110847.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-01-20 1.519 62160787.00 536726.86 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-01-20 2.347 1000000.00 2874.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-20 1.028 99200000.00 296614.32 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-03-20 1.708 33619574.00 354675.05 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 1.638 7062865.00 89378.56 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-04-20 1.388 44285714.00 1765309.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-04-20 1.388 17515097.00 803239.54 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 1.388 312823039.00 1433305.04 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-02-20 1.018 55500000.00 214443.01 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 0.000 66987289.00 33.58 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-06-16 7.000 14641435.00 171140.68 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-01-20 1.488 34016426.00 14865.85 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-05-20 1.738 76600000.00 372014.48 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-20 1.088 26850000.00 111390.88 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 1.168 34400000.00 186774.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-06-20 1.818 170503996.00 611041.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-08-20 1.838 57689500.00 514772.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-16 1.952 91535525.00 369834.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 1.288 100000000.00 449568.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-09-20 1.848 43058548.00 828348.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-03-20 1.838 24000000.00 175706.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-16 1.222 30000000.00 296954.76 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-01-16 1.222 75200000.00 278417.80 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 1.838 19000000.00 140313.71 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 1.388 85356633.00 1376647.53 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-10-16 1.372 15000000.00 227672.90 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-05-20 4.000 10502000.00 46646.00 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-12-20 1.838 34719678.00 775242.86 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-01-16 0.609 6500000.00 24058.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-08-16 0.153 10000000.00 1985.48 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 3.500 24812769.00 107267.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 3.500 37775035.00 1273246.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-12-20 3.500 22012519.00 73287.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-04-20 1.438 48617823.00 83420.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-04-20 4.000 28828063.00 374866.42 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-20 4.000 47941875.00 835590.42 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-09-16 0.522 1903143.00 3994.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-01-16 0.322 391920580.00 662433.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-16 1.003 12000000.00 19357.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-10-16 0.050 14090000.00 6669.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-02-20 1.438 21700000.00 179738.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-04-20 1.488 19887369.00 79868.47 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-16 0.872 35549062.00 289470.90 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-12-16 4.500 3775000.00 82304.45 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-16 1.322 29437575.00 350896.72 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-01-16 1.322 84838708.00 1167573.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-20 3.500 33120857.00 171987.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 0.022 3154000.00 38712.91 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 1.288 30000000.00 260707.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 1.888 3488000.00 35460.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-16 1.422 72603368.00 791966.25 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 1.388 120785688.00 1229487.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-03-20 1.388 109145142.00 853324.99 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-09-20 1.338 49296030.00 430596.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-08-20 1.938 30291306.00 354950.17 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-05-16 0.619 1517148.00 8627.08 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-11-20 1.388 53430000.00 485332.33 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-01-20 0.000 75892464.00 94270.66 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-02-16 0.822 124834258.00 1034421.26 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-02-20 4.500 66145413.00 1028576.05 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-06-20 4.500 16765833.00 428924.46 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-20 0.838 121075000.00 1389002.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-09-16 1.522 18183057.00 271307.40 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-16 0.938 32907477.00 341376.13 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-20 4.500 61876810.00 1228228.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-11-16 0.845 100000000.00 982350.06 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-03-16 0.524 261843106.00 1134268.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-07-16 0.711 100888000.00 928594.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2055-07-16 0.624 179062564.00 907030.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 0.838 52238884.00 1024905.88 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-03-20 6.000 27686756.00 884987.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 1.488 9000000.00 332284.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-07-20 5.500 20908662.00 708208.05 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-08-20 5.500 12309914.00 198914.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 1.488 4000000.00 60169.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-10-20 0.918 33333333.00 802230.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 1.488 11200000.00 389585.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-11-16 0.685 161650000.00 1367363.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-05-16 0.535 236483151.00 1257356.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-04-20 0.000 56784359.00 142654.60 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-12-16 0.570 145000000.00 1658726.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2056-12-16 0.750 140000000.00 1436601.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-08-16 0.587 1765000.00 14571.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-05-16 0.922 62696429.00 676470.82 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-10-16 0.683 75000000.00 1018070.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-02-16 0.652 168043011.00 701062.33 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-02-20 1.358 25989756.00 731192.34 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-03-20 1.288 45319639.00 964167.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 1.288 42805266.00 1386604.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-16 3.500 18900994.00 777727.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2057-12-16 0.808 61574000.00 848190.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-20 6.000 5708000.00 229323.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-20 4.000 37500000.00 594814.49 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-04-20 1.338 50000000.00 1095226.01 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-10-20 1.338 21466707.00 492600.88 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-09-20 0.000 61526924.00 207908.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-20 0.000 54969461.00 202688.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-02-20 1.338 24630108.00 547603.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 1.438 50000000.00 1164798.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 4.500 9809657.00 663218.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-09-20 1.438 20658816.00 616141.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 1.488 10000000.00 526591.60 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-06-16 0.471 50000000.00 487085.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-04-16 0.610 55026781.00 797093.11 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-02-20 4.500 23023466.00 406802.18 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 0.165 46070361.00 1206062.31 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 0.165 46070361.00 1206062.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.922 32639384.00 633291.83 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 1.922 32639384.00 633291.83 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.046 32717330.00 491573.31 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 2.046 32717329.00 491573.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-02-20 0.018 6633309.00 171631.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 2.094 31463414.00 576952.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 2.094 31463414.00 576952.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 0.002 18294202.00 570480.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 0.002 18294202.00 570480.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 0.012 24831254.00 563295.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 0.012 24831256.00 563295.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.440 18136176.00 718810.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 2.440 18136177.00 722724.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-03-20 0.000 62193074.00 1336680.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 0.338 17010714.00 35067.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 1.500 25974211.00 490811.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-09-20 0.024 24500000.00 607122.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 3.793 1171000.00 2483.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 3.488 854000.00 19889.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-04-20 1.977 27122445.00 755714.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.716 205000.00 2129.72 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-04-20 2.623 23122779.00 940131.31 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 1.711 162000.00 1044.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-05-20 1.675 33643000.00 317131.32 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-10-20 0.022 39830107.00 1073541.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.715 551000.00 11395.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 0.805 41074390.00 1110918.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-06-20 1.663 64904604.00 835248.81 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.083 9177443.00 56491.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 0.013 5872000.00 107205.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 1.367 47852995.00 605179.98 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-25 0.100 491617970.00 1253142.37 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-25 0.100 122790178.00 367060.77 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-25 0.000 19077906.00 11853312.85 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2033-11-25 0.100 266911745.00 1704717.15 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2032-12-25 0.000 47362340.00 27966893.42 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2031-10-25 0.100 177747456.00 871821.73 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-08-25 0.000 94991142.00 55294153.77 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2051-10-01 2.500 215575351.00 166169660.02 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2049-08-01 4.000 150469605.00 145956770.76 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2053-01-01 5.000 164152274.00 161632126.39 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2053-02-01 5.000 151525595.00 150464296.75 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2051-06-01 3.000 186132048.00 152805079.15 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2052-04-01 4.000 128460357.00 116191374.58 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2052-04-01 4.000 81594036.00 73428948.10 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2052-06-01 4.000 125773862.00 116503721.10 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 8NAV47T0Y26Q87Y0QP81 2053-03-01 5.000 142915350.00 142895151.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-12-25 1.979 73600000.00 4557803.28 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2031-03-25 0.516 894875.00 28846.77 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2054-08-25 4.146 10495000.00 2844491.84 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-08-25 1.537 56100000.00 35052.26 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-12-25 0.384 238122000.00 374881.20 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-03-25 5.000 45400000.00 136471.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 1.450 163000000.00 240.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 1.450 297586501.00 439.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-16 0.093 263341060.00 15692.72 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-03-16 0.000 125000000.00 3.65 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-11-16 0.130 411449172.00 563.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-08-16 0.938 21756662.00 11795.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-11-16 0.177 227119159.00 60.74 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-10-16 0.000 112652320.00 2.24 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-02-20 2.602 130000000.00 143548.24 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-06-20 2.338 50000000.00 50377.32 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-11-16 0.377 134483860.00 120.62 Agency Collateralized Mortgage Obligation GINNIE MAE-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2034-11-20 1.938 100000000.00 80189.41 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-03-20 1.418 146666666.00 69309.34 Agency Collateralized Mortgage Obligation GINNIE MAE-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 1.538 326802508.00 643289.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-05-20 2.338 85000000.00 83681.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-16 1.169 99040958.00 15251.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.335 24598695.00 154378.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 0.950 1858000.00 43614.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 0.194 22383314.00 447941.87 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.021 30050815.00 685546.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-08-20 0.030 15092614.00 357974.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.745 518000.00 10800.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.045 21866587.00 566793.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.038 30909718.00 860714.66 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 1.903 10483000.00 280894.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.013 26515067.00 648081.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.123 10914000.00 248891.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.024 23335500.00 464937.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.486 48195673.00 362773.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.026 42231049.00 1075788.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 0.039 19818796.00 606162.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 0.042 5322000.00 121355.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-10-20 0.000 21884132.00 454187.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 0.020 35430311.00 861374.81 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.006 6513000.00 144469.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 0.005 5286000.00 118095.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.966 145700490.00 286752.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-10-20 0.630 98620986.00 238797.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.000 10021545.00 128.31 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 0.016 47945070.00 1005090.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 1.773 29583566.00 593574.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-11-20 0.000 15940085.00 443911.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-03-20 0.020 37200000.00 976360.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.007 49909328.00 1158513.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 0.023 37495106.00 1139868.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-01-20 0.794 22774009.00 240144.82 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.620 153127367.00 395457.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 0.019 14295709.00 288142.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-05-20 1.071 31127880.00 602607.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 0.039 30723820.00 686944.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-05-20 0.011 24408569.00 591639.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-06-20 0.009 58519683.00 1200470.93 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 0.011 45679200.00 1306592.44 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-07-20 0.000 10302589.00 265614.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 0.508 31524997.00 85086.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-01-20 1.452 30304066.00 496634.72 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 0.046 44410387.00 877334.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 1.488 55000000.00 55177.06 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-03-20 1.528 45600000.00 38965.24 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 0.000 77574754.00 16.68 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-02-20 0.000 112275765.00 25.47 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2036-04-20 0.000 5650739.00 1.82 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-01-16 2.072 169358469.00 737708.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-20 4.000 13172439.00 133836.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-05-20 1.906 22631457.00 241055.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-06-20 1.329 3500000.00 47564.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.536 10000000.00 57129.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.611 23000000.00 102782.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.169 129024726.00 313711.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.305 62858668.00 44707.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 0.522 13185000.00 19330.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-08-20 1.532 1500000.00 5106.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-02-20 2.040 12814970.00 356492.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 1.940 18252999.00 395303.60 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 2.395 14042692.00 34845.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-11-20 0.541 11681882.00 11625.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2059-09-20 1.265 20059271.00 188.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.408 50029337.00 1714.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-07-20 1.297 50402250.00 513023.13 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-03-20 2.158 5499659.00 297779.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 0.941 42696886.00 196.83 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-08-20 2.688 4200000.00 165.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-12-20 1.953 1795000.00 290.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 1.422 28603000.00 216381.93 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-10-20 1.511 15042888.00 249850.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-09-20 2.102 15924910.00 150135.07 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-11-20 2.768 80438000.00 3067.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-11-20 1.591 68200998.00 65393.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-20 1.550 4000000.00 415.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-12-20 1.518 52006180.00 412765.13 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-02-20 1.248 4732000.00 12076.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-03-20 1.269 62113626.00 343943.70 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-20 1.434 27450000.00 210475.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-12-20 0.046 44410386.00 877334.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-08-20 0.582 70068456.00 151613.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-07-20 1.890 61899798.00 1296682.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-04-20 0.000 65056853.00 1374829.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-16 0.774 100000000.00 1431056.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-04-16 0.731 50000000.00 852342.18 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-06-16 0.368 94859039.00 792026.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-01-16 0.887 100000000.00 1005156.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-06-16 0.836 54350331.00 867087.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2058-09-16 0.607 94891530.00 872741.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-16 0.875 35000000.00 1055521.87 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-03-16 0.886 100000000.00 1685953.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-16 0.675 123480000.00 1599337.32 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-07-16 0.695 49000000.00 1060862.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2071-02-20 0.710 48273060.00 218548.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-04-20 0.919 37801373.00 558566.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-06-20 0.007 50000000.00 1426114.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-06-20 0.044 4003000.00 110116.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2071-03-20 0.772 64143000.00 1429972.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-07-20 0.012 40130072.00 1691156.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-08-20 1.623 31101267.00 601541.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-08-20 0.547 20409010.00 60700.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-09-20 0.025 49834163.00 1177664.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-09-20 0.029 26350420.00 885006.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-10-20 0.039 12495879.00 465943.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-11-20 0.015 3040000.00 120548.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-09-20 0.002 3885000.00 128461.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-12-20 0.000 5067000.00 138151.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-06-20 0.022 83505652.00 1692602.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-06-20 0.022 83505651.00 1692602.83 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.064 40870272.00 1452639.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-09-20 0.064 40870274.00 1452639.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2070-12-20 1.845 26296443.00 605554.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2071-02-20 0.857 27250000.00 690210.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-08-16 1.135 19335000.00 1288557.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-07-20 1.438 27500000.00 1170411.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-01-20 0.000 130400000.00 653534.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-05-20 0.000 42263406.00 219119.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2045-09-20 0.000 70166231.00 416110.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 1.871 2683000.00 54166.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.905 3435000.00 51462.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-05-20 1.236 2126474.00 7327.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-06-20 1.520 1784000.00 10081.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 2.035 7600000.00 1978.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-02-20 0.895 186771085.00 542589.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-01-20 1.321 49491239.00 222291.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.677 52894678.00 391356.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-03-20 1.655 25224066.00 147845.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 0.313 23134965.00 13968.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 1.789 13080609.00 145593.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.211 85534822.00 37025.24 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-04-20 3.061 235000.00 95.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-05-20 2.386 4918443.00 174951.78 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-04-20 0.356 21419658.00 19078.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-06-20 1.520 38901739.00 173910.14 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-08-20 1.886 10277861.00 166346.36 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-01-20 1.182 42482543.00 888.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-04-20 0.330 1000000.00 17.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.795 30784213.00 302696.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2060-03-20 1.010 52098077.00 35278.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.175 4565000.00 1173.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 0.538 2594291.00 102.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.500 35789242.00 171589.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-12-20 0.378 700000.00 113.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2061-11-20 0.508 700000.00 27.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 1.742 800000.00 4411.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2062-10-20 0.020 12173605.00 51.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-11-16 5.500 37537252.00 77734.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2042-07-20 1.838 15303443.00 399968.32 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-05-20 1.748 15650000.00 30622.39 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-16 2.082 22700000.00 70926.29 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-04-20 1.438 86181990.00 27002.45 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-07-16 0.000 10000000.00 3.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-06-16 1.942 33000000.00 67730.85 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 1.338 64600000.00 17810.85 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2037-10-20 1.388 64600000.00 18605.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 0.048 6315000.00 189872.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-03-20 3.415 1693000.00 34741.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-07-20 1.858 57060663.00 210614.51 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-20 1.388 14942091.00 503982.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-07-20 1.488 29233279.00 668578.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-10-20 1.000 16040384.00 146101.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 1.438 32625830.00 628838.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2046-01-20 3.500 58473931.00 580303.93 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 1.458 40430479.00 1177598.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 1.388 54123000.00 1322803.51 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 0.000 50000000.00 277112.93 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-10-20 0.878 50000000.00 820325.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 4.500 4595301.00 201690.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-03-20 1.288 34000000.00 757317.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2043-07-16 1.472 29508197.00 336070.60 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 4.500 55555555.00 323778.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-20 2.193 3315934.00 72056.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 4.500 18539120.00 145146.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-20 0.000 104500000.00 479591.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-06-20 1.338 19160664.00 593295.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 1.338 15387238.00 697868.60 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 0.000 50000000.00 314202.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-09-16 1.322 8850000.00 729336.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 1.000 10949069.00 113795.17 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-09-20 1.288 10540000.00 516161.32 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 0.000 99780000.00 629397.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 0.000 50000000.00 374796.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 0.000 30000000.00 326825.82 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 1.288 11500000.00 313940.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 0.015 47440032.00 1285877.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 0.000 47657592.00 1042390.60 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2069-11-20 0.000 56078573.00 986541.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 1.288 17800453.00 208740.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-12-20 4.000 25769625.00 1216988.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-12-20 4.000 11277083.00 616822.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-12-20 4.500 4054124.00 184681.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-01-20 4.000 28515893.00 1814504.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-10-20 1.288 27877332.00 1124279.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2044-05-20 1.238 23898589.00 1013234.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-02-20 1.238 13045000.00 530149.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-05-20 5.000 6601400.00 252705.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-06-20 4.000 24770583.00 1460987.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-11-20 0.000 103065270.00 421223.31 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-03-20 4.000 11534998.00 509417.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-04-20 3.851 19260056.00 434208.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-07-20 1.438 12584087.00 715838.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-08-20 0.000 105556344.00 1522149.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-08-20 1.438 9000000.00 579217.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-08-20 1.438 5750000.00 450076.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-08-20 1.338 20102791.00 709674.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-09-20 3.000 6577661.00 623588.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-09-16 0.000 99636245.00 1399751.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-11-20 0.000 68383326.00 944037.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-11-20 4.500 13286644.00 1070697.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-02-20 4.000 17494090.00 1528658.24 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-01-20 2.500 12237000.00 910582.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-20 2.500 20000000.00 1689275.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-05-20 3.000 18635000.00 1772507.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-20 0.000 111599295.00 1604502.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-03-20 0.000 85896000.00 1092324.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-06-20 0.000 32668693.00 896095.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-07-20 1.538 7419522.00 533882.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-08-20 3.000 16853491.00 1636778.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-08-20 4.500 8928283.00 836296.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-09-20 3.000 15786666.00 1830159.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-09-20 1.904 63356606.00 631880.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2071-09-20 0.000 9342741.00 348730.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2071-11-20 1.414 3364000.00 223564.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2071-12-20 0.000 9440804.00 363568.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2072-01-20 0.000 8712000.00 315747.18 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2072-01-20 0.866 23228129.00 119690.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2072-04-20 0.000 10847000.00 388525.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2072-04-20 0.002 20316294.00 1073020.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-09-20 0.000 63849000.00 568267.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-20 0.000 85000000.00 1644734.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-20 3.500 7192151.00 816679.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-09-20 0.000 125621204.00 1472369.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-10-20 0.000 133375001.00 1486002.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-20 4.000 8055875.00 1158745.37 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-20 3.000 15665758.00 1435279.14 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-12-20 0.000 41000000.00 243970.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-12-20 0.000 111124000.00 1247302.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-12-20 0.000 100000000.00 454784.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-12-20 1.692 94142918.00 1406745.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 0.027 6476000.00 196898.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 1.876 25220287.00 597246.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 0.067 813000.00 28767.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 0.051 2755000.00 71892.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 1.977 2012000.00 40071.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-01-20 0.000 11009000.00 210627.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2068-02-20 0.058 1414000.00 51048.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.952 656000.00 12141.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.989 5314000.00 84559.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-06-20 1.831 42006273.00 921717.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 1.436 34473465.00 290590.93 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 0.454 12932000.00 193455.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-02-20 1.911 32300000.00 58942.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2063-09-20 1.995 14427242.00 266219.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 0.368 20444970.00 19494.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-07-20 0.301 1417000.00 21227.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-04-20 1.464 19560000.00 337170.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 1.495 7959000.00 67092.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-03-20 2.009 18930778.00 156095.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 0.897 1817000.00 57320.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.441 31903287.00 506860.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-04-20 1.844 50000002.00 88145.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.486 98542784.00 1603200.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 0.675 998000.00 35639.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.440 12500000.00 89781.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.440 12500000.00 89781.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.632 59022302.00 322268.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.576 3281000.00 52845.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-05-20 1.827 22113223.00 243986.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-06-20 2.010 46480192.00 184999.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 2.067 705000.00 19108.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 0.608 2892000.00 56266.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-09-20 1.757 45197047.00 1034441.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-06-20 1.510 11993000.00 175207.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-06-20 1.514 25000000.00 247416.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-08-20 1.447 22360370.00 197466.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-07-20 1.660 15215718.00 233667.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-07-20 1.525 7033581.00 36666.44 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-20 0.000 91096448.00 1135715.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-20 0.000 150000000.00 853167.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-20 0.000 168729660.00 1337057.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-20 0.000 143038053.00 1048612.24 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-20 0.000 59837431.00 1370537.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-12-20 1.610 9000000.00 426992.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-12-20 2.290 3000000.00 233590.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-12-20 1.640 9000000.00 432315.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-12-20 2.290 3000000.00 233590.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-11-20 6.000 162922.00 23691.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-11-20 0.890 25000000.00 850991.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-11-20 1.000 783588.00 20309.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-05-20 4.000 5837812.00 841569.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 1.000 643195.00 22038.51 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-12-20 1.000 1485884.00 46355.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-10-20 1.238 11533946.00 1202008.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-12-20 2.290 3500000.00 272522.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-12-20 1.690 3500000.00 220384.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-12-20 2.290 5000000.00 396863.43 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 1.338 10848916.00 981524.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-12-20 1.000 219728.00 6623.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-08-20 1.338 16980859.00 1780005.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-07-20 1.000 3145035.00 107052.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2047-08-20 1.000 886200.00 31067.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-12-20 2.290 5557427.00 432720.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2050-05-20 0.000 107470295.00 1836009.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-03-20 0.000 50000000.00 996390.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-03-20 0.000 109150000.00 1680106.38 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-03-20 0.000 57850000.00 1450960.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2048-09-20 3.000 12500000.00 1714366.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-05-20 0.000 50000000.00 1542904.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-07-20 1.440 28123593.00 1827386.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-07-20 1.440 23985534.00 1536584.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2049-09-20 4.500 5555555.00 526696.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-06-20 0.000 60000000.00 1416685.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-07-20 0.000 100000000.00 1838523.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-02-20 2.290 14500000.00 1195833.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-02-20 1.640 5000000.00 326033.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-02-20 1.690 13000000.00 864965.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2053-02-20 1.640 9000000.00 739479.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-08-20 1.490 30018231.00 1442500.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 0.216 628000.00 21115.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-07-20 1.611 46027889.00 226909.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.600 1154000.00 24674.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.530 19319000.00 251903.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 0.046 1909000.00 33238.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-09-20 1.533 1000000.00 6012.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-10-20 1.318 8625000.00 176862.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.607 51705156.00 956502.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.720 11326271.00 119986.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-11-20 1.784 21818930.00 514983.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.672 1401000.00 21704.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 1.557 16103000.00 198701.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-11-20 1.880 1722000.00 46200.18 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2064-12-20 1.452 500000.00 2441.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-01-20 0.074 4110000.00 59825.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-02-20 1.652 43487743.00 427109.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2065-03-20 1.478 12783082.00 56239.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-01-20 2.088 1436000.00 24636.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 1.917 52452415.00 985227.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2066-11-20 1.454 34890116.00 271328.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-10-20 0.001 4863000.00 127127.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-12-20 0.000 1155000.00 18993.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-01-20 0.030 2747000.00 77701.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-03-20 1.908 19964528.00 441113.88 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-09-20 1.238 71400000.00 27870.17 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2038-08-20 6.000 7915500.00 84618.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-08-20 6.000 67659000.00 129908.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-04-16 0.746 82637447.00 99505.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2051-11-16 0.002 28000000.00 17.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-01-16 0.000 75000000.00 25.08 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 125000000.00 875.00 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-10-16 0.000 100000000.00 16.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-02-20 1.988 50013061.00 185577.22 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2035-09-20 1.538 39228684.00 54140.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2040-07-20 1.808 37540000.00 211021.94 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-06-20 1.358 20000000.00 164828.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2041-04-20 0.000 56372722.00 289055.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2039-12-16 1.672 74278000.00 131122.44 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-04-20 1.497 25423023.00 133299.51 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2067-05-20 1.916 56469109.00 1151503.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 8NAV47T0Y26Q87Y0QP81 2052-09-20 1.390 22597880.00 1825603.78 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 1550000000.00 1550000000.00 0.0126 N Y Y N - N/A - MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH 8NAV47T0Y26Q87Y0QP81 36022 0000914246 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2026-07-15 0.125 189538700.00 227203681.73 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 8NAV47T0Y26Q87Y0QP81 2031-01-15 0.125 74612300.00 78796321.60 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 300000000.00 300000000.00 0.0024 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 36024 0000902266 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC-Agency Mortgage-Backed Securities 2050-07-01 2.919 6214811.00 4490995.34 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2045-12-01 3.500 8300000.00 3161323.32 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2037-06-01 3.000 661437.00 573346.49 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2038-03-01 5.000 4381226.00 4339958.95 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-02-01 3.500 29000.00 24158.66 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-09-01 2.500 688000.00 423254.51 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-10-01 4.000 296316.00 282950.15 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-03-01 3.000 5000000.00 4178582.61 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 3.500 750000.00 652801.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 4.000 230000.00 208860.91 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 2.500 700000.00 586806.27 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-05-01 3.500 505378.00 435060.14 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-01-01 2.500 453000.00 368194.81 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 2.500 393000.00 325360.34 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 3.500 811692.00 736958.24 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2044-05-01 5.500 1000.00 917.27 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2041-07-01 6.000 47192200.00 43084272.31 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 4.500 3350000.00 3162335.15 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 4.500 23378922.00 21868573.72 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 4.000 164987.00 153603.66 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-08-01 3.000 1000.00 888.24 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-01-01 2.500 22542861.00 19274085.24 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-05-01 1.500 1189.00 825.77 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-05-01 2.000 27671200.00 19600888.70 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-11-01 2.000 3828000.00 2917653.37 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 3.000 1000000.00 858913.43 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.000 94942370.00 87986778.85 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 5.000 4453728.00 4222725.54 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 5.500 25352320.00 25298462.93 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-11-01 4.500 85365088.00 81861183.44 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-10-01 2.500 306041.00 258507.55 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-03-01 5.000 6030810.00 5991162.00 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2047-10-01 3.000 525000.00 160855.14 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2049-09-01 3.000 14032393.00 3399061.46 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-08-01 2.500 497000.00 261563.53 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-10-01 3.500 1277600.00 834430.46 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-11-01 2.500 2000000.00 1034839.61 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-12-01 2.000 1300.00 881.91 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-06-01 3.500 10885.00 6081.00 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-10-01 3.000 550000.00 467219.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-11-01 3.000 595000.00 501523.90 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-11-01 3.000 3871581.00 3272629.77 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-11-01 2.500 1274421.00 1076245.72 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-12-01 3.000 153708.00 132145.11 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-12-01 3.500 110536.00 100515.50 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-01-01 3.000 9125000.00 7742143.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-12-01 3.500 1171552.00 1065625.36 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-02-01 3.000 2702046.00 2266628.55 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-02-01 3.500 1101964.00 1004329.40 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-01-01 3.500 686749.00 626564.97 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-02-01 3.500 3977140.00 3638314.05 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-02-01 4.000 1231678.00 1041752.56 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 2.500 3153615.00 2550813.20 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 3.500 2865183.00 2579729.51 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 3.500 100180008.00 87656081.66 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 3.500 7293450.00 6196900.06 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 4.000 2626579.00 2374001.59 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 3.500 974000.00 833416.93 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-04-01 3.000 8114798.00 7197644.45 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 3.500 1707219.00 1570116.27 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 3.000 600000.00 528954.36 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 4.500 4510912.00 4123531.77 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 3.000 607153.00 524428.55 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 4.000 1008.00 957.19 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 3.500 1546178.00 1429872.79 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 4.000 1867161.00 1599227.26 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-07-01 4.000 2594041.00 2465024.57 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-07-01 4.000 2736160.00 2582831.24 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-07-01 4.000 1965956.00 1878518.76 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-06-01 4.000 3008450.00 2753672.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.000 1655400.00 1572352.68 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.000 2893370.00 2737719.16 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.000 2100839.00 2010686.76 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 5.000 7160718.00 6608143.04 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 5.000 2775541.00 2664154.03 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 4.000 6831555.00 6185180.06 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 4.000 4696592.00 4231969.97 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-10-01 4.000 838916.00 798412.45 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 5.500 2687424.00 2470536.89 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-09-01 2.500 130079.00 110481.74 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-10-01 5.500 12649348.00 12516475.12 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-11-01 5.000 1738946.00 1728703.61 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-11-01 5.000 2283454.00 2270981.33 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 5.000 748724.00 746182.80 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-12-01 5.000 1181060.00 1181737.45 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-12-01 4.000 3881878.00 3695804.23 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 5.000 5600.00 5581.73 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-02-01 5.500 7358755.00 6698484.25 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-02-01 4.500 1663599.00 1643738.01 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-02-01 5.000 1134774.00 1134740.41 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-02-01 5.000 24777083.00 24779180.79 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-04-01 5.000 40959600.00 40961060.89 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2051-04-01 3.000 1400475.00 1183881.19 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-09-01 2.000 2900000.00 2043190.83 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-06-01 2.500 369000.00 179675.45 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-02-01 2.000 25641.00 19820.97 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-03-01 3.000 3712000.00 3151410.43 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-05-01 3.500 229000.00 205429.19 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 2.500 11090.00 9375.56 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2052-08-01 4.500 207200.00 199071.71 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2053-01-01 5.000 65727300.00 65601861.73 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2036-08-01 3.500 3113601.00 1976020.46 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2036-12-01 3.000 3344616.00 2787886.09 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2037-04-01 2.500 10000.00 8435.07 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2050-10-01 2.000 250000.00 139305.53 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2037-09-01 3.000 517939.00 474026.65 Agency Mortgage-Backed Securities FMAC-Agency Mortgage-Backed Securities 2037-05-01 3.500 40965.00 37501.69 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2025-07-01 3.160 78620700.00 71265193.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2025-09-01 3.040 11600000.00 10740704.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2026-12-01 2.560 22656500.00 17399290.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2045-11-01 3.500 550000.00 166655.25 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2043-09-01 3.274 25000.00 18745.38 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2045-02-01 4.078 2000.00 260.35 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2046-12-01 3.500 30000.00 13317.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2055-09-01 3.500 50000000.00 19068925.58 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2048-07-01 4.500 138000.00 72746.05 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2030-10-01 1.570 8354000.00 6927532.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2041-07-01 6.000 310000.00 99591.91 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2044-10-01 4.500 8330500.00 7112007.55 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2035-05-01 2.500 1276985.00 887688.44 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-07-01 3.000 1200.00 662.63 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2035-08-01 2.000 20200000.00 10860770.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-01-01 2.500 7353851.00 6137622.86 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-02-01 2.000 769690.00 548747.55 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2029-06-01 3.285 11193000.00 10641660.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2029-06-01 3.285 46855600.00 44547610.28 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2032-08-01 3.899 186400.00 177854.49 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2029-09-01 3.660 35000000.00 33699120.00 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2030-03-01 4.099 10863400.00 10827123.48 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-02-01 3.000 18349688.00 15514885.79 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-08-01 3.500 1288807.00 1174287.84 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-11-01 3.500 685200.00 627551.22 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-01-01 3.500 1781491.00 1636576.88 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-12-01 4.000 1007729.00 965781.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-04-01 3.500 31820000.00 28347624.33 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 4.000 450000.00 412324.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 2.500 64891.00 54229.64 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2037-06-01 3.500 83185.00 71225.62 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-02-01 3.500 1058307.00 877602.93 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-01-01 3.500 2853410.00 2608679.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 5.000 1318405.00 1316799.76 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 2.500 3036909.00 2566508.58 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-02-01 2.500 10240500.00 8472932.65 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 2.500 3217101.00 2728508.59 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 2.500 1355911.00 1151540.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-04-01 3.500 320000.00 292766.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 190000.00 173861.10 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 3.000 1418421.00 1253055.24 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-04-01 3.500 824716.00 733267.40 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 3.000 1507531.00 1335406.89 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.000 5114757.00 4645571.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 1200000.00 1055712.88 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.000 1126768.00 1072928.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 4.000 4455834.00 4199752.49 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.000 6882348.00 6392377.60 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-07-01 5.000 27396016.00 26259255.41 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.000 1114855.00 1057464.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-09-01 4.500 230000.00 218428.45 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-09-01 4.000 109996.00 101711.07 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.000 3431174.00 3261297.49 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.000 5746201.00 5455884.47 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2037-07-01 2.500 55482.00 48706.50 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2042-06-01 3.500 4242717.00 3883085.48 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 4.500 24640841.00 23398128.25 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 4.500 23770200.00 22857953.11 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 5.000 2305380.00 1910224.36 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-12-01 4.500 1683268.00 1403832.37 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-02-01 5.000 3434900.00 3268306.80 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-02-01 5.000 11462277.00 11491088.50 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 6.000 7741444.00 7282609.91 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-04-01 5.000 5884859.00 5885010.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 5.000 10709279.00 10707401.30 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-06-01 2.500 3172554.00 1924445.11 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-06-01 3.000 5242300.00 3219825.72 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-04-01 4.000 700000.00 626322.92 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-10-01 2.000 3690000.00 2822948.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-09-01 2.500 98269.00 76910.20 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-09-01 3.500 350000.00 292711.00 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-11-01 3.000 1575000.00 1285468.17 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-12-01 3.000 3050000.00 2546864.90 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 2.500 100000.00 83498.38 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2047-06-01 2.500 1389028.00 1180245.67 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2037-06-01 2.500 46000.00 39719.96 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-07-01 3.000 27249071.00 24064421.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 3.500 1398000.00 1275541.79 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-08-01 4.500 34329900.00 32809188.04 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2034-09-01 3.500 22900.00 7452.71 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-04-01 3.000 2735371.00 1893593.81 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-11-01 2.500 625000.00 492142.34 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-01-01 4.500 3336000.00 2753599.05 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-01-01 2.500 85797.00 71442.11 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-11-01 2.000 1410525.00 1096989.77 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-04-01 3.500 600000.00 522004.70 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2037-04-01 2.500 11000.00 8866.38 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-04-01 3.500 136464606.00 120079490.73 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 6900000.00 6172268.03 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-07-01 3.500 2250000.00 1962486.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-04-01 3.000 323542.00 272896.65 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 700000.00 639047.37 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-03-01 2.000 339166.00 261762.91 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-02-01 2.500 57865660.00 47716270.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-07-01 4.500 29079288.00 27831205.90 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-08-01 4.000 17383581.00 15209773.27 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 680000.00 614400.74 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.000 25071586.00 21918605.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-02-01 3.000 11582000.00 9653597.50 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 3.500 3059000.00 2756686.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-06-01 4.000 600000.00 556300.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-07-01 3.000 128776459.00 109498375.87 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-12-01 3.500 27377261.00 23020946.63 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2051-11-20 3.500 4000.00 3455.03 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-03-20 4.000 813700.00 770515.15 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-04-20 4.000 2485780.00 2365836.25 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-02-20 4.000 220570.00 208593.07 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-03-20 4.000 819439.00 776925.67 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-04-20 4.000 5330700.00 5053957.09 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-04-20 4.000 55700.00 52833.88 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-04-20 2.500 5190294.00 4407488.79 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-05-20 3.000 1000.00 894.97 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2058-01-15 4.360 2200000.00 2174022.80 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-03-20 4.000 4000.00 3792.88 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-03-20 3.000 9912125.00 8527747.65 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-03-20 3.500 1661900.00 1423043.30 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-04-20 4.000 2437800.00 2319618.99 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-04-20 4.000 3302700.00 3134280.50 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-05-20 3.000 638600.00 564298.66 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2053-03-20 4.500 1026.00 1011.17 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2053-03-20 4.000 2000.00 1924.34 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2053-03-20 4.000 3000.00 2886.51 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2047-03-15 3.500 2000.00 1697.35 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2047-07-20 3.000 99165150.00 48868716.75 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-07-01 4.000 54000000.00 50381926.13 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-09-01 2.500 123000.00 102802.31 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2046-03-01 4.000 54595248.00 52345058.78 Agency Mortgage-Backed Securities FANNIE MAE-Agency Mortgage-Backed Securities 2044-08-01 4.000 371746.00 104344.08 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2051-10-01 2.500 1500000.00 1143000.53 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-03-01 3.000 1985000.00 453745.21 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2050-08-01 2.000 499999.00 277568.68 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-05-01 2.500 134169.00 111016.05 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-07-01 3.000 763670.00 664516.35 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2037-07-01 4.000 7943.00 7044.09 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-09-01 4.000 14605667.00 13572453.35 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2042-08-01 4.500 2890576.00 2623292.06 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 3.500 138102000.00 125970075.49 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 6.000 499097.00 474220.39 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2052-10-01 2.500 229633.00 194216.29 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-01-01 5.000 216665498.00 213617463.92 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2038-02-01 2.000 100460.00 90074.06 Agency Mortgage-Backed Securities FNMA-Agency Mortgage-Backed Securities 2053-03-01 4.000 8362930.00 7995239.84 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2051-01-20 2.500 1900.00 1091.68 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-03-20 4.000 3900.00 3605.00 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-05-20 3.500 2279200.00 2024949.43 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2051-11-20 4.000 500000.00 431510.48 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2051-12-20 3.500 2000.00 1703.05 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-01-20 3.500 1000.00 867.33 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-06-20 4.500 4300.00 4116.26 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-07-20 4.500 2000.00 1917.74 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-02-20 2.500 9010669.00 7570729.04 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-09-20 2.500 1000.00 835.00 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-10-20 3.000 42573600.00 37747770.26 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-10-20 5.000 1500.00 1487.38 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-02-20 3.000 34432700.00 30802257.69 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-11-20 4.500 18360300.00 17201452.68 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-11-20 4.000 1000.00 937.96 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2053-01-20 5.000 1146100.00 1139542.16 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2053-02-20 3.000 215494.00 197362.33 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2047-12-15 4.000 111000.00 56024.77 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-05-20 3.000 1000.00 885.12 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2062-05-20 4.000 104400.00 97259.11 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2057-11-15 3.910 1000.00 953.11 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2060-10-15 4.599 50000.00 49748.52 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2050-02-20 4.000 1941000.00 1717345.18 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2063-03-15 2.569 1000.00 861.38 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2063-04-15 2.940 1000.00 886.21 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2051-07-20 3.000 4005319.00 3449379.77 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2051-07-20 3.000 3022000.00 2608036.97 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2057-12-15 4.349 2897710.00 2866856.28 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-02-20 2.500 4000.00 3387.98 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 2052-02-20 2.500 2000.00 1683.04 Agency Mortgage-Backed Securities Y 2023-04-03 2023-04-03 2023-04-03 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0482 2250000000.00 2250000000.00 0.0182 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 TREAS BDS-U.S. Treasuries (including strips) 2046-11-15 2.875 241000.00 205218.03 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-04-30 2.250 29543000.00 29087546.17 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2024-11-15 2.250 8305100.00 8105387.58 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2030-08-15 0.625 1487000.00 1206484.39 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-08-31 0.500 47900.00 41622.18 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-04-15 0.375 30633500.00 29369637.36 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-07-31 0.125 26265500.00 25866625.00 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2032-01-15 0.125 479800.00 470074.91 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-02-15 1.500 27906800.00 26594125.64 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2032-08-15 2.750 773900.00 726536.96 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-09-30 4.250 9010800.00 8991543.92 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2029-12-31 3.875 8040000.00 8230210.14 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-01-15 3.875 3434000.00 3455127.04 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-01-31 4.125 43362100.00 43585851.31 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-03-31 3.875 13020000.00 12964014.00 U.S. Treasuries (including strips) Y 2023-04-03 2023-04-03 2023-04-03 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0481 195000000.00 195000000.00 0.0016 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 USTR-U.S. Treasuries (including strips) 2023-09-14 0.000 7800.00 7629.85 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-09-21 0.000 13830000.00 13516031.33 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-09-28 0.000 1641500.00 1602622.71 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-05-18 0.000 50700.00 50396.45 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-02-22 0.000 162600.00 156008.03 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-11-30 0.000 9407600.00 9120846.94 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2052-11-15 0.000 1232400.00 423739.78 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2032-04-15 3.375 200.00 401.10 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2037-05-15 5.000 24018300.00 28223965.10 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2029-01-15 2.500 16174200.00 24131446.65 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2043-05-15 2.875 12837100.00 11081461.04 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2042-11-15 4.000 30969000.00 31942034.34 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2028-01-15 0.500 4775400.00 5571770.21 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-04-15 0.625 11142000.00 13462846.68 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-05-31 2.750 12587100.00 12661004.95 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-02-29 2.375 18871300.00 18520665.19 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2026-03-31 2.250 87900.00 83863.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2024-01-15 0.625 19162800.00 24392654.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2025-08-15 2.000 16113900.00 15412799.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2023-05-15 1.750 618600.00 620378.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2024-07-15 0.125 8375600.00 10341716.42 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) 2027-05-15 2.375 18005000.00 17199233.97 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2028-07-15 0.750 14390700.00 16762626.95 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-07-31 0.250 1551600.00 1422828.77 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2027-08-31 0.500 9990200.00 8680876.35 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-10-15 0.125 1259500.00 1229226.01 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-12-31 0.375 539500.00 491018.54 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-04-15 0.375 3025700.00 2900867.08 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-04-30 4.764 25488700.00 25687877.73 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-07-31 0.125 55737800.00 54891350.67 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2028-07-31 1.000 6773900.00 5904462.03 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-08-15 0.375 1745700.00 1652332.63 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-09-15 0.375 12512700.00 11808898.70 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-09-30 0.250 3064400.00 2997381.57 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-10-31 0.375 5157700.00 5036206.38 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2023-11-30 0.500 14258800.00 13885776.78 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2032-05-15 2.875 3244700.00 3105246.37 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2029-11-30 3.875 1141300.00 1171222.81 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2024-12-31 4.250 65481800.00 66164336.33 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) 2025-01-31 4.125 1774800.00 1783958.08 U.S. Treasuries (including strips) Y 2023-04-03 2023-04-03 2023-04-03 N Y NOMURA SECURITIES CO LTD 1.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0481 455000000.00 455000000.00 0.0037 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 40000000.00 24786000.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0482 24300000.00 24300000.00 0.0002 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 50000000.00 29070000.00 U.S. Treasuries (including strips) Y 2023-04-03 2023-04-03 2023-04-03 N Y PRUDENTIAL INSURANCE CO OF AMERICA 1.0000 FITCH'S RATING F1+ MOODY'S RATING Aa3 S&P RATING AA- N 0.0482 28500000.00 28500000.00 0.0002 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 USTR-U.S. Treasuries (including strips) 2023-04-30 4.764 3000000.00 3023443.06 Agency Collateralized Mortgage Obligation USTR-U.S. Treasuries (including strips) 2023-07-31 4.759 13161700.00 13256979.65 Agency Collateralized Mortgage Obligation USTR-U.S. Treasuries (including strips) 2027-02-28 1.875 120699400.00 112452792.57 Agency Collateralized Mortgage Obligation USTR-U.S. Treasuries (including strips) 2024-07-31 4.767 71257500.00 71711643.37 Agency Collateralized Mortgage Obligation USTR-U.S. Treasuries (including strips) 2024-10-31 4.870 10468500.00 10541926.86 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-09-25 3.000 18267888.00 2104558.29 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-07-25 3.500 19357142.00 2929626.41 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-10-25 3.000 10166666.00 1102101.91 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-10-25 4.500 50000000.00 4336405.38 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-10-25 3.000 25700000.00 2821619.24 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-10-25 2.500 72660000.00 7249414.78 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-10-25 3.000 13011833.00 1135784.08 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 2.500 48321000.00 5256164.34 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-10-25 2.500 27000000.00 3390926.18 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-10-25 2.500 84965000.00 9113986.18 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 2.500 12500000.00 1143153.13 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 0.000 25000000.00 1001132.52 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2048-11-25 4.000 9196319.00 1249468.67 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-01-25 3.000 7800000.00 666395.30 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-03-25 2.500 23300000.00 1872221.96 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-10-25 2.500 14208400.00 1176822.57 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-05-25 4.000 9693232.00 592983.84 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-08-25 4.000 4139000.00 588550.63 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 3.000 21000000.00 2784667.90 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 4.500 31268975.00 3706520.05 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-04-25 0.500 20624545.00 554856.25 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2031-01-25 2.000 34861502.00 978503.97 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2041-04-25 3.500 11365123.00 983394.42 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-05-25 2.500 350000000.00 41445643.41 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2047-02-25 4.000 4366116.00 498000.92 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-06-25 4.500 3343177.00 437603.28 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-06-25 3.500 12500000.00 1093971.12 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2036-03-15 5.500 6966201.00 701515.81 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-06-25 4.000 6937000.00 886152.36 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-06-25 4.000 33500000.00 4028733.35 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-07-25 2.500 4989853.00 559539.98 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-02-25 4.500 29662654.00 3328182.01 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-07-25 4.000 67000000.00 8596468.61 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-08-25 3.000 51610000.00 6562601.35 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-08-25 3.000 79727083.00 9842530.48 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-02-25 2.500 21389656.00 2223830.64 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-08-25 3.500 23713943.00 3143618.39 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 2.500 1899959.00 208881.10 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-08-25 4.500 100304477.00 13596367.51 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-07-25 3.000 75772166.00 9389835.25 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-04-25 2.500 1050168.00 110601.83 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2047-11-25 4.500 16197361.00 2053101.96 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 4.500 6851769.00 831606.46 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2048-10-25 4.000 1500000.00 206932.00 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2048-10-25 4.500 37297597.00 5485364.99 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2048-10-25 4.500 21038498.00 3337833.54 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2043-12-25 3.000 24471222.00 2613148.37 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2044-10-25 4.000 58569754.00 7978177.09 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-08-25 0.082 8000000.00 729927.80 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2048-08-25 4.500 59520390.00 8289837.86 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-07-25 3.000 93125000.00 11919935.75 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2051-11-15 3.500 59104507.00 8481733.33 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-11-25 3.000 3843000.00 495642.29 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-09-25 3.000 38333334.00 4342899.85 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2048-05-25 2.000 11250000.00 788676.09 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-01-25 4.500 17802692.00 2592853.66 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2033-09-25 3.000 48880752.00 3407189.36 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-01-25 4.500 7839999.00 1299648.80 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-11-25 4.000 6610000.00 933300.49 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2045-10-25 0.000 4344464.00 2725690.52 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-03-25 2.500 6437414.00 773601.54 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-01-25 0.000 10000000.00 141827.07 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-02-25 3.500 51428571.00 7386317.06 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-09-25 3.000 16738250.00 1721805.75 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2037-01-25 3.000 12217785.00 1208069.53 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-08-25 3.500 29109570.00 3072637.13 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 4.500 37943723.00 5667923.80 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2046-01-25 4.000 8385445.00 869910.50 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 4.500 35000000.00 5435565.40 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-06-25 0.890 4657127.00 267956.18 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-07-25 0.000 100000000.00 3237575.24 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-07-25 0.000 40000000.00 843615.96 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-08-25 1.390 25420717.00 1726672.08 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2045-11-15 4.000 6822882.00 1209039.27 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-09-25 4.500 11277209.00 2152831.09 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-06-25 1.490 4971958.00 408072.82 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2036-11-15 6.500 111538461.00 719822.81 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-06-25 0.000 47538735.00 1059572.36 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2039-08-15 5.000 30000000.00 65972.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2039-08-15 6.500 15018154.00 41613.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 4067750.00 299475.38 Agency Collateralized Mortgage Obligation FNMA-Agency Mortgage-Backed Securities 2052-08-01 5.000 1395030.00 1403061.68 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-07-16 1.372 179600000.00 148731.89 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-04-20 1.888 40504237.00 47125.78 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2033-09-16 1.872 100000000.00 21627.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2038-05-20 1.578 82670759.00 59285.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2034-05-16 1.822 95000000.00 14458.37 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2035-04-16 1.422 100000000.00 60408.67 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2035-03-20 1.438 63350000.00 89584.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2035-01-20 1.988 50000000.00 48793.18 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2035-01-16 2.022 69630125.00 119996.22 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2035-09-16 1.632 100000000.00 47026.30 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2035-08-20 1.588 119568891.00 145977.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 2036-03-20 1.488 43052857.00 36271.55 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-06-16 1.322 233333333.00 290315.54 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-07-20 1.178 100000000.00 835329.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2040-01-20 5.000 50000000.00 1028429.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 2042-04-16 1.872 4600000.00 87307.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2042-08-20 1.238 15180000.00 185443.95 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-07-16 1.372 42037019.00 939822.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2042-07-20 1.838 23000000.00 601124.30 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-08-20 1.358 6291390.00 159518.85 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-08-16 3.500 22733000.00 1221567.89 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-04-16 2.072 94323131.00 337258.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 2037-03-16 1.772 55127000.00 153416.79 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-03-20 2.058 200000000.00 251804.90 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-03-20 1.438 80769230.00 40212.19 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-04-16 1.522 50562947.00 145136.06 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-04-16 1.460 20700000.00 78119.40 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-05-16 2.072 33655032.00 29539.08 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-07-20 1.738 175000000.00 107905.69 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-07-16 1.372 80600000.00 66969.44 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-10-20 1.388 50000000.00 25697.70 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust-Agency Collateralized Mortgage Obligation 2037-10-20 1.788 161860000.00 70611.56 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-10-20 1.738 55621000.00 19478.16 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-11-16 1.822 44000000.00 37221.97 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2038-01-20 1.754 250000000.00 133734.49 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2038-06-16 1.512 40000000.00 90462.48 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2038-09-20 1.338 70000000.00 26590.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2039-08-20 1.338 90300000.00 59722.21 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-09-16 1.472 60000000.00 138082.03 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-08-20 1.938 258300000.00 652868.47 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2036-07-20 1.848 113054981.00 87269.08 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-11-16 5.500 2739257.00 81497.18 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-08-20 1.688 102500000.00 111312.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2039-11-20 1.568 50000000.00 155732.70 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-06-20 1.238 50000000.00 115236.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2041-03-16 1.872 64972949.00 122570.08 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-01-16 0.822 32150000.00 271890.03 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-12-16 1.072 157025072.00 300542.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2039-10-20 1.788 17149033.00 238555.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2038-09-20 1.238 15945911.00 185394.14 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2039-06-16 1.872 12538194.00 87606.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 2040-02-20 1.488 238276991.00 1125369.23 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-02-16 4.000 24315620.00 81240.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 2040-03-20 1.708 150000000.00 855103.65 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-02-16 1.822 23068000.00 81064.54 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-02-16 1.272 44700000.00 94470.41 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-05-20 1.738 15900000.00 77219.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 2040-05-16 1.322 52834340.00 144115.58 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-09-20 1.838 37999998.00 50412.76 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-12-20 5.500 2519282.00 31975.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2041-01-16 1.222 27196000.00 269199.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2041-02-16 1.822 76318500.00 809065.15 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2034-02-20 0.238 9166666.00 23403.33 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-02-20 1.288 43078000.00 209008.34 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-03-20 1.838 45697200.00 279337.70 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-04-16 1.222 17000000.00 179931.53 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-05-16 1.322 25800000.00 76973.89 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-05-16 0.000 15000000.00 991015.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2041-09-20 5.750 16441321.00 286041.98 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-05-20 1.338 13061200.00 119470.25 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2035-12-20 1.338 6000000.00 90898.93 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-09-20 1.938 8785000.00 183473.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2041-10-20 1.338 18570000.00 236376.68 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-06-16 1.372 30430320.00 205173.89 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-12-20 1.838 125793750.00 1204499.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 2027-02-20 3.500 18921428.00 35900.95 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-02-20 1.888 13336859.00 124746.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 2042-01-20 1.288 28656548.00 264582.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 2042-05-16 1.972 18250000.00 273291.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2042-09-20 4.000 62500000.00 1258158.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2043-02-20 3.000 11286666.00 387690.09 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-04-16 4.500 9676333.00 122747.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2027-12-20 2.500 40332084.00 141218.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2042-09-20 1.338 15000000.00 179904.72 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-03-20 1.388 23510693.00 32409.99 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-04-20 3.500 6662768.00 80824.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2044-01-20 1.388 136303380.00 949136.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-09-20 5.000 4900000.00 178885.50 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-12-20 1.288 51753000.00 503352.12 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-12-20 0.788 132000000.00 926430.98 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-12-16 0.822 33000000.00 329556.98 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-12-20 0.788 43369209.00 143459.82 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-12-16 4.500 54005500.00 40046.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2042-10-16 1.472 10887142.00 91891.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2043-05-20 3.500 8351857.00 316981.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2041-02-20 4.500 6833711.00 74428.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2043-06-16 1.422 26500000.00 445934.96 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-11-16 5.500 42848054.00 408751.79 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-01-20 1.338 2750000.00 36438.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2043-09-20 1.438 73333333.00 552688.05 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-07-20 1.438 17272370.00 111469.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-06-20 1.488 15000000.00 10866.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2043-07-20 1.488 29000000.00 285010.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2042-09-16 1.472 27708066.00 70062.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-09-20 1.388 36206662.00 172997.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2043-08-20 1.888 29641601.00 387106.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2043-08-16 1.372 37514550.00 320577.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-11-20 1.338 82231197.00 826196.50 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-01-20 1.488 61887273.00 245326.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-11-20 1.388 37269289.00 155653.37 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-01-20 1.988 85277575.00 902584.61 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-03-20 1.438 215529899.00 1115706.97 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-03-16 1.472 25000000.00 238970.57 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-03-16 1.472 24713912.00 308490.03 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-12-16 1.372 49000000.00 316787.38 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-04-20 4.500 13017055.00 199778.67 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-04-20 1.338 54035286.00 648400.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2044-07-20 0.838 30000000.00 329952.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2044-07-16 4.500 5285713.00 95902.98 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-08-20 0.838 34400000.00 542958.83 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-05-20 5.000 9261106.00 138898.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-12-20 1.388 28571428.00 814434.66 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-11-20 3.500 18571428.00 101041.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2045-11-20 1.488 26477206.00 471026.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-10-20 0.958 35000000.00 215656.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2044-11-20 0.838 9500000.00 160275.43 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2044-09-20 1.438 39093773.00 225225.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2029-09-20 3.500 18000000.00 127745.01 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-10-16 0.872 66231125.00 794540.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2040-10-20 1.858 14361249.00 57013.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2045-01-20 0.858 30478045.00 645521.56 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-01-20 0.838 63760190.00 961708.19 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-12-20 4.000 13235000.00 169092.14 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-02-16 4.000 9328677.00 135147.74 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-02-16 6.000 38029926.00 990421.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2045-05-20 0.838 18251798.00 227315.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2045-04-20 0.838 19626700.00 254831.87 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-04-20 3.500 15629051.00 349950.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 17923000.00 357444.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2045-07-20 1.488 4200671.00 155090.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-08-20 1.238 16708873.00 69582.29 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-05-20 4.000 15518366.00 179342.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-09-20 6.000 35697123.00 982646.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-06-20 7.000 29089813.00 813675.85 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-07-20 0.938 37971611.00 666088.34 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-07-20 3.500 28571428.00 137559.67 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-08-20 5.500 12400000.00 200369.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-01-20 4.000 9588250.00 137474.59 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-05-20 1.438 34844356.00 591317.07 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-10-20 3.500 30000000.00 251114.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-01-16 4.000 12402000.00 81377.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-02-20 1.338 2398536.00 38776.81 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2046-02-20 1.338 34187896.00 841932.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-12-20 1.988 27730074.00 658422.48 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-09-20 5.000 15644305.00 80447.58 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2046-01-20 1.388 2436135.00 47869.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-01-20 0.888 36225000.00 556467.11 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-03-20 4.000 12861258.00 192422.27 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2046-02-20 1.388 3500000.00 117170.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2039-06-20 4.500 7165270.00 123600.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-12-20 3.500 5350984.00 69302.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-03-20 1.288 20142857.00 387276.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-05-20 4.000 16849250.00 325157.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-10-20 4.000 56071519.00 291277.92 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-05-20 4.000 9625875.00 201436.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2045-11-20 4.000 9796228.00 267843.85 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-05-16 5.000 18322189.00 239468.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 7142857.00 434733.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2036-09-16 5.500 19473899.00 985902.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2046-10-20 1.488 39948442.00 2393172.12 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-10-20 4.000 10625000.00 346706.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2046-09-20 1.338 19781353.00 612813.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 19800000.00 1279625.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-10-16 1.238 13253848.00 395465.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2045-10-20 1.488 56350717.00 1319849.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2046-10-20 1.338 26601199.00 959947.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 9250000.00 305691.43 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-06-20 1.438 22186064.00 553949.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-07-16 1.522 52958685.00 1300733.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-09-20 1.438 8016197.00 271524.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-08-20 4.000 6776299.00 364133.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-09-20 3.500 9011428.00 87187.53 Agency Collateralized Mortgage Obligation Freddie Mac Giant Ioette Strips-Agency Collateralized Mortgage Obligation 2042-12-15 3.000 166600000.00 4231098.95 Agency Collateralized Mortgage Obligation Freddie Mac Giant Ioette Strips-Agency Collateralized Mortgage Obligation 2043-11-15 1.295 91700513.00 3039544.82 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 2052-07-01 5.000 1393620.00 1268369.63 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 2052-07-01 4.500 8441560.00 8234779.67 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-07-25 0.000 51936772.00 7400738.93 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 8624307.00 725240.61 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-08-25 0.000 59862667.00 4877419.01 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2042-08-25 3.500 65268540.00 715746.85 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR-Agency Collateralized Mortgage Obligation 2042-11-25 1.254 250653364.00 5994174.62 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2033-04-25 3.000 60458722.00 1047771.99 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-05-25 3.500 94278857.00 1496707.69 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-10-25 0.000 13655000.00 2623452.47 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2040-08-25 0.000 23004715.00 878171.49 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-10-25 1.054 148231925.00 5277316.18 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2044-09-25 5.500 46900792.00 1232493.43 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2054-08-25 5.000 32258534.00 999177.12 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2045-05-25 4.000 76388500.00 1749781.60 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-07-25 6.000 38904959.00 1336099.22 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2046-07-25 6.000 14651350.00 710392.48 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2046-03-25 3.500 15000000.00 661530.65 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2046-09-25 4.500 25694519.00 906196.77 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-01-25 5.000 29690372.00 1203153.52 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-03-25 6.500 27301033.00 1379285.30 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18688931.00 1019498.43 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18513919.00 839080.29 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-11-25 4.000 40082625.00 803654.81 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2048-02-25 4.000 15000000.00 933088.54 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2048-01-25 5.000 12512865.00 896404.74 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2048-06-25 1.354 171849309.00 3800530.97 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-02-25 5.000 13071003.00 824911.93 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2057-09-25 5.000 19134766.00 1211527.11 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-10-25 1.204 48962062.00 1511297.28 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-11-25 4.000 12014095.00 582224.99 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 3.500 13915215.00 1305312.41 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 3.000 8333333.00 953760.33 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 3.500 26646000.00 3306946.16 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2037-12-25 3.000 27380447.00 1026870.23 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-04-25 3.000 26370279.00 2035643.10 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-04-25 4.000 35335505.00 2031431.38 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 3.000 11200000.00 1291731.80 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 4.000 15500000.00 1047170.70 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 4.000 23425000.00 2082094.12 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-07-25 5.000 114386394.00 9298173.89 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-02-25 4.500 36018965.00 2148376.30 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 4.500 112174532.00 11708735.52 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 5.000 16600000.00 1156519.58 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-06-25 4.500 26089220.00 1936028.49 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-07-25 4.500 54000000.00 2578124.37 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-07-25 2.500 6000000.00 344471.19 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-10-25 3.000 30448210.00 2598083.32 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-09-25 3.500 45000000.00 3279004.19 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-08-25 3.000 8000000.00 962964.15 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-08-25 3.500 100000000.00 5518000.04 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-09-25 4.000 12102980.00 1135733.55 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-10-25 3.500 6087627.00 912009.58 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-12-25 2.000 24654901.00 2556611.35 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 41500000.00 4740559.20 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-02-25 2.500 20000000.00 2159420.03 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2035-11-25 1.500 66666666.00 2577852.06 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-12-25 3.000 17000000.00 1963297.56 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-12-25 2.500 27442193.00 3242321.30 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-05-25 2.000 13750000.00 824631.87 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 23525000.00 2366939.44 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 76534638.00 8850332.21 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2035-11-25 4.000 25839000.00 1580993.97 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 12500000.00 1003949.05 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 38462605.00 3051446.32 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-04-25 2.500 33933500.00 3494704.31 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2061-03-25 3.500 11428571.00 1195314.01 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-02-25 3.000 86962544.00 8525570.49 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-01-25 3.000 10786000.00 1448119.89 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-01-25 3.000 9519336.00 833493.12 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-12-25 3.000 57550833.00 7029520.58 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-11-25 3.000 112609464.00 13720458.59 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-01-25 3.500 15071501.00 1114168.01 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-02-25 3.000 32739840.00 3319324.53 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-11-25 4.500 18824593.00 1276342.29 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-04-25 3.500 10844929.00 1181089.08 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-04-25 3.500 78151170.00 5990595.81 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-12-25 2.500 17954400.00 1919369.06 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2046-02-25 0.000 67786392.00 1742204.98 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-09-25 4.000 109937530.00 16552702.53 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 4855027.00 661454.33 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2048-11-25 2.500 42875200.00 4433703.30 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-08-25 4.500 17571596.00 2343805.07 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 35552900.00 3159448.85 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2039-04-25 6.000 34370819.00 4709743.42 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-04-25 3.500 25000000.00 3875475.43 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-05-25 2.500 18500000.00 1932874.20 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 12171500.00 1037537.90 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2061-09-25 5.500 10090909.00 1763977.21 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-07-25 3.000 11105094.00 1308381.05 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-07-25 4.500 40274120.00 5914682.87 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-05-25 3.500 33200000.00 3101751.14 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2031-05-25 2.000 9761990.00 321455.64 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-06-25 3.000 15396481.00 1311854.47 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-06-25 2.500 6171790.00 748015.02 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-12-25 3.000 37383467.00 4885232.10 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-05-25 2.500 22170000.00 2250091.92 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2041-10-25 3.000 26666666.00 2130934.53 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-10-25 3.000 29145920.00 3178114.77 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-03-25 2.500 14417200.00 1706446.16 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-11-25 2.500 7243000.00 705336.21 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-11-25 4.500 51225221.00 7482537.36 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-10-25 3.000 100000000.00 11148218.36 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-11-25 2.500 33431625.00 3440687.87 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2061-11-25 5.500 43092577.00 5922975.83 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-11-25 3.000 18665764.00 1699520.77 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2052-01-25 3.000 55651859.00 8664751.65 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2041-01-25 4.500 13953497.00 1438192.96 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-11-25 2.500 10000000.00 890886.34 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2052-02-25 3.500 3299243.00 499962.31 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2035-04-25 3.000 24247444.00 1881312.32 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2041-02-25 4.000 29204041.00 3450382.98 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-11-25 2.500 14605459.00 1570364.54 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2052-04-25 3.500 13978626.00 1819725.54 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-03-25 4.500 13850930.00 1823208.68 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2033-06-15 5.000 10427542.00 57079.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2026-09-15 3.500 21821142.00 7648.07 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-07-15 4.000 4345978.00 55177.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2041-03-15 4.000 40218343.00 159904.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 82083333.00 187503.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2027-05-15 3.000 35000000.00 55267.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2032-10-15 3.000 60511093.00 824761.03 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2042-02-15 6.000 71242350.00 642186.59 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2027-12-15 3.500 83744460.00 295938.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2032-12-15 3.000 36166666.00 354240.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2043-01-15 3.500 5357233.00 162866.18 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2033-01-15 3.000 53115734.00 761657.29 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2032-10-15 3.000 25831961.00 326279.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2042-02-15 5.000 24299245.00 85689.89 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-12-15 3.500 6000000.00 98428.38 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2033-04-15 3.000 36917831.00 612169.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2043-04-15 4.000 6250000.00 96674.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2033-05-15 3.000 40333333.00 746288.07 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2043-06-15 2.015 26482266.00 672284.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2033-06-15 3.000 12515000.00 256656.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2043-07-15 0.000 20000000.00 3892521.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2043-07-15 0.000 35000000.00 4823327.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2043-05-15 4.000 7012191.00 8491.14 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2044-08-15 5.000 61727268.00 1043181.87 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2044-08-15 4.500 44400000.00 904478.80 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2037-07-15 6.000 50000000.00 1247414.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2041-07-15 3.000 4166666.00 3503.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2044-02-15 3.500 17289000.00 290590.72 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2045-12-15 4.000 30931500.00 613238.52 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 14285714.00 593575.50 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2031-04-15 3.000 16748568.00 251291.73 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2031-04-15 2.500 20000000.00 225952.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2034-01-15 3.000 23333333.00 549881.19 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2045-11-15 4.000 23334500.00 367884.46 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2040-05-15 1.415 387826929.00 8241224.45 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2044-02-15 4.000 85685865.00 862512.16 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2047-05-15 4.000 12375000.00 813013.64 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2048-05-15 4.000 13042546.00 240976.06 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 2.000 10000000.00 787670.59 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 4.000 27000000.00 1722816.75 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2045-01-15 4.000 21231370.00 1159533.62 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 2.000 13300000.00 1517108.61 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 2.000 8750000.00 829043.12 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 5.000 7114595.00 779162.24 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2045-11-25 4.000 16097261.00 1476898.10 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 2.500 30789539.00 2986983.85 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 1.740 10500000.00 1206319.33 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2035-12-25 1.500 33333333.00 1061612.82 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 2.500 23725100.00 2324018.37 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 2.500 12500000.00 1392270.91 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 3.000 5822370.00 651644.16 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 2.500 22800000.00 2617732.81 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 2.500 44477600.00 5089121.18 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 2.500 64067900.00 5438600.21 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2046-01-15 3.000 33825758.00 3246857.06 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 2.500 25516200.00 2832936.56 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 2.000 12347131.00 1149858.79 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 3.000 32302666.00 3644869.92 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-12-25 3.000 9500000.00 1239378.05 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-04-25 2.000 15140396.00 1202493.53 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 2.000 7500000.00 660121.87 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-11-25 3.000 21700000.00 2356778.29 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 3.000 21922181.00 2450331.64 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 1.740 9600000.00 1096392.56 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 1.740 8793156.00 761279.18 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 2.000 6000000.00 496238.49 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-01-25 4.000 29850264.00 3850503.54 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-02-25 3.000 8159241.00 1002077.79 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-02-25 3.000 7034737.00 791974.63 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2041-02-25 3.500 3000000.00 242511.80 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-02-25 3.000 60900000.00 6329524.72 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-02-25 3.000 36600000.00 4274545.18 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2051-02-15 4.500 16779572.00 1460545.02 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2045-06-25 4.000 10268858.00 1057192.77 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-02-25 2.500 12076634.00 1268267.24 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-09-25 3.000 35000000.00 4478293.22 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2047-12-15 5.000 16181051.00 778688.06 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2048-01-15 4.000 21223121.00 1089176.52 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2048-02-15 3.500 4767944.00 80894.59 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2048-06-15 1.515 40500000.00 524638.59 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-03-25 3.000 20980162.00 2383961.28 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-03-25 4.500 19572934.00 2659306.45 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-03-25 3.000 35000000.00 3469157.22 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-03-25 2.000 31718171.00 2741827.60 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-03-25 2.000 6000000.00 488970.81 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2048-09-15 3.000 9100000.00 227779.49 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2044-10-15 4.000 41621261.00 621834.50 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2046-06-15 5.500 2896150.00 226564.30 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2039-07-25 3.500 40267220.00 2007830.70 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-03-15 0.000 28439640.00 263727.42 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2042-02-15 0.000 27145686.00 332996.60 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2048-11-25 5.000 4106959.00 132165.34 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-08-25 1.204 5000000.00 94974.35 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-08-25 1.204 60707774.00 1597698.75 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-09-25 1.204 5473000.00 316379.30 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-07-15 5.500 7138489.00 635230.85 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-06-25 1.204 21189621.00 701620.43 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-09-25 1.204 15800000.00 193465.23 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2046-12-25 4.000 2718750.00 111862.03 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-09-25 1.204 11843806.00 279971.54 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-10-25 1.154 8333333.00 463257.26 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-11-25 1.204 8000000.00 423084.18 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-11-25 1.154 12870000.00 873429.79 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-12-25 1.204 40482857.00 1747179.77 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-12-25 1.154 7314000.00 248081.31 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-05-25 4.500 9651812.00 591249.37 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-01-25 4.000 10170919.00 1047655.49 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-02-25 4.000 22023375.00 1481601.34 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-03-25 3.000 12590333.00 684490.26 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-05-25 3.500 9400000.00 872490.42 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-05-25 4.500 7913000.00 716623.64 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 5.000 38859984.00 2488817.85 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 4.500 8947000.00 636152.89 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-04-25 3.000 27623917.00 2960979.54 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 1.204 3175000.00 123618.70 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 1.204 15000000.00 609035.74 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-02-25 3.500 14469143.00 1129793.20 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-01-25 1.254 98595869.00 4867788.93 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-07-25 1.254 34180109.00 3437047.70 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-07-25 4.000 56760105.00 2943540.28 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 3.000 30000000.00 4193172.94 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-07-25 4.000 98500000.00 9305369.18 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 3.000 17500000.00 1939322.06 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-07-25 4.000 31500000.00 3261406.65 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 1.254 2300000.00 129319.93 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 2.500 13500000.00 1277929.28 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-05-25 1.304 18000000.00 1260503.23 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-07-25 1.254 3769000.00 237124.15 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-06-25 1.304 99019090.00 7249415.61 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-08-25 3.000 50042183.00 5946786.14 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-08-25 1.254 16900000.00 1926146.85 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-08-25 1.254 10000000.00 856964.44 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-08-25 2.500 17226325.00 1730959.67 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-08-25 2.500 10000000.00 889442.26 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2045-07-25 5.000 13229798.00 1117881.74 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-09-25 3.000 32182559.00 2876460.20 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2050-09-25 4.500 34917446.00 2762311.88 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-10-20 1.438 865261.00 29901.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 16862903.00 144220.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 43406142.00 387246.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2062-01-16 1.003 25000000.00 1335179.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2061-01-16 1.047 65000000.00 4479030.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-07-20 3.500 10000000.00 78490.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-02-20 1.338 49277272.00 1024122.05 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-02-16 0.872 36566799.00 502913.05 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-03-20 0.000 148500000.00 671823.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-05-20 1.438 4448261.00 107228.17 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-10-16 1.322 6170386.00 224166.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-05-20 1.488 11354168.00 380030.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-08-20 4.500 89000000.00 5155258.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-10-20 4.000 22349777.00 635467.17 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2042-03-20 1.838 8000000.00 275608.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-05-20 1.438 5359620.00 142854.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-08-20 1.438 10287430.00 282940.38 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-06-20 1.438 12096774.00 307649.31 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-06-20 1.488 24698979.00 523191.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-07-20 0.000 54424493.00 291805.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-09-20 1.488 46000000.00 1191089.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-09-20 1.438 77108333.00 723557.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-09-20 1.438 19565606.00 250524.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-11-20 0.000 160104000.00 811036.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-10-20 1.388 7580000.00 129040.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-10-20 1.388 10500000.00 305350.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-10-20 1.388 32265116.00 993330.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-10-20 1.438 39736717.00 869472.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-11-20 1.438 30737202.00 388912.83 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-11-20 1.388 2500000.00 56161.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-01-20 1.338 40000000.00 950783.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-12-20 1.358 45033333.00 859412.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-12-20 1.338 11600000.00 318027.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-03-20 1.288 55278077.00 671950.41 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-02-20 1.288 3767000.00 88486.11 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-02-20 1.288 35000000.00 606925.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-02-20 1.288 68102992.00 1264425.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-04-20 5.000 67500450.00 1400117.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-03-20 1.288 31666666.00 570718.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-03-20 1.288 29233333.00 551113.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-03-20 1.288 33600000.00 829022.18 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-04-20 0.000 49842513.00 317937.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 1.338 30227653.00 332813.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-05-20 1.288 15598285.00 571343.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-12-20 1.338 26111984.00 927482.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-05-20 0.000 40000000.00 363137.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-05-20 0.000 50000000.00 311779.12 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 1.338 18715770.00 530002.81 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-07-20 0.788 45169891.00 424264.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 1.288 29576285.00 1109081.05 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 0.000 75000000.00 478300.39 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-07-20 1.338 16000000.00 359941.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 1.288 1825623.00 57697.14 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 0.500 50000000.00 803788.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 0.000 65100000.00 564749.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-05-20 4.000 24084250.00 1310063.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 1.338 30268291.00 318743.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-07-20 0.000 80000000.00 472661.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 5.000 3019680.00 100764.41 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 0.000 100000000.00 760518.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 1.338 12172000.00 298901.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-10-20 4.500 11131580.00 424376.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 0.000 100000000.00 1212520.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-09-20 1.288 18047607.00 191070.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-09-20 1.338 13800000.00 294472.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-09-20 1.288 10950000.00 524519.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 1.338 6500000.00 134905.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-10-20 0.000 20000000.00 217883.88 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-10-20 1.388 4018000.00 72954.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-11-20 1.288 47643799.00 668264.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-10-20 0.000 24564186.00 142244.66 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-01-20 1.338 2540000.00 69372.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-12-20 3.500 5979787.00 67699.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-03-20 0.000 56803643.00 409588.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-12-20 1.288 64975092.00 2461021.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-03-20 3.500 27098285.00 201662.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 1.338 11060000.00 251480.64 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2040-04-20 0.395 138116787.00 825476.81 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-02-20 1.288 16959891.00 255484.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2044-08-20 1.238 14000000.00 485947.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-01-20 3.500 8442765.00 227088.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-02-20 0.000 200000000.00 835020.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-11-20 4.000 16165142.00 876317.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-03-20 0.838 105035671.00 4374241.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-03-20 3.956 4452000.00 384179.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-03-20 1.288 51934083.00 2186252.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-01-20 3.500 3593468.00 50554.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 4.000 118672853.00 2117212.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-04-20 4.000 4828677.00 176217.22 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-04-20 1.338 7200000.00 158813.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-07-20 1.678 2247000.00 96756.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 1.288 26146783.00 730159.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-05-20 1.288 18755865.00 1488679.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-05-20 0.000 65373689.00 540943.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-06-20 4.000 61033302.00 4511632.14 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-07-20 1.338 45349669.00 1078523.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-07-20 1.438 46200000.00 2713785.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-07-20 3.500 9510082.00 622791.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-10-20 0.928 13698974.00 446326.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-05-20 1.338 17000000.00 570600.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-03-20 3.500 14080049.00 1074307.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 41662874.00 3331441.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-08-20 2.500 3459000.00 372863.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 76615875.00 6949348.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 14583333.00 1470362.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-08-20 4.000 28666274.00 2058050.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 5509220.00 206435.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2040-08-20 4.500 27292399.00 2222731.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-09-20 2.500 300000.00 32892.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 9501304.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 1900000.00 211139.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-10-20 3.000 8025458.00 1005362.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-10-20 2.000 28783927.00 2347763.72 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 1.538 8416580.00 739231.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 74563021.00 8497151.59 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 83000000.00 7995235.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-12-20 3.000 27957296.00 3068675.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 74795981.00 7408342.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 2.000 114882049.00 9477922.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-12-20 0.000 33213280.00 658080.81 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-12-20 0.000 45000000.00 961722.83 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 17504400.00 1557027.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 92939032.00 9325470.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32792031.00 3854349.66 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 31095616.00 2859592.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28613480.00 4136190.81 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 65000000.00 6869535.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-06-20 4.500 28891920.00 1641896.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32337000.00 2930101.72 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 0.000 113317041.00 1063331.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 52865489.00 2906420.24 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-02-20 0.000 105000000.00 1313032.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-03-20 0.000 101293523.00 1116684.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30218981.00 3070403.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-02-20 2.500 4500000.00 433886.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 27077050.00 1987819.88 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-02-20 3.000 72610000.00 5821217.82 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-03-20 0.000 20000000.00 70518.66 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-03-20 1.538 7471000.00 402480.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-03-20 1.538 6863000.00 382069.92 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 37648955.00 3446265.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 4.500 10856707.00 1062739.38 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 3.500 6523497.00 606907.17 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 24404333.00 2747843.88 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 0.000 35546109.00 272188.11 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-09-20 3.000 50000000.00 4471516.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 3.500 6819093.00 770941.92 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 1.538 30642235.00 1196664.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 127083333.00 11068611.11 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-11-20 3.500 25366541.00 811434.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 3.500 23528571.00 2905948.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 0.000 39500000.00 263614.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 0.000 28704000.00 211057.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 3268294.00 352651.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 12224941.00 1126914.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-05-20 3.000 23333333.00 2515344.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 150595666.00 14099528.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 86850000.00 8021275.41 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 105733333.00 10335913.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 73414750.00 7040111.82 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-06-20 3.500 13487545.00 940048.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-06-20 3.000 15672913.00 1368068.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 49346939.00 4885265.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-16 4.250 52906952.00 5849972.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 5027000.00 620729.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 0.000 29739388.00 458825.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-11-20 4.500 6279000.00 808235.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 33800000.00 2917876.87 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 5.000 4180000.00 536793.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 13959000.00 1304805.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 17601902.00 1728044.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-08-20 3.500 25514298.00 2629727.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-12-20 4.000 10295931.00 1010882.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 22000000.00 1687426.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 4.500 6358253.00 595566.11 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 0.000 18461061.00 315343.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 0.000 31890845.00 407200.24 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 28477600.00 2324086.94 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 4.000 30896250.00 4002506.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 0.000 43757026.00 775497.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 0.000 50000000.00 406629.92 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 70494500.00 7174987.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 12500000.00 1156859.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 6559869.00 955438.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-04-20 3.000 22617333.00 1406149.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 12754833.00 1087994.14 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 29640800.00 2776542.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 28033333.00 2777129.12 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-01-20 0.500 43628680.00 1147716.77 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 41468452.00 4120224.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 1.538 46748211.00 2972464.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 1.538 5893000.00 382377.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 6140839.00 829196.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 21172100.00 1367856.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 3426000.00 395458.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 0.000 79738541.00 1053138.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 18372560.00 2538329.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 5.500 3689000.00 358812.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 0.000 50000000.00 511963.37 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2036-10-20 2.500 55644528.00 3808114.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 119166666.00 10973107.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 4538000.00 530328.83 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 5267000.00 741583.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 39002410.00 3049038.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 15103376.00 888358.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 54774783.00 7103351.13 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.500 17100000.00 2748372.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 0.000 50540402.00 794542.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 0.000 50000000.00 1205429.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 4.500 2971000.00 337715.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 100000000.00 1122442.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 93464983.00 7511690.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 90225333.00 6424897.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 19615000.00 2541951.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 96028567.00 5640749.60 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 266666666.00 20565722.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 400000000.00 3005782.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 55744524.00 1235638.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 334392934.00 5477433.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 33333333.00 2781244.16 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 3.500 19552558.00 1382566.18 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 37257309.00 788776.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 21015416.00 1539288.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 31756281.00 4454840.66 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 22048789.00 2533203.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 17831633.00 1663029.22 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-01-20 0.000 65765005.00 1045290.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-01-20 0.000 108371129.00 1471567.79 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 73016666.00 5462442.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 25833333.00 2114629.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 3.000 32500000.00 2476814.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.610 12000000.00 569323.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-09-20 2.290 32888534.00 3132917.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 16000000.00 1245815.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 32632614.00 3129189.32 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.690 41244507.00 2051171.32 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.640 23000000.00 1419416.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.640 12000000.00 576420.99 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.690 11750000.00 1101359.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 50000000.00 7451567.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.420 16500000.00 1299467.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.710 63404453.00 6151034.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 1.040 31565206.00 2310548.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 1.690 9749168.00 486431.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 1.040 42700411.00 3141443.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 11000000.00 856498.44 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-11-20 1.040 81818184.00 4223681.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-11-20 0.940 50000000.00 2265565.52 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-11-20 0.040 50000000.00 991159.83 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-08-20 1.338 8091061.00 832768.82 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-03-20 1.388 8434800.00 894140.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2041-11-16 1.872 16356101.00 1866873.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-11-20 1.740 66712564.00 6586525.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 33732581.00 4369675.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.690 72000000.00 3533281.14 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 21500000.00 1679877.32 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 9000000.00 700771.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 27000000.00 2143062.56 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.590 100000000.00 5572792.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 0.940 350000000.00 11799907.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 22000000.00 1712996.88 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 6.500 6359112.00 920551.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 16000000.00 1269963.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.710 45290327.00 3598224.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.290 100000000.00 7264965.87 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 2.240 100000000.00 7968143.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-12-20 1.640 50000000.00 3850086.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-08-20 0.000 80454641.00 1572786.42 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-03-20 0.000 166000000.00 1976198.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 16000000.00 331563.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 16979000.00 2123316.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 5.000 6091833.00 970065.17 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 84088575.00 469103.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 61721756.00 542561.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 200000000.00 1820047.67 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 50000000.00 523350.76 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 182992797.00 4182591.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 32233227.00 3985513.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 11609250.00 7024853.93 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-04-20 0.000 47226038.00 1029955.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-02-20 3.500 443571.00 42359.09 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-04-20 3.500 33956284.00 3308980.05 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-03-20 0.000 120644652.00 1507757.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-07-20 1.438 10947855.00 818964.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-01-20 3.500 4241880.00 477173.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-05-20 0.000 17379652.00 638930.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 2.500 100000000.00 12189519.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 30000000.00 338068.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 0.000 143296246.00 2598308.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-05-20 0.000 33943807.00 22975853.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-05-20 4.500 2245558.00 293754.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-05-20 0.000 100000000.00 1350091.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-07-20 1.490 51250000.00 4285077.22 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 47958269.00 1745315.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 78000000.00 1579908.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 200000000.00 2050246.61 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 150000000.00 3087736.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 3.000 15889000.00 1853039.22 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-07-20 0.000 30000000.00 495905.35 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-10-20 1.040 11000000.00 641523.82 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-10-20 1.640 15346397.00 1409277.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-07-20 0.000 100000000.00 1838523.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-07-20 4.869 15000000.00 14697225.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-07-20 0.000 250000000.00 3731642.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-07-20 0.000 20000000.00 320017.21 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-07-20 1.470 11000000.00 921018.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-08-20 1.440 34894270.00 1347445.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-08-20 1.440 35700000.00 2204020.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-08-20 1.440 33333333.00 2780251.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-08-20 1.440 102078377.00 5328297.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-08-20 1.490 30008158.00 2535605.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-08-20 1.490 12736789.00 1064194.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-08-20 0.190 50000000.00 1266767.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-10-20 0.140 50000000.00 1459351.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.640 21000000.00 1369338.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.690 80000000.00 5322865.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 6.000 28500000.00 4144377.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.740 58000000.00 3822070.19 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.130 40000000.00 2106699.58 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 0.000 50000000.00 1197059.92 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 0.940 30000000.00 1142036.24 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 1.690 50892359.00 1713239.27 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 0.940 76842479.00 2888566.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 0.940 28157521.00 916565.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 0.340 72380596.00 1998225.23 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.040 25725955.00 1962612.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.040 9846675.00 725195.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 0.340 22426123.00 620766.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 0.940 50000000.00 1922233.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 0.940 40000000.00 1546367.24 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 1.590 9708172.00 322725.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 1.690 31397774.00 1862687.92 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 1.690 74687171.00 3703610.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-05-20 1.288 235723469.00 22516653.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-01-20 0.890 100000000.00 3726165.97 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 0.490 50000000.00 2527366.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.140 50000000.00 2633441.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.690 58511103.00 5618124.24 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.140 112956217.00 6016395.34 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.690 17262143.00 1208013.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.640 53000000.00 4354713.46 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.740 118000000.00 10032516.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-03-20 1.800 50000000.00 3012600.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-03-20 0.941 30000000.00 1655124.45 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2062-04-16 0.659 154479782.00 9888889.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-09-20 0.000 50000000.00 1606255.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2064-08-16 0.878 101861842.00 8169465.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-09-20 0.140 12500000.00 436011.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-06-20 0.890 23635449.00 1564611.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 2547634.00 420595.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-10-20 0.140 50000000.00 1410587.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-09-20 1.410 36000000.00 2581172.39 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 1775000000.00 1775000000.00 0.0144 N Y Y N - N/A - SOCIETE GENERALE NY SOCIETE GENERALE NY O2RNE8IBXP4R0TD8PU41 4290 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-07-11 0.000 106100.00 104681.54 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2049-02-15 3.000 28800.00 24965.46 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2050-11-15 1.625 900.00 573.19 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-04-30 2.750 24800.00 25041.08 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-05-15 2.375 95097000.00 89158539.63 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-07-31 1.250 88613700.00 87742387.43 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-11-15 1.750 87259600.00 78555069.70 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-02-28 1.125 91704300.00 86664936.89 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-03-31 1.250 101891100.00 90524128.88 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-05-31 0.750 66792100.00 60746421.87 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-06-30 1.250 13592900.00 12055471.44 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-09-30 1.250 100379400.00 88185410.86 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-03-31 2.375 87825300.00 81647141.44 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-03-31 2.500 7975700.00 7593552.31 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-04-30 2.500 87374500.00 86328467.93 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-04-30 2.750 100.00 97.23 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2032-05-15 2.875 8483600.00 8118984.24 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-06-15 2.875 80564400.00 79212227.47 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-09-30 3.875 57901300.00 58609432.89 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-09-30 4.250 87452800.00 87265913.36 U.S. Treasuries (including strips) FCSB-Agency Debentures and Agency Strips O2RNE8IBXP4R0TD8PU41 2023-07-17 2.875 400000.00 399655.88 U.S. Treasuries (including strips) FCSB-Agency Debentures and Agency Strips O2RNE8IBXP4R0TD8PU41 2023-11-24 0.550 1875000.00 1826708.02 U.S. Treasuries (including strips) FNMA-Agency Debentures and Agency Strips O2RNE8IBXP4R0TD8PU41 2024-02-05 2.500 2500000.00 2461597.22 U.S. Treasuries (including strips) FMAC-Agency Debentures and Agency Strips O2RNE8IBXP4R0TD8PU41 2023-11-06 0.250 2500000.00 2432932.36 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-09-20 4.500 1000.00 103.52 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-09-20 3.500 1000.00 154.40 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-20 2.500 1000.00 455.38 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 2.500 104000.00 53173.70 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 4.000 1000.00 209.12 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-20 3.500 695815.00 455157.59 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-20 2.000 1000.00 724.52 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-20 2.500 1008.00 745.71 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-20 2.000 120000.00 95502.20 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-20 2.000 747060.00 600916.14 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-20 4.000 65000.00 61220.19 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-10-20 5.500 299399.00 301703.29 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-20 4.500 1000.00 981.55 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-03-20 6.000 935787.00 961588.51 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 2.500 1000.00 758.05 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-03-20 6.000 1000.00 1029.11 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-01-20 6.000 1000.00 1026.35 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-03-20 5.000 5127390.00 5141755.23 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-02-20 5.500 1000.00 1023.41 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-02-20 5.500 2576504.00 2636546.37 U.S. Treasuries (including strips) GINNIE MAE-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-05-20 4.500 1000.00 52.34 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-11-20 7.000 1000.00 220.04 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2044-12-20 3.500 1000.00 505.81 U.S. Treasuries (including strips) GNMA-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-02-20 3.500 1223.00 160.55 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-04-10 2023-04-07 2023-04-07 N N N 0.0482 1000000000.00 1000000000.00 0.0081 N N Y N - N/A - SUMITOMO MITSUI BANKING SUMITOMO MITSUI BANKING 5U0XI89JRFVHWIBS4F54 1837 0001184915 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA-Agency Mortgage-Backed Securities 5U0XI89JRFVHWIBS4F54 2037-01-01 1.500 1274439.00 997557.32 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 5U0XI89JRFVHWIBS4F54 2047-12-20 3.000 447511854.00 83360873.88 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 5U0XI89JRFVHWIBS4F54 2048-02-20 3.000 464125703.00 85429268.62 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities 5U0XI89JRFVHWIBS4F54 2049-11-20 3.500 814000000.00 136212300.32 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 300000000.00 300000000.00 0.0024 N Y Y N - N/A - TD SECURITIES USA LLC TD SECURITIES USA LLC SUVUFHICNZMP2WKHG940 36028 0000803012 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2043-01-20 4.000 50000000.00 5861692.00 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2044-03-20 4.000 100000000.00 7332807.47 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2043-06-20 4.000 50000000.00 6827363.42 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2044-06-20 4.000 48622476.00 3938148.16 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2045-01-20 4.000 50000000.00 5208197.98 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2048-08-20 4.000 50000000.00 6286627.56 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2048-09-20 3.500 40000000.00 5806173.46 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2049-03-20 3.500 60000000.00 7340885.84 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2049-07-20 3.500 50000000.00 7262460.57 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2050-10-20 2.000 10000000.00 6051650.60 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2053-01-20 7.000 4738066.00 5067879.63 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2053-02-20 6.000 5178260.00 5353829.98 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2053-02-20 6.000 6666501.00 6935384.11 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2053-02-20 6.500 5262899.00 5495133.31 Agency Mortgage-Backed Securities GNMA-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2053-02-20 7.000 5229792.00 5453135.91 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2041-10-20 4.000 69359510.00 4630922.58 Agency Mortgage-Backed Securities GINNIE MAE-Agency Mortgage-Backed Securities SUVUFHICNZMP2WKHG940 2041-11-20 4.000 100000000.00 7147707.32 Agency Mortgage-Backed Securities Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 100000000.00 100000000.00 0.0008 N Y Y N - N/A - UBS SECURITIES LLC UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 36029 0000230611 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-18 0.000 3115000.00 3107938.29 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-20 0.000 2519800.00 2513470.26 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-18 0.000 4500000.00 4473058.50 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-13 0.000 14519200.00 14322261.57 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-10 0.000 773100.00 759833.60 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-27 0.000 118000.00 116200.50 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-03 0.000 215600.00 212074.29 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-02 0.000 305000.00 296758.90 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-04 0.000 2357600.00 2347646.21 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-31 0.000 282000.00 276354.35 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 0.000 3852500.00 3735071.94 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-29 0.000 175700.00 173635.87 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-25 0.000 90000.00 86668.28 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-20 0.000 1250000.00 1232117.50 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-09 0.000 10000.00 9951.47 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-23 0.000 6000000.00 5960190.00 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-06 0.000 10000.00 9915.19 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-13 0.000 279000.00 276347.26 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-27 0.000 1902100.00 1880419.86 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-05 0.000 4920000.00 4858155.59 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-18 0.000 585000.00 576684.81 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-17 0.000 7664900.00 7647577.32 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 0.000 133000.00 130844.07 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 54000.00 50458.13 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 154000.00 142549.79 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 34000.00 31002.69 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 0.000 7000.00 6153.37 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 1000.00 871.80 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 0.000 7000.00 6049.70 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 3000.00 2548.37 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 10000.00 8053.35 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.000 5000.00 3876.63 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 0.000 20500.00 15511.89 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 0.000 17200.00 10684.63 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-02-15 0.000 450000.00 189607.50 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-11-15 0.000 11000.00 4515.80 U.S. Treasuries (including strips) U.S. Treasury Bond Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 0.000 5000.00 1963.38 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 0.000 4000.00 1416.75 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-05-15 0.000 4000.00 1410.26 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-08-15 0.000 4000.00 1401.08 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-05-15 0.000 5000.00 1716.43 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 7.625 5000.00 5356.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 5.250 13200.00 14340.52 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-04-15 3.875 22000.00 46614.06 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 6.250 1000.00 1187.27 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 5.375 300.00 338.49 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-04-15 3.375 116500.00 233642.10 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 4.500 300.00 332.55 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 4.750 15600.00 17729.57 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-05-15 5.000 3900.00 4582.89 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2038-02-15 4.375 8100.00 8834.68 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2038-05-15 4.500 60300.00 67266.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 2.500 979800.00 1461833.74 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-05-15 4.250 428200.00 464336.16 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-08-15 4.500 1000.00 1105.09 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-11-15 4.375 700.00 768.79 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 4.375 1069.00 1172.06 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 4.250 16900.00 18220.42 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-02-15 2.125 2000.00 2996.93 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-08-15 3.750 400.00 397.11 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 3.125 499800.00 456359.54 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-05-15 3.000 125000.00 111030.33 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-08-15 2.750 300.00 253.02 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-11-15 2.750 1800.00 1525.24 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-02-15 0.625 1943000.00 2117478.42 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-02-15 1.375 530600.00 655345.52 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 3.125 1000.00 884.74 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-02-15 0.750 6000.00 6444.29 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-08-15 2.875 2700.00 2278.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-11-15 3.000 100.00 86.96 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-02-15 1.000 3944700.00 4420364.78 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-08-15 2.250 900.00 671.99 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-11-15 2.875 1300.00 1106.98 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-02-15 3.000 1000.00 862.25 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-02-15 0.875 237400.00 252572.53 U.S. Treasuries (including strips) United States Treasury Bonds-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 3.000 580900.00 505354.95 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-11-15 2.750 200.00 166.19 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-02-15 1.000 1000.00 1069.50 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-08-15 3.000 231000.00 199794.53 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-11-15 3.375 690000.00 645686.51 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-02-15 1.000 3000.00 3135.04 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-08-15 2.250 612000.00 454801.56 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 0.250 6100.00 5082.66 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-05-15 1.250 4554000.00 2624206.67 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-08-15 1.125 499600.00 327129.78 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 1.125 9400.00 6216.71 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 1.625 2600.00 1655.90 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 1.375 22100.00 15166.56 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 1.875 7500.00 5057.43 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 0.125 3992000.00 3134805.08 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-08-15 2.000 200.00 138.86 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-11-15 1.875 300.00 203.01 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 2.000 47100.00 35464.73 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-02-15 2.375 500000.00 398744.87 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-08-15 3.000 13340000.00 11588076.59 U.S. Treasuries (including strips) US Treasury Note Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 6300.00 6116.12 U.S. Treasuries (including strips) US Treasury Note Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.000 979400.00 930588.66 U.S. Treasuries (including strips) US Treasury Note Stripped Principal Payment-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 842500.00 792943.30 U.S. Treasuries (including strips) United States Treasury Notes-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 2.125 100.00 97.32 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 2.250 99700.00 94214.21 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-15 2.750 100.00 95.98 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 2.750 700.00 706.80 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-31 2.750 14000000.00 14082200.76 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 2.875 900.00 883.92 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 2.250 3000.00 2862.24 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-15 0.500 15256000.00 17848733.69 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-30 2.375 75000.00 72506.30 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 286.49 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-06-30 1.875 90000.00 84962.48 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-15 0.250 830000.00 915553.38 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 2.750 100.00 98.64 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 100.00 96.54 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-04-30 1.625 5000000.00 5020591.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 2.250 9000000.00 8851564.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-15 0.375 5966400.00 7694585.67 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 2.500 5876800.00 5843470.75 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 5902400.00 7277180.95 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 2.750 169700.00 166054.33 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-08-15 1.625 75300.00 66969.11 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 1.625 6600.00 6123.57 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.125 3357000.00 3822147.89 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-15 0.125 1854000.00 1998339.99 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 1.375 35200.00 33529.79 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.125 17000.00 15393.20 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 0.500 100.00 93.12 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 0.375 97100.00 90072.31 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 0.250 2000.00 1844.00 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 0.250 509200.00 468745.35 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.625 200.00 162.27 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-31 0.250 1198100.00 1095282.17 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 0.250 25200.00 23011.63 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-15 0.125 2184000.00 2437137.98 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-15 0.125 11000000.00 10658164.12 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 0.625 820800.00 712110.37 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 0.375 294700.00 266991.47 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.125 40300.00 38736.84 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-29 1.125 328000.00 290432.41 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-15 0.250 300.00 287.80 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 1.625 11100000.00 9663593.09 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-31 0.125 48000.00 47654.18 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 1.250 72100.00 64145.07 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-15 0.250 786000.00 747272.22 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 4.759 4000000.00 4028956.63 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-08-15 1.250 900.00 751.86 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 313000.00 296259.44 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-09-15 0.375 54000.00 50962.66 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-30 0.875 499900.00 451324.71 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 0.250 4388100.00 4292132.25 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.625 100.00 94.74 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 0.375 262400.00 256218.96 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 4.765 100000.00 100728.39 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.750 1000.00 946.81 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 0.500 99800.00 97189.14 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-12-31 1.375 300.00 265.55 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.250 75200.00 68724.35 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 1.125 100800.00 95614.82 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 0.875 211100.00 204719.52 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 1.500 8000000.00 7623697.63 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 1.500 150900.00 146805.41 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.250 4243000.00 4143764.71 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 4.655 800000.00 804490.97 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-05-15 2.875 6131900.00 5868357.71 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.500 501000.00 493475.20 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-15 2.875 11893000.00 11693390.89 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-06-30 3.250 70000.00 69134.45 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 3.000 368700.00 362372.17 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-31 2.750 230200.00 221986.93 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-31 2.625 54500.00 51566.99 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 3.125 700.00 688.20 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 2.750 18308000.00 17187542.00 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-09-30 4.125 3100.00 3148.45 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-15 4.250 5999700.00 6152042.14 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 4.375 374900.00 381803.14 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-10-15 1.625 1955900.00 2019329.75 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-10-31 4.125 726500.00 750718.96 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 4.500 843400.00 868266.87 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 4.500 1750000.00 1781212.63 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-30 3.875 4911000.00 5039757.48 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 3.875 3936000.00 4014933.25 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-12-31 3.875 6098100.00 6242368.71 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 3.875 4000000.00 4067571.91 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 4.250 249000.00 251595.40 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 3.875 35000.00 35215.33 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 4.930 100000.00 100792.69 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 4.125 945800.00 950680.39 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-31 3.500 8000000.00 7981467.35 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-01-15 1.125 4874300.00 4861168.19 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-02-15 3.500 1861000.00 1861057.95 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-28 4.000 3027000.00 3105307.17 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-03-31 3.625 1789300.00 1790427.25 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 3.875 5577000.00 5553018.90 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 0.000 150000.00 108192.89 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 7063.14 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 0.000 1644.55 1112.53 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-02-15 0.000 2000.00 1326.82 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-02-15 0.000 1000.00 636.40 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 623.99 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 0.000 13330.77 8148.21 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 0.000 39000.20 22833.72 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.000 33.72 25.55 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 0.000 15000.00 11146.65 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 14000.00 9193.50 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 0.000 9396.29 9242.47 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-05-15 0.000 268068.00 266574.86 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 9935.40 9664.96 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.000 81.29 78.23 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 11078.79 10449.95 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 233034.97 217833.16 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 14488.12 13429.90 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 0.000 138011.82 126908.76 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 344000.00 314474.47 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 5000.00 4479.51 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-15 0.000 1009.00 895.56 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 0.000 107043.30 94137.41 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 45000.00 39226.76 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 0.000 88.53 76.46 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 0.000 17999.90 15427.01 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 9222.50 7838.26 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 0.000 15000.00 12638.16 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-15 0.000 4564.50 3806.01 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 0.000 229000.00 189426.51 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 0.30 0.24 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-05-15 0.000 22999.91 14496.59 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 0.000 5000.00 3993.25 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.000 86.70 66.18 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-11-15 0.000 0.10 0.05 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2038-11-15 0.000 0.10 0.05 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-11-15 0.000 2000.00 678.00 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 0.000 160.46 79.79 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 0.000 186.24 87.96 U.S. Treasuries (including strips) U.S. Treasury Security Stripped Interest Security-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 418.88 U.S. Treasuries (including strips) USTR-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 4000.00 1398.18 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2023-04-03 2023-04-03 2023-04-03 N N N 0.0480 300000000.00 300000000.00 0.0024 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+ 2023-04-03 2023-04-30 2023-04-30 N N N 0.0476 3437832907.56 3437832907.56 0.0278 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+ 2023-04-03 2023-07-31 2023-07-31 N N N 0.0476 2254149662.05 2254149662.05 0.0183 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+ 2023-04-03 2023-10-31 2023-10-31 N N N 0.0477 899838441.00 899838441.00 0.0073 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CGF2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2025-01-31 2025-01-31 N N N 0.0492 1163790653.92 1163790653.92 0.0094 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+ 2023-04-03 2024-04-30 2024-04-30 N N N 0.0470 2296405468.00 2296405468.00 0.0186 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+ 2023-04-03 2024-07-31 2024-07-31 N N N 0.0480 2618440180.10 2618440180.10 0.0212 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CFS5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-04-03 2024-10-31 2024-10-31 N N N 0.0492 1030935077.93 1030935077.93 0.0083 N Y Y N - N/A - VIETNAM DAIRY PRODUCTS JSC VIETNAM DAIRY PRODUCTS JSC 7624 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FHLMC WLST 2017-SC01 1-A 20461225 3.00000-Agency Collateralized Mortgage Obligation 2046-12-25 3.000 12000000.00 1612927.13 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2053-09-25 0.100 239344896.00 1305945.53 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2047-11-25 0.100 241532160.00 319869.09 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2030-06-25 0.100 549980000.00 2848420.41 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2030-07-25 0.100 44593200.00 243716.70 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2049-04-25 4.167 1130000.00 1088314.11 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2048-10-25 0.100 219730240.00 514242.00 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2031-01-25 0.100 619129000.00 2662064.32 Agency Collateralized Mortgage Obligation FREMF Mortgage Trust-Agency Collateralized Mortgage Obligation 2050-05-25 3.997 1085000.00 1033232.61 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2051-04-25 3.948 2000000.00 1933784.92 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2040-01-25 1.179 16015400.00 554595.28 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2038-06-25 3.399 2612700.00 1607550.00 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2038-05-25 3.439 1691000.00 984720.13 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2038-08-25 0.017 170000000.00 928119.87 Agency Collateralized Mortgage Obligation FREMF Mortgage Trust-Agency Collateralized Mortgage Obligation 2050-02-25 3.904 2595000.00 2544394.63 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2049-10-25 3.727 2765000.00 2562264.52 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2049-10-25 0.000 23588928.00 14303924.92 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2025-04-25 3.843 21083000.00 19210938.08 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2026-02-25 7.019 3615500.00 1130460.05 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2039-12-25 0.539 35000000.00 935813.83 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-01-25 0.867 8022000.00 246466.61 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-04-25 0.649 61000000.00 1536041.51 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-01-25 0.505 68500000.00 1348973.44 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2054-04-25 0.100 424846000.00 2368640.00 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2054-04-25 0.100 97238000.00 572861.47 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2054-09-25 0.100 243296768.00 1512170.51 Agency Collateralized Mortgage Obligation Freddie Mac Giant Ioette Strips-Agency Collateralized Mortgage Obligation 2042-12-15 1.465 21162048.00 266315.10 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2052-03-15 2.500 2215696.00 320504.28 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2052-02-15 2.500 372480.00 42264.09 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-04-15 2.500 38338440.00 4876408.90 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2042-09-15 2.756 434272.00 42407.82 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-10-15 3.500 57835392.00 9527243.15 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-10-15 4.000 10492832.00 1948799.58 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-10-15 6.000 4245976.00 912016.22 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2037-07-15 2.500 52041440.00 3004014.15 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-10-15 2.500 100000000.00 14848506.56 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-10-15 4.000 11806144.00 2349057.16 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-11-15 4.500 12386352.00 2029080.63 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-10-15 3.000 17421856.00 2972043.45 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-10-15 3.500 45780416.00 7323129.07 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-11-15 4.000 10004800.00 2022860.13 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-11-15 4.500 149989888.00 24652244.33 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-11-15 4.500 10419920.00 1738900.34 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-11-15 4.500 8520096.00 1417932.31 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2037-11-15 3.000 14680768.00 1608829.06 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-11-15 5.500 26062400.00 4848467.41 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2037-11-15 3.500 10525776.00 1367348.22 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2037-11-15 4.000 6254736.00 813091.87 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2052-10-15 2.274 4718784.00 550226.43 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2052-11-15 4.593 2624328.00 440868.48 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2044-03-15 0.000 10000000.00 1334191.89 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2031-05-04 0.610 32500000.00 617013.13 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-08-25 4.000 18413000.00 7233465.04 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD-Agency Collateralized Mortgage Obligation 2041-10-25 4.000 2000000.00 848308.89 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-12-25 1.694 105850000.00 1939192.58 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2041-12-25 6.500 81354112.00 643417.51 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR-Agency Collateralized Mortgage Obligation 2041-08-25 1.804 62350400.00 78997.84 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-01-25 0.216 12000000.00 1080947.98 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-11-25 4.000 28610720.00 501485.83 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-08-25 4.000 20568992.00 21016.25 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-09-25 3.000 14500000.00 954584.00 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2042-11-25 1.254 21600000.00 448178.78 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2042-09-25 1.304 3511552.00 63435.08 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-07-25 1.354 51577088.00 199846.17 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-03-25 4.000 3590770.00 75142.38 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-04-25 5.000 25257088.00 456564.64 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-07-25 2.500 7522264.00 6691763.42 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2043-07-25 1.304 47368192.00 792647.70 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR-Agency Collateralized Mortgage Obligation 2043-07-25 1.354 1435700.00 31787.90 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-09-25 0.000 12000000.00 1524622.96 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR-Agency Collateralized Mortgage Obligation 2043-10-25 3.000 7637000.00 4891922.80 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2043-10-25 1.754 33433856.00 333072.11 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2040-03-25 3.000 3690000.00 1748376.05 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR-Agency Collateralized Mortgage Obligation 2023-07-25 3.233 17300000.00 1675659.16 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2044-02-25 4.000 3181396.00 3057783.91 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2024-01-25 0.080 226885632.00 6604.72 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2044-12-25 3.500 6929472.00 86273.77 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2024-08-25 0.064 189194240.00 61489.60 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2045-01-25 1.404 117234000.00 1491691.84 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2027-04-25 0.082 353021952.00 749128.14 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2044-09-25 4.000 83927936.00 1125723.26 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2045-10-25 3.000 2337000.00 1536228.75 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2026-04-25 0.387 273500000.00 2111153.93 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR-Agency Collateralized Mortgage Obligation 2046-03-25 3.000 10000000.00 8466070.00 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2046-05-25 3.000 2000000.00 1702496.00 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2046-07-25 4.000 9366750.00 69864.32 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2046-02-25 4.500 1111110.00 41618.58 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2027-05-25 0.098 100000000.00 280227.98 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-06-25 3.500 363320.00 418187.99 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-05-25 1.304 12700000.00 309428.78 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2047-10-25 3.500 1200000.00 1191204.52 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2042-04-25 0.489 16684896.00 74100.13 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2048-10-25 3.500 2581000.00 1102792.91 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-01-25 1.304 33506816.00 1176877.63 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2048-12-25 4.500 1222222.00 92375.62 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-06-25 1.204 2668000.00 66044.10 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2043-07-25 1.304 40936064.00 1770374.46 Agency Collateralized Mortgage Obligation FNMA-Agency Mortgage-Backed Securities 2030-01-25 0.313 24803136.00 328778.45 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-02-25 3.000 2381000.00 1055550.35 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-05-25 0.000 129352448.00 966685.11 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-05-25 5.000 92774656.00 8689161.23 Agency Collateralized Mortgage Obligation FNMA-Agency Mortgage-Backed Securities 2032-07-25 0.148 188001000.00 1497653.41 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-08-25 1.304 24791720.00 1705244.01 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2050-10-25 3.000 20532224.00 2158136.56 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-11-25 3.500 33828992.00 1375730.24 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-11-25 4.500 73079000.00 10674748.44 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-12-25 2.000 2806344.00 1561818.40 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2052-01-25 3.500 33691776.00 5016966.87 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2051-04-25 3.500 18964256.00 2709524.25 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2052-05-25 0.000 30613408.00 843585.89 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-04-25 2.750 5998504.00 5212212.09 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2049-04-25 4.000 1907228.00 216320.34 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2053-04-25 5.500 3578592.00 3715567.38 Agency Collateralized Mortgage Obligation Fannie Mae Stripped Mortgage-Backed Securities-Agency Debentures and Agency Strips 2036-05-01 5.500 45421376.00 159220.69 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2039-10-01 4.500 87580416.00 285585.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2041-08-15 1.765 41663616.00 249085.08 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-09-15 4.000 1271194.00 1896467.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2041-11-15 1.765 76636672.00 1025884.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2042-01-15 1.815 50000000.00 483754.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2041-05-15 1.865 31448256.00 57050.55 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2042-04-15 3.500 15000000.00 14179877.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2042-05-15 4.000 7064000.00 6772202.64 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2041-02-15 2.015 15910656.00 28770.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2042-07-15 1.915 55904128.00 540085.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2041-05-15 4.000 17761792.00 94438.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2042-10-15 1.465 40522112.00 1012842.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2042-08-15 3.500 2692068.00 405197.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2032-08-15 3.500 135478016.00 159983.29 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2043-06-15 4.000 1300000.00 1872078.50 Agency Collateralized Mortgage Obligation Freddie Mac Structured Pass Through Certificates-Agency Collateralized Mortgage Obligation 2041-08-25 1.625 60063000.00 327403.11 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2044-06-15 4.000 11621000.00 15655511.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2044-06-15 3.000 28264960.00 33122145.55 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2045-02-15 3.500 15199904.00 147549.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2045-10-15 0.965 107651200.00 1328017.93 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2045-05-15 3.500 3472000.00 6061.02 Agency Collateralized Mortgage Obligation Freddie Mac Structured Pass Through Certificates-Agency Collateralized Mortgage Obligation 2034-04-25 4.262 7312000.00 1876381.41 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2044-04-25 1.645 25541000.00 1145791.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT-Agency Collateralized Mortgage Obligation 2045-12-15 4.500 43363776.00 603001.29 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2044-11-25 1.917 14981000.00 885483.10 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2047-03-15 3.500 900000.00 1027974.79 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2047-03-15 3.000 1501300.00 1415727.54 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2045-05-25 2.141 11760000.00 857886.51 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2049-01-25 2.631 317000.00 47675.37 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2049-02-25 2.653 9230000.00 1417828.93 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2049-01-15 1.365 20594656.00 514722.26 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2049-04-15 1.365 13558848.00 133280.80 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2037-10-25 3.156 19634400.00 4676731.16 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2029-08-25 5.189 50000000.00 32382710.62 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2026-09-25 0.719 289225000.00 4632522.93 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2049-09-25 4.000 1065176.00 53273.52 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2047-12-15 0.150 7464136.00 19882.13 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2044-04-15 1.265 37181888.00 1412379.17 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2043-03-15 0.370 39666304.00 92785.17 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2043-02-25 0.269 9983856.00 46726.47 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-03-25 4.000 2168064.00 144238.96 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2049-04-25 2.781 14600000.00 2388091.52 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2036-11-15 0.000 57123264.00 106152.28 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2031-01-25 1.937 7000000.00 750723.55 Agency Collateralized Mortgage Obligation FMAC-Agency Mortgage-Backed Securities 2029-10-25 0.910 103901000.00 7271857.82 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2051-08-25 2.000 3448340.00 2048938.38 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2050-04-25 2.973 7677000.00 1448205.61 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2050-04-25 2.755 10891000.00 1502186.59 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-08-25 0.050 50000000.00 74218.61 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2044-10-25 4.500 12647808.00 11911593.51 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2055-11-25 4.333 18000000.00 5212626.03 Agency Collateralized Mortgage Obligation FMAC-Agency Debentures and Agency Strips 2052-02-25 4.000 940000.00 906310.71 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2033-08-25 1.317 4735000.00 213577.08 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2033-07-15 2.345 1000000.00 132836.33 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2034-10-25 5.000 93000000.00 128872.29 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-06-25 1.754 49995776.00 20197.86 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-04-25 5.085 50000000.00 1392506.34 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-06-25 1.564 49999900.00 196884.09 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2036-10-25 5.225 247479040.00 385133.07 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2037-12-25 1.204 30000000.00 89473.65 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2038-07-25 1.254 125000000.00 303266.49 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2037-11-15 6.684 3887036.00 61310.94 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2041-07-25 1.794 73142784.00 217807.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corporation-Agency Collateralized Mortgage Obligation 2037-03-15 1.165 40828928.00 32514.51 Agency Collateralized Mortgage Obligation FNMA-Agency Collateralized Mortgage Obligation 2040-03-25 5.000 1164604.00 313011.55 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-03-25 0.000 53755072.00 73881.50 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-12-25 5.000 29097216.00 150258.41 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2062-01-01 3.000 31793280.00 3004937.12 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2062-01-01 5.000 16178940.00 3450149.20 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2062-01-01 3.000 302545408.00 47575903.91 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2062-01-01 3.500 80866304.00 12876443.03 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2062-01-01 3.500 61068480.00 9490885.29 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2037-11-01 1.500 38326656.00 2404077.82 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2036-06-01 1.500 77990144.00 4573731.99 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2042-02-01 1.500 57757056.00 4457920.61 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2052-07-01 2.000 494035968.00 64118293.42 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2052-08-01 2.500 179966976.00 9783784.67 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2052-07-01 3.000 30612096.00 5162270.80 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2050-03-01 3.000 79756416.00 12909612.76 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2053-01-01 3.500 24888000.00 4692375.22 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2050-02-01 3.500 27601400.00 4213648.12 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2048-02-01 4.000 14161720.00 2541297.05 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2053-01-01 4.500 41795776.00 9244891.28 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2038-01-01 2.059 2797500.00 151730.33 Agency Collateralized Mortgage Obligation FNMA-Agency Debentures and Agency Strips 2053-01-01 4.065 2041836.00 366157.00 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2050-08-25 4.038 1160000.00 1104093.05 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2050-08-25 4.038 1950000.00 1833806.04 Agency Collateralized Mortgage Obligation FMAC-Agency Collateralized Mortgage Obligation 2027-10-25 0.100 236233472.00 887607.89 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-04-16 0.572 144588800.00 19795.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS-Agency Collateralized Mortgage Obligation 2050-02-16 1.282 676233216.00 298621.75 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2035-01-16 1.402 99999744.00 48165.12 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2035-06-20 1.388 33568000.00 61540.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2035-11-16 1.522 33333312.00 117051.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-01-16 1.163 175779584.00 204497.82 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2039-10-16 5.500 46553040.00 9081817.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-02-20 4.000 12691264.00 124986.71 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2034-11-16 1.372 35448768.00 78214.47 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2040-03-20 0.988 134000000.00 521682.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC-Agency Collateralized Mortgage Obligation 2040-04-16 1.972 32677888.00 9820.21 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2054-01-16 0.609 6855000.00 25372.44 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2053-09-16 0.067 132316789.00 6753.28 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2040-09-20 4.000 7334536.00 7785105.44 Agency Collateralized Mortgage Obligation Ginnie Mae REMIC Trust-Agency Collateralized Mortgage Obligation 2042-06-16 2.500 29338944.00 4617439.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-11-16 0.569 66814000.00 142722.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2054-10-16 0.276 109549056.00 264749.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2055-09-16 0.320 109762432.00 140838.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P-Agency Collateralized Mortgage Obligation 2056-04-16 0.426 116967680.00 412146.95 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2056-04-16 0.453 138044672.00 219221.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-01-16 0.388 139562000.00 167737.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P-Agency Collateralized Mortgage Obligation 2055-11-16 0.421 22000000.00 92126.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2056-04-16 0.479 157091000.00 186446.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2057-07-16 0.477 97075712.00 825404.63 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2056-12-16 0.496 86996608.00 159567.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2059-10-16 0.782 139356672.00 1793214.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2058-03-16 0.727 55340544.00 333624.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2056-09-16 0.736 190823360.00 1544787.10 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 25414560.00 222773.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-07-20 4.000 32410000.00 1164258.86 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2044-04-20 3.418 17346912.00 303490.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2061-05-16 0.933 57000000.00 1438991.96 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2061-06-16 0.741 109531008.00 3549874.01 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2062-12-16 0.586 100000000.00 4138135.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2060-09-16 1.271 45000000.00 3532708.25 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2062-03-16 0.650 223104512.00 4579528.90 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2063-05-16 0.976 14450000.00 926028.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2061-01-16 0.940 20278016.00 1357289.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-11-20 3.000 47883200.00 159320.55 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-11-20 3.500 10594000.00 3574661.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-12-20 1.238 15679616.00 229859.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2044-01-20 0.368 5661260.00 14688.49 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-06-20 1.438 10969296.00 265760.48 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-08-20 1.338 7803968.00 306674.40 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2048-12-20 1.338 1915098.00 74044.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2061-12-16 0.882 100000000.00 6156102.43 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2063-08-16 0.250 29436544.00 282954.91 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-09-16 1.399 75000000.00 6117903.37 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2064-03-16 2.500 2584864.00 1421255.05 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2064-06-16 0.000 125925888.00 7343116.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2063-09-16 0.000 6623100.00 5906520.31 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-03-20 3.500 915000.00 861598.85 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-02-20 1.505 24797120.00 860698.69 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-04-20 5.211 29333312.00 4373679.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-04-20 0.030 22691840.00 8272.37 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 1.338 35619720.00 494467.20 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-08-20 1.288 32735040.00 281439.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-09-20 1.338 37711680.00 1113197.44 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-03-20 0.100 14208624.00 29696.74 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-09-20 4.000 118666368.00 1010275.81 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2046-04-20 3.000 30557568.00 130042.65 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-07-20 0.205 16952032.00 65950.72 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2043-07-20 0.088 11841936.00 19607.08 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-09-20 0.000 110000000.00 1325142.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 16267456.00 224162.36 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 35712064.00 435744.81 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 3.500 44701056.00 4491708.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 0.000 26956864.00 464869.02 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 88929000.00 8898216.78 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-06-20 0.000 218063872.00 935352.84 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2049-03-20 0.000 34196864.00 216903.37 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-01-20 1.200 11759400.00 7063807.70 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 1.538 16982656.00 827495.05 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-04-20 1.538 38677440.00 2628296.75 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 3833464.00 306997.71 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 33750000.00 2976173.33 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 3.500 31000000.00 4426546.47 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 16290784.00 10302828.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 1.538 50000000.00 5733641.57 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-09-20 0.000 105852928.00 80686.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 0.000 125000000.00 2183743.41 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-03-20 4.500 12596688.00 130327.26 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 0.000 44955000.00 49346.80 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 3.500 40472960.00 6154028.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 0.000 74747904.00 44878.53 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-01-20 0.000 174136064.00 180348.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-10-20 2.500 372134.00 199426.98 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2044-06-20 4.500 15230000.00 15103393.54 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-04-20 3.500 4340808.00 3598128.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2052-03-20 0.000 20000000.00 95116.07 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-07-20 0.000 50000000.00 204001.04 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2047-02-20 5.500 5294248.00 675406.88 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 5.259 95069000.00 94488834.30 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 1.740 250000000.00 9640046.03 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 6.500 16589400.00 17094678.06 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-02-20 6.000 11121136.00 11701659.29 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2045-02-20 3.000 10000000.00 9304800.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2042-06-20 5.250 16000000.00 16383792.00 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-03-20 6.500 26748448.00 26475685.15 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-03-20 5.308 33064512.00 32851077.50 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-03-20 1.691 58683392.00 3607560.44 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 97866880.00 13741488.62 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2050-10-20 2.000 29029248.00 3154627.73 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-03-20 5.500 9194704.00 10494010.68 Agency Collateralized Mortgage Obligation GNMA-Agency Collateralized Mortgage Obligation 2053-03-20 1.766 54572288.00 2279354.60 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-06-30 2023-06-30 2023-06-30 N N N 0.0498 1000000000.00 1000000000.00 0.0081 N N N Y - N/A - Dreyfus Government Cash Management Funds 2023-04-06 /S/Robert Svagna Robert Svagna Treasury Manager