N-MFP2 0000740766 XXXXXXXX 2023-05-31 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 16 57 90534846661.30 95352849157.32 91116847786.35 91763177827.02 97576124056.96 93266293725.48 98229634461.65 94323971319.02 95157050857.47 101248259332.97 0.7792 0.7858 0.7767 0.7813 0.7926 0.8027 0.8095 0.8040 0.8102 0.8224 1562678436.07 121303468780.43 121303468780.43 242010486.27 1252847967.94 121855309734.83 121856214314.53 1.0000 0.0517 1.0001 1.0000 1.0000 0.9999 0.9999 C000000287 10000000.00 94875563420.14 94876305364.87 1.0001 1.0000 1.0000 0.9999 0.9999 12430658045.73 14910557544.15 14782501106.59 10998429392.68 9415254110.93 13822868226.57 12414631318.25 12114413426.72 11279373510.75 6629232958.09 60322418092.25 58475501548.21 0.0499 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. 2,360,362.44. C000000286 10000000.00 9189295681.53 9189316547.72 1.0001 1.0000 1.0000 0.9999 0.9999 391077776.53 348392314.49 351965561.05 273444950.56 1010259549.09 188290658.23 233332671.95 341621847.38 128742876.43 112762494.23 2115378435.05 1264512264.89 0.0474 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. 223,788.88. C000000288 10000000.00 2645635445.21 2645691855.09 1.0001 1.0000 1.0000 0.9999 0.9999 280503443.16 123610274.74 101540244.91 219875480.11 156639531.95 152569269.73 122738448.27 120867639.63 46111908.49 43538188.36 707533576.78 660460852.57 0.0489 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. 67,834.65. C000000289 10000000.00 2103373336.73 2103387099.56 1.0001 1.0000 1.0000 0.9999 0.9999 192319796.58 53087117.52 337799764.05 60802120.51 77849657.16 409237272.86 47095367.73 89494833.74 186674715.11 12962288.28 841739300.63 625583632.91 0.0459 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. 51,250.71. C000223301 1000.00 5327648919.37 5327683912.02 1.0001 1.0000 1.0000 0.9999 0.9999 245148046.86 178519660.45 279877270.81 155484857.51 229481836.18 206667877.73 163165055.55 218824570.60 147542611.95 97047239.43 1065214821.35 856544205.72 0.0419 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. 133,785.31. C000223302 2500.00 2977588329.29 2977607046.90 1.0001 1.0000 1.0000 0.9999 0.9999 185618677.74 64506791.95 114357525.55 41411627.80 63752672.61 52501461.15 126214501.92 46515721.13 22065887.80 41416262.21 512009265.62 246351864.24 0.0474 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. 73,353.94. C000233952 50000000.00 4736204602.56 4736222488.37 1.0001 1.0000 1.0000 0.9999 0.9999 712193758.83 647963464.82 766511850.82 349787003.46 1132453979.81 1410629965.69 1073343806.73 843555054.43 205528425.58 187272134.83 3890031821.77 3439207623.23 0.0499 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. 85,562.54. ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-11-15 5.250 51553530.00 55054664.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2047-11-15 2.750 66024524.99 52775690.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2048-11-15 3.375 58484615.00 52504761.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2042-11-15 4.000 28030940.00 27874839.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2028-05-15 2.875 55788985.00 53362052.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-05-15 2.375 40228580.00 37150313.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-08-15 2.375 7057085.00 6885617.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-02-15 2.000 8486415.00 8164339.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2025-08-15 2.000 3634015.00 3472559.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2024-01-31 2.250 13378435.00 13208509.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2031-08-15 1.250 48406505.00 40239634.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2029-03-31 2.375 6800325.00 6307045.29 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 350000000.00 350000000.00 0.0029 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 37904 0001096975 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Cash 0.000 1082439.73 1104088.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 24999900.00 23563536.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 44000000.00 42149315.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 25000000.00 23404239.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.875 7785700.00 6391105.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 0.375 25000000.00 22739025.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 0.875 102500.00 92707.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 1.375 101837900.00 85002957.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-31 3.125 46736300.00 45666015.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-31 3.125 30203000.00 29335735.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 3.875 10615200.00 10684198.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-28 4.000 51264900.00 52511303.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-15 4.625 107622300.00 110079996.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-03-31 3.625 5101900.00 5097704.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-15 3.750 700000.00 696398.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-15 3.750 100.00 99.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-30 3.875 6000000.00 5950165.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-04-30 3.500 111343700.00 110079990.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-30 3.500 45195000.00 44678980.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-30 3.500 701900.00 693885.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 3.375 590900.00 577526.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 4.250 900000.00 896807.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-31 3.625 80960000.00 80364215.35 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-06-01 2023-06-01 2023-06-01 N N N 0.0504 688000000.00 688000000.00 0.0056 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 37904 0001096975 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 20676935.00 20527117.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 65098675.00 60334546.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 3.000 100000000.00 80613651.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 68273297.00 63904221.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-25 3.500 50565098.00 41150300.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.000 164237825.00 44977255.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 112064346.00 58637387.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 91025028.00 62888565.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 90564248.00 69561843.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 71099496.00 67421911.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 51358386.00 49068010.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 45836987.00 46191586.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 42341456.00 41962849.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 44764577.00 45520753.20 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-06-01 2023-06-01 2023-06-01 N N N 0.0504 738000000.00 738000000.00 0.0061 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 563 0000927971 U.S. Government Agency Repurchase Agreement, 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Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 2029-02-25 0.486 178125000.00 3056267.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-03-25 0.912 25576243.50 1187579.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-25 3.000 7500000.00 622594.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-09-25 2.500 26250000.00 711252.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.500 37500000.00 4204861.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-02-25 2.500 11508150.00 1237560.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.500 38130750.00 4375097.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-01-25 3.000 7500000.00 876193.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-03-25 2.500 22500000.00 2796764.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-25 4.000 27289314.00 4170094.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-06-25 3.000 17383272.75 1352869.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.000 27721312.50 2959799.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2049-12-25 0.862 34005699.75 1675752.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-02-25 3.000 68335749.75 7238031.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-09-25 0.327 269250000.00 11165025.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-09-25 0.327 232500000.00 8350533.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage 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Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-12-25 1.500 9999250.50 878318.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-11-25 3.000 40629000.00 2460051.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-02-25 1.500 14904000.00 1899449.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-02-25 0.000 130334667.75 2658927.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-08-25 3.000 19875000.00 2305095.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-03-25 2.500 14489963.25 1627735.92 Agency Collateralized Mortgage Obligation 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19456998.00 1536819.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2048-05-25 5.000 14599608.00 848144.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-09-25 4.500 26188084.50 2113157.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2048-11-25 4.000 6975000.00 937197.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2041-04-25 3.500 9750000.00 817185.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-06-15 0.892 46623377.25 2759257.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.500 13974141.00 1409507.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-07-25 3.000 8170393.50 841764.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-07-25 3.000 37500000.00 4102462.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-08-25 3.000 170241100.50 20679768.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-12-25 4.500 5017551.75 599242.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-09-25 3.000 8437500.00 986728.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency 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U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-06-01 2023-06-22 2023-06-22 N N N 0.0516 809993876.40 809993876.40 0.0066 N N Y 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 796642976.00 796642976.00 0.0066 N N N 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+ 2023-06-01 2024-04-19 2024-04-19 N N N 0.0515 425016502.75 425016502.75 0.0035 N N N 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+ 2023-06-01 2023-07-25 2023-07-25 N N N 0.0513 200006036.00 200006036.00 0.0016 N N Y 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 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Strips ZBUT11V806EZRVTWT807 2052-11-15 5.000 73211648.00 14431879.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-08-25 1.512 62350400.00 63139.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-07-25 1.411 38492928.00 370962.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-06-25 1.362 76284032.00 480762.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-03-25 1.512 92557056.00 320349.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-09-25 1.012 3511552.00 58418.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-06-25 4.000 42500000.00 345924.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-05-25 4.000 89778048.00 819662.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-02-25 0.912 19844544.00 125225.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-05-25 5.437 38209600.00 5380779.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-06-25 4.000 2967500.00 24365.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-09-25 4.000 83927936.00 1100481.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-10-25 3.000 2337000.00 1501979.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-05-25 5.000 57730000.00 1960851.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-08-25 0.862 44785000.00 1747874.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-09-25 0.962 33000000.00 569947.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-02-25 3.000 1944000.00 1290856.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-02-25 4.500 1111110.00 40563.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-09-25 1.012 2316600.00 95128.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-06-25 5.000 17747424.00 901683.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-01-25 0.315 12314272.00 33321.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-01-25 0.340 35132544.00 102120.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-25 3.500 2581000.00 1022570.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-05-25 3.500 7393224.00 170229.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-10-25 0.912 13630992.00 175346.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-25 5.000 92774656.00 8497500.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-07-25 1.750 1335000.00 796551.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-25 5.000 53692160.00 5474371.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-25 1.012 24791720.00 1720280.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-25 3.000 20532224.00 2101102.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-25 2.000 25064448.00 2181203.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-25 2.500 45000000.00 5086883.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-02-25 2.000 20469696.00 1914281.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-25 4.000 45846464.00 5846834.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-25 3.000 19999968.00 2021808.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-25 2.000 40346.00 22709.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-25 3.000 168632832.00 20218142.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-01-25 3.500 33691776.00 4909340.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-04-25 3.500 18964256.00 2620878.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-25 2.750 5998504.00 4380679.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-25 4.000 1907228.00 335554.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-11-15 0.000 339341.00 22789.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-05-15 1.442 31448256.00 49251.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-08-15 0.942 54304960.00 647968.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-12-15 3.500 4681592.00 147000.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-01-15 0.000 10000000.00 1550008.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2032-08-15 3.500 135478016.00 139284.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-09-15 5.607 100000000.00 10494707.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-12-15 0.000 9503232.00 478139.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-08-15 0.942 13148352.00 99226.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-10-15 0.542 107651200.00 1202572.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-10-25 1.553 50000000.00 1523913.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2025-09-25 0.620 5599000.00 72550.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-05-15 0.262 12073280.00 27854.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-04-25 2.109 43705856.00 1759901.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-11-25 2.627 767000.00 110267.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-01-25 2.000 3750000.00 367762.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-25 2.652 9230000.00 1388264.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-11-15 3.500 26339168.00 28870645.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2027-12-25 2.040 14642000.00 1121159.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-02-15 1.092 10491824.00 227597.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2028-06-25 5.352 17945000.00 3264933.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-04-15 4.000 49787200.00 1650279.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2026-12-25 1.253 110000000.00 2617313.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-09-15 4.000 562500.00 9349.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2026-09-25 0.718 289225000.00 4299402.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-01-15 0.000 500000.00 247881.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-12-15 0.149 7464136.00 19080.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-03-15 0.370 39666304.00 89631.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-02-15 0.641 10428864.00 21427.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-08-15 0.080 459177984.00 425626.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-15 0.000 123379712.00 71545.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-04-25 2.781 14600000.00 2338873.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-12-15 4.500 26144608.00 3303328.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-06-25 2.954 5297000.00 636503.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-10-25 0.910 103901000.00 7581898.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2028-05-25 0.892 160520448.00 4350192.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-25 2.878 2623000.00 472147.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized 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Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-06-25 5.637 25000000.00 41807.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-08-25 1.012 60694528.00 20379.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-11-25 1.461 161500000.00 271756.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-03-25 1.342 30171136.00 10024.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-12-25 0.912 30000000.00 81222.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 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Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-03-25 0.862 13910016.00 8725.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-12-25 5.000 29097248.00 144043.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2062-01-01 4.500 60741440.00 12236720.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-10-01 2.500 101304192.00 13915988.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-12-01 3.500 18948320.00 3183027.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2053-01-01 4.500 22306656.00 4526444.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2053-01-01 4.278 1406140.00 215579.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2042-04-01 2.000 57746432.00 5896026.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-09-01 3.500 36984640.00 6733512.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-06-01 2.000 10089296.00 800925.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2038-02-01 4.000 17395488.00 2208604.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-06-01 2.000 186881792.00 14085772.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-09-01 3.500 39411904.00 7232577.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-06-01 1.977 1528474.00 85694.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-16 1.607 102227968.00 39065.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-16 0.505 195346432.00 161435.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 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Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-12-16 1.215 224985088.00 7040.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-12-16 0.949 134057800.00 2537540.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-02-16 0.939 206405632.00 45816.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-01-16 1.024 99999744.00 41484.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-06-20 1.651 43571392.00 58952.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized 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Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-11-16 0.000 38567905.00 7857.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-10-16 0.215 108551040.00 338737.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2055-06-16 0.250 87561984.00 92572.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-02-16 0.010 94994432.00 19590.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-12-20 4.500 56978500.00 419709.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-06-16 0.448 112581376.00 216574.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-04-16 0.597 106105472.00 178177.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-04-16 0.475 157091000.00 166070.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-02-20 0.951 53583424.00 513105.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2056-07-16 0.713 110895104.00 416171.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-08-20 3.500 54000000.00 505791.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-05-16 0.740 190534656.00 2552704.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-04-16 0.572 210316288.00 849603.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-12-16 0.790 104310144.00 934894.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-03-16 0.727 55340544.00 325145.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-03-16 0.765 104532320.00 777773.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-04-20 0.951 115698816.00 2634490.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-03-20 3.500 41443264.00 653184.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-06-20 0.865 14301500.00 135394.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-08-20 3.000 1366056.00 1256576.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2058-12-16 0.619 72822912.00 1610919.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-12-16 0.577 85335552.00 1434860.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-01-16 0.423 100152704.00 1667981.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2059-05-16 0.647 30200000.00 495020.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-01-16 0.283 195172352.00 2064457.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-05-16 0.669 25344320.00 215411.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-11-16 0.793 42038400.00 449231.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-03-16 0.723 90056832.00 1137829.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2060-07-16 0.888 179111680.00 3637009.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-02-16 0.713 44516000.00 1157600.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-07-16 1.018 65512064.00 2286590.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-10-16 1.002 132482048.00 7770853.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-12-16 0.250 164409280.00 1300513.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-11-20 3.000 47883200.00 153333.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-20 0.551 14961824.00 395147.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-20 1.051 25000000.00 370738.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-07-16 0.050 8001536.00 7935.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-20 1.051 10969296.00 246418.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-07-20 1.165 22667328.00 439646.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-08-20 0.951 7803968.00 342561.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-07-20 0.158 17314528.00 21698.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-12-20 1.015 72000000.00 1796920.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-20 0.901 61600000.00 503715.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-11-16 1.032 15000000.00 1074651.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-11-16 0.872 16300000.00 1028722.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2062-10-16 0.847 20750000.00 1135065.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2063-02-16 0.990 15691098.00 1090021.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-06-16 1.002 67661440.00 4145733.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2064-03-16 2.500 2584864.00 1387091.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-20 0.901 39560000.00 652653.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-20 0.901 13589392.00 361875.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-06-20 0.901 28072960.00 861668.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-09-20 0.000 41711360.00 231840.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-09-20 0.951 37711680.00 1016864.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-06-20 5.000 1382808.00 115424.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-10-20 0.000 74750000.00 534841.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-12-20 3.000 914710.00 16923.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-12-20 3.500 86999040.00 3909147.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-12-20 0.851 33948096.00 1027131.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-03-20 0.000 170000000.00 383147.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-03-20 0.100 14208624.00 28741.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-09-20 4.000 118666368.00 972033.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-20 0.072 247781632.00 340782.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-07-20 0.127 149854464.00 209518.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-20 4.000 13466576.00 784361.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-04-20 3.500 22360416.00 449332.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-06-20 1.001 49158272.00 1417041.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-06-20 0.000 62312128.00 174886.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-07-20 0.205 16952032.00 63766.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-07-20 0.088 11841936.00 19092.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 3.000 5000000.00 504751.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 0.000 14500000.00 91029.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 0.000 41515456.00 674152.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 0.000 16267456.00 188044.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-10-20 5.000 55279168.00 5594916.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-09-20 5.500 31599392.00 2604942.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-10-20 0.000 105656576.00 615760.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-03-20 3.500 16368380.00 150809.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 0.000 19338304.00 73436.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-20 0.000 63717888.00 680779.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-20 2.500 88929000.00 8773845.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-20 1.000 4140000.00 2252267.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 0.000 37291200.00 704299.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-09-20 3.500 12153424.00 744594.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-01-20 3.000 5000000.00 533485.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-05-20 3.500 3418652.00 316571.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-04-20 1.151 26399008.00 1592704.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-07-20 0.000 46081408.00 594472.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-08-20 3.500 37846720.00 5023833.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-08-20 0.000 29999104.00 28028.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 0.000 73814272.00 1536207.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 1.151 50000000.00 5349299.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 0.000 105852928.00 78765.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 3.500 29988672.00 3214775.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-20 0.000 28000000.00 613115.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-03-20 4.500 12596688.00 129224.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-20 0.000 44955000.00 45580.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-11-20 0.000 99999744.00 63508.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-01-20 0.000 97543168.00 2019623.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-01-20 0.000 143237120.00 124655.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-01-20 0.000 29999104.00 7593.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-20 3.500 14897216.00 1734310.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-20 0.000 61177216.00 957758.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-08-20 4.500 8980928.00 1072881.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-04-20 4.000 20142944.00 2243222.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-02-20 5.500 5294248.00 639386.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 0.050 112956160.00 146023.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 0.110 5000000.00 14244.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 6.000 4271784.00 4309603.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-02-20 6.000 7429840.00 7693532.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-11-20 3.000 97866880.00 13828776.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-04-20 0.668 150000000.00 4525023.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-04-20 0.050 96975872.00 100698.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-04-20 4.000 239500.00 191934.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-04-20 0.070 147321088.00 266165.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-04-20 0.668 50000000.00 1376281.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-12-20 1.118 45899328.00 3646698.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 0.693 80989056.00 4080776.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 1.326 50000000.00 3805213.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 0.726 100000000.00 3353292.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 0.594 50000000.00 1471632.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 0.547 10000000.00 287373.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 1.227 47667200.00 4034796.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 0.050 122572800.00 190757.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 1.327 50000000.00 2009634.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 0.672 130000000.00 4132750.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-05-20 0.677 89547392.00 3057072.79 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-08-30 2023-08-30 2023-08-30 N N N 0.0522 495000000.00 495000000.00 0.0041 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 Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2040-02-01 4.500 143282.00 11361.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2049-01-01 4.109 73736704.00 12322381.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-08-01 3.943 16034336.00 13720625.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2050-01-01 3.253 6930184.00 5662663.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-01-01 4.097 10000000.00 182211.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2037-05-01 5.474 25053952.00 70322.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-07-01 3.972 1462408.00 399021.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2032-04-01 4.604 2000000.00 5323.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2044-11-01 3.858 4775000.00 253852.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2045-02-01 3.170 2000000.00 132736.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2038-09-01 6.000 4947299.00 47729.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2047-12-01 4.500 200000.00 7951.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency 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Collateralized Mortgage Obligation 2041-09-15 4.000 1979816.00 857050.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-11-15 1.342 76636672.00 950699.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.000 6126120.00 23437.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-06-15 3.000 3281516.00 2063293.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-07-15 1.492 55904128.00 498402.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.000 17761792.00 88628.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 3.500 2692068.00 398535.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 5.407 6500000.00 589534.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 3.500 2080000.00 961675.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-06-15 4.000 11621000.00 15553624.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2025-05-25 2.770 26091648.00 25093103.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-05-15 3.500 1000000.00 267508.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-03-15 1.092 21032560.00 491166.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-03-15 4.000 5082000.00 5587530.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-01-25 2.630 317000.00 46357.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-07-15 1.092 7719992.00 289698.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 5.457 12826400.00 1975180.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 5.557 1334100.00 414439.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-09-15 4.500 9487280.00 130720.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-09-25 2.935 3532000.00 564372.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2041-06-25 3.000 15430640.00 1418497.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-06-25 3.500 219946.00 159216.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 4.000 21290464.00 2257758.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-08-25 5.022 46000000.00 37828950.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-05-25 0.981 90000000.00 1931745.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-04-25 4.500 17366000.00 16039152.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage 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1899718.00 52565.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 4.106 2150000.00 48320.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-12-15 1.372 36614016.00 116500.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-02-25 0.784 117997760.00 294942.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 5.378 50000000.00 1352818.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-08-25 2.061 50000000.00 82361.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 5.750 13261664.00 8035747.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2049-04-01 4.000 5250000.00 342558.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.000 45146752.00 3059782.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.500 80866304.00 12741923.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.500 61068480.00 9348793.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-08-01 1.500 16139488.00 824388.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-06-01 2.500 10803552.00 775471.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-12-01 4.000 1557022.00 164372.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-07-01 2.000 107055360.00 12493860.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-12-01 2.418 1132692.00 58633.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-07-01 2.331 1379942.00 154465.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-07-01 3.000 30612096.00 5057226.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2048-11-01 3.500 24118176.00 3891746.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2050-02-01 3.500 27601400.00 3517105.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2048-02-01 4.000 14161720.00 2170982.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 4.500 41795776.00 9444933.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 5.000 20653792.00 5204951.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 5.500 25063808.00 6072667.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-11-01 3.000 11792848.00 1081270.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-04-01 4.500 24225440.00 5395472.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-04-01 5.500 12004224.00 2246527.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2038-04-01 2.456 927783.00 55497.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-04-01 2.500 27058048.00 3194274.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-04-01 3.000 13848576.00 1812183.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-04-01 2.000 25222752.00 3532510.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-06-01 2.500 11078848.00 1829770.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-02-01 6.000 10428608.00 1734803.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-07-01 2.500 51687360.00 4473507.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-02-01 4.000 51425408.00 10510384.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-02-01 4.500 9271295.00 2030540.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2034-07-01 3.355 1801700.00 180044.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-06-01 2.748 3456740.00 436205.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-01-25 3.000 6000000.00 4959942.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2056-08-25 3.000 3424220.00 2720029.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2058-03-25 3.500 8000000.00 6553781.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-04-25 10.681 15166400.00 15672324.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-12-25 3.809 2000000.00 1844314.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-16 1.194 42020864.00 27922.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-20 3.500 3434000.00 1460342.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-16 4.000 51253840.00 43245945.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-02-16 5.605 4999970.00 338884.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-16 0.994 128571392.00 2486235.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-16 0.065 132317179.00 6374.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-16 0.383 5760896.00 11937.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-16 1.899 2000000.00 86892.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized 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4750839.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.500 931800.00 919649.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 7083144.00 6912668.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 4.500 10128652.00 9812234.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 4.500 5118000.00 4962057.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 5.000 2324744.00 2271534.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 4.500 1105052.00 1055958.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed 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Obligation 2050-09-25 3.000 10967334.00 1497051.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 3.500 45000000.00 3202702.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 3.000 8000000.00 952776.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 3.500 100000000.00 5401546.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 3.500 23000000.00 2193119.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 2.500 3555900.00 355535.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 3.500 6087627.00 901250.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 2.000 24654901.00 2517275.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 41500000.00 4653379.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-25 2.500 20000000.00 2150754.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-11-25 1.500 66666666.00 2496354.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 3.000 34000000.00 3874059.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 2.500 27442193.00 3227098.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 2.000 13750000.00 812308.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 23525000.00 2375843.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 76534638.00 8651617.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-11-25 4.000 25839000.00 1493647.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 12500000.00 1010962.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 38462605.00 3053183.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-25 2.500 33933500.00 3506884.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-25 3.500 11428571.00 1165106.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 0.892 79250000.00 1370074.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 5.000 8941600.00 46083.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 0.000 2487412.00 381398.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 0.000 56221420.00 7809516.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 5.000 11248823.00 130687.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 8624307.00 701409.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 0.000 59862667.00 4752357.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 3.500 65268540.00 697340.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 3.500 5000000.00 123776.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-11-25 3.500 92408253.00 270590.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 3.500 67416571.00 505783.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 1.062 64417143.00 81676.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 4.000 3500000.00 108579.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-12-25 3.000 18862707.00 301354.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-12-25 3.000 28163967.00 80152.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-01-25 4.000 21488021.00 188959.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-04-25 3.000 60458722.00 996074.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 3.500 17702571.00 232015.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 3.000 15450430.00 278703.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 0.000 4000000.00 454030.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-05-25 3.000 15346667.00 244575.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 4.500 11574444.00 77693.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-25 4.000 28402812.00 587298.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 3.500 94278857.00 1472899.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.500 16908332.00 143197.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.000 19500000.00 154498.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-06-25 3.000 35666666.00 603131.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 5.000 23520000.00 151676.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-25 4.500 27718601.00 129504.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-05-25 5.000 62643330.00 326171.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-25 0.000 23004715.00 856615.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.500 37075514.00 60592.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 0.000 2675000.00 373263.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.000 26012000.00 31242.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.000 86962544.00 8364833.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 2.500 54862880.00 7069214.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 3.000 16179000.00 2128185.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 3.000 52976502.00 6340111.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 3.500 78151170.00 5834698.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-25 5.500 43092577.00 5818884.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-25 1.277 100000000.00 5571362.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-06-15 0.000 18586321.00 94463.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-12-15 1.342 81740982.00 510793.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-12-15 0.000 171076974.00 522846.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 0.000 120808852.00 380019.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-01-15 0.000 59772761.00 119483.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-04-15 0.000 101084970.00 694742.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-11-15 0.000 78083271.00 458485.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-11-15 0.000 65963488.00 358512.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-09-15 0.000 53919875.00 261025.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-07-15 0.000 34376690.00 251190.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 0.000 20734245.00 141363.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-10-15 0.000 89141265.00 471244.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-11-15 0.000 45287202.00 239951.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-10-15 0.000 9771814.00 79745.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-07-15 0.000 42624919.00 532569.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 0.000 40191869.00 409851.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2035-12-25 4.000 8601371.00 458734.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-08-15 0.000 174767323.00 1845114.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 0.000 25319506.00 209573.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 1.092 5407528.00 65194.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 1.092 97046210.00 1304066.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-04-15 1.092 16498631.00 314921.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-12-15 0.000 33597032.00 445155.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-12-15 1.592 14439747.00 398129.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2057-08-15 0.992 7000000.00 524657.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 0.992 18144177.00 397301.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 0.000 39851940.00 868342.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-05-15 0.942 16587896.00 839956.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 5.000 2974000.00 72326.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-25 5.500 46900792.00 1182755.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-25 4.000 40431967.00 218481.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 3.000 42062093.00 207961.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-08-25 5.000 32258534.00 978784.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.500 13574666.00 116948.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-25 4.500 6225777.00 85560.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.500 16044023.00 525741.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 6.000 8553836.00 271865.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 5.500 18557677.00 567801.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-25 5.000 29113000.00 787267.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 5.500 15644000.00 427245.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 4.500 12166666.00 409841.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 3.500 14000000.00 242707.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-25 6.000 38904959.00 1300021.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-07-25 3.500 16071428.00 237871.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-07-25 3.500 14285714.00 366083.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 6.000 14651350.00 676690.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-25 3.000 3437722.00 93715.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-25 3.000 15500000.00 337145.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-25 4.500 25694519.00 871372.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 3.500 27676142.00 288979.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-01-25 5.000 29690372.00 1155695.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 5.500 65493687.00 2548958.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18688931.00 988413.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18513919.00 800571.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-25 4.000 15851805.00 64761.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 3.000 15358759.00 544140.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 4.000 40082625.00 784782.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 3.000 17018881.00 484002.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-25 4.000 20820250.00 465907.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 5.000 12512865.00 881221.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-25 3.000 19400000.00 617637.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-25 6.000 16716011.00 1182662.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-09-15 0.000 36157911.00 430512.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 0.000 23689898.00 298807.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 0.972 19588712.00 1016003.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 1.000 7794699.00 130329.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 0.942 7772000.00 328514.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-03-15 0.000 45558173.00 430250.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 0.000 30385712.00 358272.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-03-15 0.000 34995071.00 655641.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2053-01-15 0.499 134858115.00 905121.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 4.500 50009396.00 4251751.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-09-15 0.892 150500077.00 161995.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-12-15 0.000 100109763.00 2845105.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-06-15 0.000 64631695.00 1591219.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-06-25 0.000 200000000.00 7400825.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-25 0.962 32000000.00 41122.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-02-15 0.992 54822828.00 34538.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 1.653 45257372.00 88462.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 1.592 50000000.00 123567.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 1.842 11460724.00 35184.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-06-15 1.312 26538458.00 59421.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 1.542 115857995.00 380224.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-02-15 2.042 110000000.00 115463.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-02-15 1.592 99487167.00 226289.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 1.542 214277126.00 287665.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-02-15 2.092 100000000.00 104288.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 2.142 20617366.00 71468.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 1.482 93446806.00 154992.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-09-15 1.492 15000000.00 19825.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-06-15 1.377 24000000.00 77204.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-07-15 1.362 16862278.00 88425.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 1.602 8877650.00 44573.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 1.992 164000000.00 420287.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-12-15 1.542 93333333.00 230889.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-01-15 1.302 46360000.00 84273.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-05-15 1.722 90000000.00 46235.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-06-15 1.242 72620000.00 142167.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 4.000 17500000.00 421841.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 5.000 13071003.00 789716.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 4.000 20826720.00 398292.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-25 3.000 13500000.00 410163.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 3.500 13094590.00 556316.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-25 5.000 19134766.00 1184141.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-25 4.000 10910000.00 238841.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-11-25 4.000 26864345.00 591990.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 5.500 3293909.00 260751.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 0.912 8100000.00 302086.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 4.000 18014095.00 1049208.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 14319571.00 72258.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 3.500 13915215.00 1271866.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 1.068 35700000.00 2019890.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 1.068 102078377.00 4860624.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 1.318 80000000.00 4055739.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 6.000 28500000.00 4437612.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 1.368 58000000.00 2988625.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 0.758 40000000.00 1908350.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 1.318 50000000.00 3146007.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 0.568 76842479.00 2617966.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 0.668 25425955.00 1786415.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 0.000 41703773.00 870381.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 1.218 85000000.00 2564910.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 1.318 74687171.00 3361568.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 0.901 235723469.00 20815411.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 6.000 16763181.00 2516434.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 1.268 50000000.00 2971645.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 0.768 50000000.00 2370727.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 1.318 58511103.00 5191538.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 0.768 112956217.00 5462683.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 1.268 53000000.00 2639285.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 4.500 17677696.00 15901676.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 1.368 118000000.00 6081700.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 1.392 260670000.00 858227.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-09-15 0.922 13400000.00 55428.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 1.142 100000000.00 476859.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 0.892 100000000.00 320946.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 1.152 100000000.00 131611.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-03-15 1.022 37782508.00 40011.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 1.692 38965736.00 102681.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 0.782 13200000.00 42172.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-03-15 2.871 18000000.00 64768.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-20 2.891 22124461.00 16797106.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 2.906 12345046.00 11215904.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 4.000 23970000.00 736801.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 0.991 43000000.00 767197.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.500 18571428.00 98252.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-20 1.101 39948442.00 2230877.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-02-16 0.680 100000000.00 4949227.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-01-16 1.047 65000000.00 4391052.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-02-16 0.883 105693613.00 7812451.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 0.901 1401715.00 55843.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 0.000 25745836.00 260119.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 0.951 11525000.00 338913.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 0.000 4405000.00 30091.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 3.500 31474000.00 2175001.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 0.901 64975092.00 2282185.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 0.000 17355000.00 95374.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 0.451 105035671.00 4022746.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 3.000 18958000.00 352266.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 4.000 118672853.00 2976595.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 0.901 132978107.00 4219953.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.000 61033302.00 4740025.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 1.051 46200000.00 2510908.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 41662874.00 3248905.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 76615875.00 6782973.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 51003198.00 4483366.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 4.000 42282280.00 2956605.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-20 4.500 27292399.00 2329816.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.000 14000000.00 159270.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 43604162.00 2477931.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 9479072.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 6.500 42249024.00 2979162.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.000 37500000.00 2966195.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 74563021.00 8310765.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 83000000.00 7769754.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.000 27957296.00 3015348.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.000 114882049.00 9191077.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 92939032.00 9147988.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 60185779.00 7399445.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32792031.00 3802763.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 31095616.00 2803004.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 28613480.00 4008099.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.500 129155030.00 6965143.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 32337000.00 2944664.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.000 21065270.00 1734481.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 52865489.00 2816561.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 4.000 159150455.00 14837719.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 30218981.00 3027049.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 1.151 63854585.00 2783416.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 2.500 37648955.00 3348801.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 24404333.00 2658962.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 18635000.00 1721863.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 4.000 45331651.00 5720196.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 1.151 72046465.00 2610414.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.000 127083333.00 10752308.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 3.500 23528571.00 2817874.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 25193542.00 3501630.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 16823000.00 2275174.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 50000000.00 4489963.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.500 20561000.00 2721653.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 150595666.00 13696643.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 59814583.00 5470867.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 2.500 86850000.00 7581067.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 73414750.00 6832342.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.500 37831658.00 3193877.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 28477600.00 2244720.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 1654000.00 231557.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 34505500.00 2936871.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 17149833.00 2307396.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.000 70494500.00 6978012.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 28033333.00 2697128.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 41468452.00 4136178.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 1.151 46748211.00 2720850.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 2.500 52150000.00 4970022.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-09-20 2.500 63380071.00 4249807.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.000 6865000.00 97311.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.000 18372560.00 2500453.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-20 2.500 55644528.00 3669388.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 119166666.00 10630139.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 4.500 20446000.00 2449992.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 60000000.00 7642216.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.500 17100000.00 2716097.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.500 26819000.00 4130816.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.500 50172428.00 5143224.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 93464983.00 7171226.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 90225333.00 6155199.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 19615000.00 2473013.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 102495743.00 5787658.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.000 266666666.00 19739625.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 400000000.00 2626299.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 334392934.00 4766031.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 33333333.00 2667846.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 3.500 51308875.00 3521778.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 31756281.00 4368357.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 22048789.00 2424256.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.500 20739000.00 2606962.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.500 31377047.00 2918478.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 73016666.00 5252293.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.000 32500000.00 2359860.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 1.918 32888534.00 2901603.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.918 32632614.00 2912944.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 5.000 3667121.00 3593069.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.338 63404453.00 5661611.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 0.668 31565206.00 2115346.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 0.668 42700411.00 2875278.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 0.568 400000000.00 11985404.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-11-20 0.668 81818184.00 3834931.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-11-20 0.568 50000000.00 2038701.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 2.500 33732581.00 4377028.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.318 72000000.00 3182977.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.218 100000000.00 5052704.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 0.568 350000000.00 10490330.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.338 45290327.00 3316555.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.918 100000000.00 6661298.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.868 100000000.00 7312964.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.268 50000000.00 3521439.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 11720000.00 520413.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 16979000.00 2152856.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 182992797.00 3686822.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 32233227.00 3868161.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 11609250.00 6926380.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 3.500 33956284.00 3124382.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 0.000 143296246.00 2263610.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-05-20 0.000 33943807.00 22119688.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 1.118 51250000.00 3972971.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 75739066.00 645539.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 150000000.00 2766284.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 3.629 15000000.00 14031092.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 0.000 250000000.00 4779183.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-20 1.368 50000000.00 2423355.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 0.718 74000000.00 3649528.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-20 0.068 100000000.00 3264429.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 1.268 55087897.00 3867900.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 1.218 2500000.00 125041.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 1.268 56262306.00 2955755.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-04-16 0.659 154479782.00 9779396.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 1.068 17022694.00 885124.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 1.018 43343592.00 3155940.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 0.000 130000000.00 3817143.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-08-16 0.878 101861842.00 8011398.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 1.068 71695272.00 4733457.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 1.038 36000000.00 2374014.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 1.068 34894270.00 2624875.59 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 1775000000.00 1775000000.00 0.0146 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 United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-11-15 0.000 35265100.00 15348817.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-11-15 0.000 250000000.00 99536250.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-04-15 3.625 33469300.00 68092500.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-04-15 3.875 9766700.00 20176919.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2032-04-15 3.375 2040600.00 4006746.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-15 2.375 50704700.00 81582085.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-01-15 2.000 6999200.00 10691722.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-01-15 2.375 1354100.00 2076131.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-01-15 1.750 1380800.00 2000771.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-01-15 2.500 41663100.00 61622368.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2040-02-15 2.125 5895600.00 8916958.30 U.S. Treasuries 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1000000000.00 0.0082 N N Y N - N/A - SOCIETE GENERALE NY SOCIETE GENERALE NY O2RNE8IBXP4R0TD8PU41 4290 0001238163 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-10-15 4.000 1000.00 61.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-03-15 2.500 1709.00 517.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2032-04-20 4.250 188464.00 64815.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-01-15 4.000 1001.00 35.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-11-15 3.750 286103.00 35506.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-02-15 3.000 7744584.00 1829774.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-09-15 3.000 2001.00 208.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-10-15 3.000 3000.00 408.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2028-01-15 2.500 1000.00 129.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2027-06-20 3.000 1000.00 22.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2031-04-20 2.500 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146.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2062-08-20 5.500 1000.00 886.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-01-15 3.500 80007.00 45611.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-11-15 3.000 965000.00 436175.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-02-15 3.500 1891000.00 369908.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-03-15 3.500 452370.00 52027.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-05-15 3.500 1000.00 389.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-08-20 3.750 92000.00 31860.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-02-20 3.500 71000.00 30555.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2038-03-20 3.500 231000.00 88822.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2043-06-15 3.500 2001.00 462.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-05-15 3.000 382877.00 283831.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-08-15 3.500 1000.00 334.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-03-15 3.000 1000.00 112.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-03-15 3.000 1000.00 209.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-03-15 3.500 1000.00 175.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-05-15 4.000 2000.00 508.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2063-05-20 7.000 1000.00 1033.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2062-12-20 7.000 1000.00 1033.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-04-15 3.000 357898.00 179102.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-12-15 3.000 421823.00 187200.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-04-15 4.500 102000.00 36912.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2034-02-15 5.000 200000.00 47013.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2039-07-20 4.000 53000.00 3394.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-01-20 4.000 3007.00 73.12 Agency Mortgage-Backed Securities 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Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2035-07-15 4.500 1000.00 82.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-05-15 4.500 3090.00 99.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-12-15 3.500 1000.00 57.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2025-06-15 4.000 1410.00 42.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2040-12-15 4.000 1002.00 106.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-01-15 3.500 820000.00 72378.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2042-01-15 3.500 1004.00 128.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-08-20 3.500 298999.00 120860.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-01-20 3.500 1000.00 126.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-02-20 3.500 2421.00 307.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-12-20 4.000 1013.00 115.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2033-01-20 6.000 6860080.00 2434249.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 2.500 1120.00 758.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 2.500 1024.00 685.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 3.000 3715904.00 2501746.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 3.500 1083.00 665.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 3.000 4097.00 2615.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-20 3.000 2045.00 973.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-07-20 3.000 3000.00 1428.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 2.500 16182657.00 12821999.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 2.000 6552.00 4273.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-20 2.500 1049.00 771.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 2.500 1024.00 668.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-04-20 3.500 3240.00 1908.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-03-20 2.000 4119.00 2956.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-20 2.500 7996680.00 5633419.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-20 3.500 26081527.00 16473741.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-20 3.000 4025.00 2895.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-12-20 3.500 1285990.00 415743.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-01-20 3.000 198000.00 109657.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-10-20 3.500 2051.00 483.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-20 3.500 2000.00 983.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-06-20 3.500 524000.00 91963.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-01-20 4.000 1024.00 426.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-11-20 5.000 3005.00 730.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 2.000 2048.00 1351.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 2.000 25552216.00 17043460.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 2.500 3118.00 1904.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 3.000 2000.00 1214.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-09-20 2.500 7289.00 4184.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 4.000 1000.00 434.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-10-20 2.500 3048.00 1897.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 2.000 5846708.00 3904065.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 2.500 1027.00 602.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 4.000 83272.00 37601.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 3.500 1036.00 558.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-09-20 4.500 1028.00 376.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-11-20 3.500 1024.00 321.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 2.500 1132.00 717.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 2.500 2048.00 1295.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 2.000 93735.00 61230.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 2.000 1023.00 692.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 2.500 2111.00 1264.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 3.000 2052.00 1158.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 3.000 1034.00 622.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 3.500 1024.00 536.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 3.500 1024.00 648.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 3.500 20754640.00 10107536.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-12-20 4.000 16579967.00 6760980.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-12-20 3.500 2000.00 862.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 3.000 4033.00 3254.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 3.000 5058.00 3487.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 3.500 4279.00 2404.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-20 2.500 2155.00 1476.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-20 3.000 1024.00 704.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 2.500 3054504.00 1956744.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 2.500 1105.00 677.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-01-20 2.500 2118.00 1345.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-20 2.500 1000.00 634.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-20 2.500 2000.00 1259.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-20 2.500 11078251.00 6972589.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-02-20 3.500 1000.00 567.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-08-20 5.000 3082.00 2987.84 Agency Mortgage-Backed Securities 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strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-09-30 2.125 2428000.00 2348698.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 2.250 99700.00 92958.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 2.875 900.00 870.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 2.625 16000.00 15117.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 2.250 3000.00 2859.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 283.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-30 1.750 734000.00 712810.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-15 0.250 398200.00 434533.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-15 0.625 3499900.00 4458629.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 0.250 358900.00 440623.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 100.00 95.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 20979500.00 25712046.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 1.625 12000.00 11265.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-06-30 1.375 13000000.00 13032701.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 2.125 3400.00 3345.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 0.375 18107800.00 21454437.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 100.00 97.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 1597000.00 1970587.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 2551800.00 3132971.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 2.750 169700.00 165887.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-15 0.750 7000.00 8079.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.125 8000.00 9097.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.625 14519000.00 13380913.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 1.375 35200.00 33485.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.125 17000.00 15361.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 0.500 100.00 92.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 0.125 11000000.00 12301227.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 0.375 97100.00 89760.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-31 0.500 15478000.00 13499137.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 0.250 2000.00 1838.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-31 0.250 499600.00 456066.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-15 0.125 320000.00 315232.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 0.625 1700.00 1471.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 0.375 294900.00 266882.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-15 0.250 300.00 288.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 0.750 13500.00 12306.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 1.250 72100.00 63563.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 15000000.00 15143301.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 5.400 37800.00 37961.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-31 1.000 300.00 260.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 219100.00 207422.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.625 100.00 94.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-15 0.125 4000.00 4169.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 5.406 100000.00 100438.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-31 1.125 11200.00 10168.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.750 1000.00 942.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-11-15 1.375 34000.00 28296.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-12-31 1.375 300.00 264.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.250 24200.00 22105.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 1.125 100800.00 95520.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.875 1000.00 930.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.500 160000.00 156348.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-04-30 2.875 2016200.00 1918075.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 2.750 558700.00 534785.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 3.000 406000.00 398745.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-31 3.125 22600.00 22042.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 4.375 41000.00 40846.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-11-15 4.125 343100.00 354589.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-30 3.875 1200000.00 1204183.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 3.875 12025000.00 12006722.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-15 4.000 10323000.00 10448751.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 4.250 1200.00 1211.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 4.000 7980700.00 8029631.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-03-31 3.625 9116400.00 9071389.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-04-30 3.500 11130300.00 10978798.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-30 3.500 2663300.00 2628486.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-05-15 3.375 27600.00 26907.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-08-15 0.000 74898.89 54857.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 0.000 150000.10 107721.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 7023.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 0.000 1644.55 1108.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-02-15 0.000 2000.00 1319.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-02-15 0.000 1000.00 632.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 618.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2036-02-15 0.000 13330.77 8076.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 0.000 39000.20 22575.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.000 33.72 25.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 0.000 15000.00 11100.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 14000.00 9141.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 0.000 23396.29 23152.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 39831.91 38933.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.000 81.29 78.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 11078.79 10450.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 242972.67 226938.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 15144.02 14014.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 0.000 138011.82 126662.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 344000.00 313114.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 0.000 147760.00 133303.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 5000.00 4469.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-15 0.000 1009.00 894.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 0.000 107043.30 93998.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 45000.00 39173.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 0.000 88.53 76.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 0.000 22072.13 18890.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 9222.50 7818.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 0.000 15000.00 12603.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-15 0.000 35977.19 29949.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-15 0.000 1631.70 1333.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 0.000 229000.00 188989.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 25999.59 21046.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-05-15 0.000 22999.93 14395.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 126.30 101.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 0.000 5000.00 3978.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.000 36999.80 28391.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.000 38364.61 29166.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-11-15 0.000 0.10 0.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2038-11-15 0.000 0.10 0.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-11-15 0.000 2000.00 651.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 0.000 160.46 77.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 0.000 972.34 447.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 409.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 4000.00 1344.18 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 300000000.00 300000000.00 0.0025 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+ 2023-06-01 2023-10-31 2023-10-31 N N N 0.0541 900171702.00 900171702.00 0.0074 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+ 2023-06-01 2024-04-30 2024-04-30 N N N 0.0534 2298467004.00 2298467004.00 0.0189 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+ 2023-06-01 2024-07-31 2024-07-31 N N N 0.0544 2620941804.86 2620941804.86 0.0215 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+ 2023-06-01 2025-01-31 2025-01-31 N N N 0.0557 1165244683.04 1165244683.04 0.0095 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CGY1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-06-01 2025-04-30 2025-04-30 N N N 0.0552 50028930.00 50028930.00 0.0004 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+ 2023-06-01 2024-10-31 2024-10-31 N N N 0.0556 1032108819.88 1032108819.88 0.0085 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+ 2023-06-01 2023-07-31 2023-07-31 N N N 0.0540 2254993437.95 2254993437.95 0.0185 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2023-06-05 /S/Robert Svagna Robert Svagna Treasury Manager