N-MFP2/A 0000740766 XXXXXXXX 2023-06-30 0000740766 S000000128 7 N N 002-89359 BNY Mellon Investment Adviser, Inc. 801-08147 Ernst@Young New York NY none BNY Mellon Transfer Inc 0001285911 084-06102 N N N Government/Agency Exempt Government N 27 66 94236678942.97 93308718742.70 93202272752.30 91804107991.30 91611117141.04 97759267136.76 98022099542.59 96896016635.11 94687502547.11 95344925719.07 0.7877 0.7885 0.7980 0.8012 0.8008 0.8171 0.8283 0.8296 0.8264 0.8334 5711429476.25 108418069822.23 108418069822.23 271314131.89 498336763.70 113902476666.67 113903492677.60 1.0000 0.0514 0.9999 1.0000 1.0000 0.9999 0.9999 C000000287 10000000.00 86990724455.14 86991550819.21 0.9999 1.0000 1.0000 0.9999 0.9999 4623679644.04 9678626342.17 13112075733.61 13033653790.45 16396066936.16 16753809694.24 8511846595.79 11286236637.71 17703653987.53 17479750978.22 60347322897.13 68232077442.79 0.0500 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. 2,239,161. C000000286 10000000.00 9445139703.72 9445173537.50 0.9999 1.0000 1.0000 0.9999 0.9999 200498236.14 38082454.73 343153741.17 283608190.64 2513776609.73 2505954340.20 525965266.71 257954063.68 534181657.99 776119472.71 4117575511.74 3861718521.96 0.0475 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. 237,009.19. C000000288 10000000.00 2688717277.91 2688776976.44 0.9999 1.0000 1.0000 0.9999 0.9999 136299839.65 100703816.95 113296902.95 135388572.80 204271447.06 126618803.99 97870177.87 111896675.04 161163579.17 195208956.57 712901946.70 669816825.35 0.0490 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. 66,378.75. C000000289 10000000.00 2141755684.95 2141772947.43 0.9999 1.0000 1.0000 0.9999 0.9999 57253534.47 187483824.69 188240502.06 67604327.70 48108490.18 100754817.34 84968791.12 72129733.84 196497474.97 108710241.36 575068792.80 536682944.93 0.0460 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. 50,412.6. C000223301 1000.00 5319484727.68 5319520715.37 0.9999 1.0000 1.0000 0.9999 0.9999 198490815.50 55935414.86 87755122.03 196466112.30 73921921.51 127377574.28 107099930.50 77866464.31 112388533.77 130173954.21 579656323.31 587819519.96 0.0420 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. 132,925.98. C000223302 2500.00 3214774868.37 3214795763.70 0.9999 1.0000 1.0000 0.9999 0.9999 56764713.22 32064079.27 125138797.28 101653961.25 76144170.19 47976616.32 137884552.39 7985993.94 66019017.11 35081882.61 461951250.19 224762533.39 0.0475 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. 76,722.06. C000233952 50000000.00 4101879948.90 4101901917.95 0.9999 1.0000 1.0000 0.9999 0.9999 482259729.82 87204159.73 547322773.83 643588874.03 477612465.02 1139028257.11 687157725.29 645487376.63 429596211.77 742960808.65 2623948905.73 3258269476.15 0.0500 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. 158,866.83. 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350000000.00 0.0031 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM3RGN70 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) 2026-08-15 1.500 57511900.00 52896393.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 144934900.00 137279982.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 2.000 51573300.00 49474192.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 1.625 19205100.00 17914422.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 2582100.00 3044419.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 5000000.00 4671198.75 U.S. Treasuries (including strips) 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100.00 98.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-29 4.000 59870100.00 60243322.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 3.375 11502000.00 11139109.02 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-07-03 2023-07-03 2023-07-03 N N N 0.0502 858000000.00 858000000.00 0.0075 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM3RGND7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.000 271850404.00 103880704.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 92517640.00 70458887.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 4.000 2556.00 283.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-20 3.500 3574.00 421.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.000 1024.00 116.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-20 4.000 2069.00 246.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 4.000 1024.00 122.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 4.000 3048.00 381.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-20 3.500 68471101.00 10222055.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-20 3.000 1024.00 173.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-20 5.000 2065.00 210.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-20 4.000 2016.00 241.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-20 4.500 1001.00 93.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 4.500 1470.00 184.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-20 3.000 82879.00 39067.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-20 2.500 2103.00 1187.94 Agency 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Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-20 3.000 2000.00 1686.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 3.000 6024.00 3069.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 3.500 2223.00 1393.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-20 3.000 1305.00 880.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 4.000 1104.00 781.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-20 3.500 1000.00 811.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-20 4.000 1000.00 961.69 Agency 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6546811.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-07-01 4.000 1915946.00 497694.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-10-01 3.000 1008.00 801.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-09-01 4.000 4425567.00 3792321.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-05-01 5.000 2576850.00 2525785.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-05-01 5.000 6090599.00 5970902.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-06-01 4.500 9295015.00 8946340.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-07-01 5.500 106874997.00 106671887.00 U.S. Treasuries (including strips) United States Treasury-U.S. 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United States Treasury-U.S. Treasuries (including strips) 2053-06-01 6.000 37820162.00 38266187.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-06-01 4.000 4276655.00 4000214.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-06-01 6.500 193159.00 198193.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-06-01 7.000 204466.00 212026.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-06-01 4.000 274340.00 265371.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-20 4.000 6645.00 482.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-03-20 4.000 11445.00 1247.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-06-20 6.500 87598.00 22717.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-20 2.000 107760.00 47973.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-20 2.000 107457.00 80170.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-05-20 5.000 4095135.00 4024099.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-06-20 5.000 1411217.00 1389622.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-06-20 5.500 8671120.00 8660355.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-07-20 5.500 11616.00 10045.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-08-20 4.500 8102481.00 7562319.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-12-20 7.000 128480955.00 130350009.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-12-20 5.500 375471.00 373161.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-03-20 5.000 50000.00 26068.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-20 3.000 1780.00 122.75 U.S. Treasuries (including strips) Y 2023-07-03 2023-07-03 2023-07-03 N Y DAIWA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0506 500000000.00 500000000.00 0.0044 N Y Y N - N/A - DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC BYM3RGNV7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 13009400.00 26302288.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 2.125 22102600.00 32754700.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 19947700.00 22542209.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 54505300.00 58373425.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 14833700.00 18043437.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 3233100.00 3405293.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 12655900.00 13917824.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 18979000.00 19785259.45 U.S. Treasuries (including strips) United States Treasury-U.S. 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32446282.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 53199300.00 60570481.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-15 0.250 5614000.00 6066808.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-15 0.625 69694900.00 89240355.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 421500.00 517364.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 0.625 82983000.00 101152669.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 8465900.00 9972008.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-07-15 0.375 9546500.00 12450277.99 U.S. Treasuries (including strips) United States 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Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 6.500 1132402.00 1181184.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 6.000 1175886.00 1197573.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-20 3.500 225000.00 66194.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-06-20 5.500 1382780.00 19092.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2030-04-15 8.500 2524384.00 7665.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-15 4.500 679889.00 90268.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-15 5.000 1816730.00 25390.23 Agency Mortgage-Backed 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-05-01 2.500 20322880.00 14108196.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 4.000 60000000.00 49976855.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 114766720.00 106178490.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 5.000 6267000.00 5970439.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-12-01 2.000 24000000.00 18066571.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-02-01 2.000 36400000.00 28022890.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-05-01 4.500 10000000.00 9554197.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-01 3.730 9483760.00 8919464.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 3.899 23709824.00 20526569.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 3.000 27000000.00 1089687.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.210 7001010.00 6083960.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 3.569 5133000.00 4420826.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.669 10252000.00 8725120.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 5.000 1628610.00 249479.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-01 3.000 5000000.00 1465924.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 3.779 44740412.00 288027.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-01-01 3.980 15500000.00 14882218.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-02-01 3.899 3772000.00 3582384.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 3.500 7000000.00 6440710.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 3.370 6985000.00 6263831.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 2.890 15727000.00 13422963.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 4.474 590000.00 139771.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.000 5223536.00 1858313.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.089 1630000.00 1240825.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 4.309 3159000.00 3117708.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 4.400 15100000.00 14992781.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 4522856.00 3455708.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-11-15 4.000 194182400.00 35920770.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-11-15 4.000 9183232.00 1834721.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-11-15 4.500 149989888.00 24339732.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-11-15 4.500 10419920.00 1705577.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-11-15 4.500 8520096.00 1398252.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-11-15 5.000 73211648.00 14250420.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2037-11-15 3.000 14680768.00 1577760.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2037-11-15 3.500 10525776.00 1348021.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2052-11-15 4.578 2624328.00 434266.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2038-02-15 4.227 64000000.00 6546494.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2040-09-15 4.202 62855000.00 8031378.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-05-04 0.610 32500000.00 657870.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 1.349 250093312.00 2662531.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 0.749 121344768.00 818874.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 1.399 28673024.00 260428.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 1.349 74642304.00 1209018.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 1.399 38492928.00 329554.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 0.000 4113936.00 12002.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.000 28610720.00 468467.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 3.500 1863862.00 837090.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 0.000 24000000.00 1055717.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 0.999 3511552.00 53786.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 1.549 82565000.00 1658109.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 4.000 8226432.00 140740.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-25 4.000 15762496.00 520533.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 0.999 38177240.00 174746.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.000 62500000.00 74727.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 4.000 42500000.00 337535.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.000 89778048.00 813221.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 0.999 84668800.00 437153.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-10-25 0.769 39094080.00 960684.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-25 5.000 6256250.00 43613.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-25 3.500 6929472.00 83475.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-25 4.500 16495552.00 528166.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 1.049 24900000.00 361556.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-05-25 0.513 94893952.00 2621004.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 5.798 1000000.00 831463.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-12-15 1.286 36614016.00 105349.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-11-25 1.449 161500000.00 247828.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-05-15 2.016 12990240.00 68859.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-11-15 7.193 3887036.00 57754.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-05-15 0.876 49999872.00 46380.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 1.489 73142784.00 178523.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 5.000 850000.00 36139.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 4.500 85388288.00 185123.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2047-09-01 4.000 36820928.00 2593150.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.000 31793280.00 2857158.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.500 25043936.00 2599011.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 5.000 16178940.00 3294553.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.000 45146752.00 2967297.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.000 65179264.00 9579094.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.500 80866304.00 12533123.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.500 34515200.00 4709269.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 3.500 61068480.00 9202984.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 4.500 27838944.00 4578197.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-06-01 2.500 10803552.00 859000.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-11-01 3.000 4890992.00 457991.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-12-01 4.000 1557022.00 185504.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-08-01 3.000 31826784.00 5075979.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 5.000 11619072.00 2434160.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-07-01 2.000 107055360.00 13003461.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-10-01 2.500 101304192.00 15092799.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-12-01 3.500 18948320.00 3476285.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 4.500 22306656.00 4733033.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-12-01 2.500 54105920.00 3872284.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2031-06-01 2.500 27653344.00 1412452.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2038-01-01 3.000 33423488.00 2650637.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2038-02-01 4.000 17189344.00 2066971.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-07-01 2.000 494035968.00 60358020.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-08-01 2.500 179966976.00 25396986.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-25 4.000 2967500.00 23727.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 3.000 7337000.00 4632976.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 4.000 10270000.00 504554.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 0.849 44785000.00 1616250.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2028-07-25 0.681 255958528.00 3084020.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 3.000 1944000.00 1266840.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 4.000 9366750.00 61227.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-02-25 4.500 1111110.00 39451.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-25 4.000 17638496.00 734609.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 3.500 2055000.00 30006.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 0.999 12700000.00 256916.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 4.500 68383488.00 2847713.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 5.000 17747424.00 886409.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 0.295 13473856.00 34673.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 0.313 12314272.00 32321.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 0.340 35132544.00 98438.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-10-25 3.500 3073000.00 2955480.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 1.049 22692448.00 583950.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-25 4.500 13920832.00 237912.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-10-25 4.000 5938792.00 6743515.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-25 4.500 1222222.00 85437.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-08-25 5.500 4771800.00 363503.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-07-25 0.899 14787744.00 720586.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 0.949 10900000.00 483546.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-25 0.949 44514480.00 1895648.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 3.500 2883284.00 22764.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 0.899 13630992.00 155901.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-25 0.899 5921000.00 189013.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 3.500 50000.00 36024.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-10-25 1.224 32758000.00 1691066.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 5.000 92774656.00 8195996.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 4.500 3611228.00 176308.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 4.000 9404000.00 617463.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 5.000 53692160.00 5392369.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-07-01 3.000 30612096.00 4960522.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2047-09-01 3.000 42041152.00 4504579.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 3.500 24888000.00 4493098.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2048-11-01 3.500 24118176.00 3795505.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2050-02-01 3.500 27601400.00 3461013.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 4.000 45240448.00 9294847.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2048-02-01 4.000 14161720.00 2137529.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 5.000 20653792.00 4594698.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-01-01 5.500 25063808.00 4386674.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-04-01 2.000 57746432.00 5790771.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-04-01 4.500 24225440.00 5067697.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-04-01 5.000 18591264.00 4175397.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2049-08-01 5.000 1946256.00 299097.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-04-01 6.000 6902820.00 1202566.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-10-01 2.500 24515160.00 1972560.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-09-01 3.500 36984640.00 6635124.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-03-01 4.000 36812288.00 7549518.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2038-04-01 2.459 927783.00 53447.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2038-02-01 4.000 17395488.00 2147487.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2038-02-01 5.000 6472820.00 1089015.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-04-01 3.000 13848576.00 1778706.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-06-01 2.500 11078848.00 1791835.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-02-01 5.000 23084128.00 5356707.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-02-01 5.500 15017840.00 2734939.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-06-01 2.000 186881792.00 13771474.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-07-01 2.500 51687360.00 4355768.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-05-01 2.000 171538944.00 16865619.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-06-01 2.500 225802240.00 32847866.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-08-01 3.000 95408896.00 15368911.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-02-01 4.000 51425408.00 10321436.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-02-01 4.500 43593984.00 9139953.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-06-01 1.976 1528474.00 82849.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2034-07-01 3.349 1801700.00 174374.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-04-01 2.406 572703.00 58572.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-06-01 2.745 3456740.00 425306.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2050-08-25 4.176 1160000.00 1084445.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 3.500 46721408.00 3258224.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 0.999 24791720.00 1595075.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-08-25 3.000 2750000.00 244224.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 0.000 37985984.00 120886.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 2.000 20469696.00 1882104.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 4.000 60426752.00 5122491.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-04-25 3.000 8901536.00 476269.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 2.000 40346.00 22563.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 3.000 168632832.00 19819658.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-25 3.000 42725360.00 5415633.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-25 3.500 1316610.00 1053143.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-25 1.033 50000000.00 3549266.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-25 0.533 27333200.00 1771523.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 0.391 26071488.00 226204.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 4.000 4849280.00 4568864.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-25 6.000 4415368.00 4773967.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 0.000 1903582.00 1283838.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 0.000 18782848.00 12830676.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-25 0.000 36740544.00 24699749.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2036-05-01 5.500 41864126.00 138642.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-09-01 5.500 65000000.00 91309.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2039-10-01 4.500 87580416.00 272570.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2042-04-01 4.000 20609088.00 284818.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 0.000 339341.00 21996.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-04-15 4.000 10000000.00 4104249.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 4.000 6126120.00 24011.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-06-15 0.806 133333248.00 2103402.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-06-15 4.000 21979520.00 177672.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-02-15 1.506 15910656.00 20066.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 0.856 54304960.00 594165.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-07-15 3.500 37285888.00 32338.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.500 4681592.00 145076.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-08-15 0.856 13148352.00 89055.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-10-15 0.456 107651200.00 1083815.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-03-25 4.243 28935328.00 2599440.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-16 2.149 160880000.00 1498532.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-16 0.708 235995136.00 73281.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-02-16 1.282 676233216.00 227619.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-20 1.643 17439552.00 20578.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-20 3.500 21800000.00 25642098.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-16 0.186 155100000.00 282535.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 4.000 12691264.00 121548.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-05-20 1.053 16790688.00 39834.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 1.103 271777280.00 1004503.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-11-16 0.941 35448703.00 57141.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-16 1.391 45605312.00 200672.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-16 4.750 37984000.00 18330103.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-04-20 1.453 25000000.00 98026.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-16 0.941 128571392.00 2277972.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-16 5.000 27067968.00 824978.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-01-16 0.610 6854980.00 25109.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-16 0.093 100335605.00 6871.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-16 0.382 5760888.00 11949.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 4.000 7334536.00 7611342.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-20 4.500 59154432.00 16774.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-09-16 0.331 109762432.00 116156.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-16 0.453 100000000.00 121372.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-20 1.033 54996992.00 49776.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-20 0.000 52842624.00 184356.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-07-16 0.475 97075840.00 789403.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 0.620 163395584.00 540181.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-10-16 0.782 139356672.00 1753480.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-08-16 0.685 114995000.00 525361.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-05-16 0.740 190534656.00 2473539.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-08-16 0.776 150000000.00 2181098.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-05-16 0.854 151204000.00 2276888.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 3.000 2825000.00 1866781.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.422 100152704.00 1632695.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-11-16 0.613 71400000.00 951246.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-04-16 0.731 110000000.00 1797072.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 0.669 25344320.00 216224.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-11-16 0.794 42038400.00 451047.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-02-16 0.851 83000000.00 1344895.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-07-16 0.695 38018720.00 787066.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-09-16 0.583 80012800.00 1689538.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-07-16 1.172 63829952.00 2569271.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 1.867 48556928.00 5002850.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-05-16 0.976 14450000.00 892042.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-03-16 1.261 17950000.00 1338562.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 3.000 47883200.00 148548.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 0.368 5661290.00 13359.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.158 17314528.00 21187.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 0.893 61600000.00 447712.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-05-16 0.991 52050000.00 3572828.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 1.002 67661440.00 4070952.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-03-16 0.000 5850000.00 5163397.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-11-16 0.375 211332000.00 9494203.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-07-16 0.318 225298000.00 9004668.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 1.003 30452240.00 430338.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.903 28072960.00 788354.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 0.903 16686240.00 499103.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 4.000 118666368.00 951223.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 0.943 7225312.00 130882.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 0.000 100000000.00 351108.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.000 30557568.00 108800.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 0.000 36764096.00 328183.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.205 16952032.00 61997.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.000 26381440.00 244217.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 35712064.00 326120.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 55205500.00 427397.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 5.500 31599392.00 2523259.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.000 31069000.00 2778083.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 71997184.00 7156319.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.500 36469056.00 4770185.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 35000000.00 3069445.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.500 33000000.00 4433381.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.500 37846720.00 4916574.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.000 211705856.00 161884.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 0.000 125000000.00 1663466.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.000 97543168.00 1805869.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.000 29999104.00 6893.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 0.000 30000000.00 105964.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.500 9178560.00 975209.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 29999104.00 15143.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 0.000 61177216.00 837809.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.500 714285.00 51364.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 0.000 20000000.00 152260.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 3.000 1158000.00 746208.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 30000000.00 38589.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-04-20 3.000 3000000.00 2186653.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 30000000.00 337679.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 85000000.00 234328.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 0.110 5000000.00 13750.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 56811328.00 8311341.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 0.050 96975872.00 96995.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 4.000 239500.00 173279.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 0.070 147321344.00 256117.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 0.533 50000000.00 1189490.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 0.983 45899328.00 2780514.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-20 1.033 47667200.00 2120494.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-20 0.050 122572800.00 144831.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-20 0.050 100000000.00 114606.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-20 0.433 130000000.00 3114416.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 1.810 51874944.00 2478839.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 5.500 953201.00 972375.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 0.410 184615168.00 7158456.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 0.410 115384576.00 5038385.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-04-25 1.697 25541000.00 1054146.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-03-15 3.500 3789096.00 4087810.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-04-15 3.500 8304800.00 8271940.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-08-25 2.136 25142000.00 1371232.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-08-25 1.171 34537000.00 701050.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-11-25 1.982 14981000.00 821540.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 5.000 5820512.00 5829602.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 4.500 5037552.00 4838558.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 1.135 34105856.00 3059958.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 0.932 70000000.00 3252613.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 6.000 2349088.00 2444673.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 0.932 100000000.00 3264290.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 5.500 4509544.00 4564630.58 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-09-29 2023-09-29 2023-09-29 N N N 0.0522 1000000000.00 1000000000.00 0.0088 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 Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-06-25 9.716 3700000.00 3916023.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-03-25 0.100 269315072.00 1417016.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-10-25 3.430 4328700.00 2496674.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2044-03-15 4.000 28537344.00 479170.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2046-02-15 3.500 34735232.00 2224593.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-04-15 2.500 38338440.00 4737234.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-10-15 3.000 18623616.00 1161760.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-10-15 4.000 10492832.00 1880846.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-06-25 3.000 72460.00 56168.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-07-25 5.311 25000000.00 3576488.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-08-25 1.500 100000000.00 50090977.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-01-25 1.500 98727200.00 37290362.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-10-25 3.500 29329720.00 4772476.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-09-25 2.500 2380736.00 1649366.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-11-25 3.000 52605440.00 6537321.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-06-15 3.000 6489130.00 5832213.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-05-25 2.214 11760000.00 801324.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-06-15 5.543 1228600.00 339578.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2028-06-25 5.482 337000000.00 61183043.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-01-15 4.159 10000000.00 3214612.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-15 1.250 6000000.00 1197054.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-04-25 5.500 1070000.00 249688.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-02-25 6.000 4192000.00 1362591.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-09-25 6.000 3224708.00 34749.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-11-25 4.000 5715740.00 2071020.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-09-25 4.000 1000000.00 316965.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2041-12-01 1.500 21947392.00 1712606.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-08-01 2.500 108690240.00 16340369.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2053-03-01 4.500 35081984.00 7645907.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-06-01 1.500 185703936.00 11362171.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-04-01 2.500 106405376.00 15879075.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-10-01 3.000 35545984.00 5978325.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2053-02-01 4.000 33187240.00 6797019.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2038-03-01 2.520 910234.00 44930.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2048-01-01 2.500 24707264.00 2236852.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-11-01 3.000 11792848.00 1045644.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2053-04-01 5.500 12004224.00 2246602.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-07-01 2.000 491635200.00 62767665.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-09-01 3.000 83016960.00 13483863.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2037-06-01 2.000 10089296.00 784351.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-09-01 3.500 39411904.00 7122491.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-02-20 5.000 11599000.00 2458129.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2057-07-16 0.342 104942997.00 296829.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-12-20 0.000 19338208.00 63956.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-11-20 0.000 27994272.00 45730.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-12-20 3.500 30000000.00 4419681.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2051-12-20 2.500 10808640.00 8133531.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2052-11-20 1.233 6617256.00 644265.16 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-07-07 2023-07-07 2023-07-07 N N N 0.0508 352000000.00 352000000.00 0.0031 N N Y N - N/A - NATIXIS NY BRANCH NATIXIS NY BRANCH BYM3RGNW5 9695005MSX1OYEMGDF46 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 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Mortgage-Backed Securities 2053-06-20 5.000 1000.00 987.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 6.049 8159870.00 8282590.81 Agency Mortgage-Backed Securities Y 2023-07-03 2023-07-03 2023-07-03 N Y NOMURA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0506 1750000000.00 1750000000.00 0.0154 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC BYM3RGP52 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) 2043-02-15 3.125 20499500.00 17939051.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 2700.00 2189.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.125 7789200.00 5933938.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 2.375 16048500.00 12518905.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 200.00 186.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-31 1.625 167100.00 153146.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 1.625 4622500.00 3927240.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-15 0.375 100.00 94.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 0.875 400.00 358.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-31 1.125 200.00 180.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 1.875 5029700.00 4329276.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-03-31 2.500 600.00 565.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-31 2.625 163745600.00 152816739.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-31 3.625 1303900.00 1278136.64 U.S. Treasuries (including strips) Y 2023-07-03 2023-07-03 2023-07-03 N Y NOMURA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0505 195000000.00 195000000.00 0.0017 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA BYM3RGP86 ES7IP3U3RHIGC71XBU11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-20 0.953 2750000.00 29927.11 Agency Collateralized Mortgage 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Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-16 1.041 27708066.00 54166.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.453 68045228.00 588706.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 1.003 36206662.00 139837.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-20 1.503 45694819.00 514769.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-16 0.941 37514550.00 263702.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-16 0.391 66782668.00 335943.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-20 1.003 37269289.00 127265.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-20 0.453 46718608.00 152317.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 1.603 85277575.00 726859.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 5.500 34904033.00 480313.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-20 1.053 215529899.00 870036.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 1.041 25000000.00 195475.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 1.041 24713912.00 256673.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-16 0.941 49000000.00 326154.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-20 4.500 13017055.00 190627.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-20 0.953 54035286.00 548689.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-20 0.443 30000000.00 273264.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-20 1.053 27092277.00 164668.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-20 1.053 41322633.00 211284.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-16 4.500 5285713.00 91776.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.453 34400000.00 450818.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 2.000 22894670.00 120422.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-20 5.000 9261106.00 132314.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-08-10 0.000 15583900.00 15492095.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-08-15 6.375 852900.00 938909.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2040-11-15 4.250 149848300.00 155237818.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2040-05-15 1.125 2497400.00 1605549.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2041-05-15 2.250 437500.00 334961.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-08-15 2.250 244409100.00 227823714.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-02-15 2.000 102989500.00 98757513.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-05-15 2.125 27034100.00 25733523.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-06-30 0.250 38743600.00 35361361.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-07-31 0.250 332792400.00 302989479.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-09-30 0.250 100.00 90.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-11-30 0.625 29100.00 24910.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-08-31 0.750 1810300.00 1618007.06 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2023-10-31 5.283 3056000.00 3083490.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-11-15 0.750 458336700.00 431211188.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-04-30 5.173 3522300.00 3550067.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2032-05-15 2.875 100.00 92.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-06-30 3.250 80614900.00 77015444.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2032-07-15 0.625 513056300.00 491080449.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-07-31 2.625 526000000.00 490893219.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-07-31 2.625 563400.00 525797.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-31 5.285 173456500.00 174886649.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-08-31 3.125 5635900.00 5444843.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-10-31 5.388 20060100.00 20249477.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2032-11-15 4.125 45364300.00 46441532.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-12-31 3.875 12000000.00 11823720.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 1.003 28571428.00 700665.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.573 43805827.00 217296.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 3.500 18571428.00 95385.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 1.103 26477206.00 404951.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.563 35000000.00 174146.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 4.000 21223121.00 1048328.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 0.956 71199737.00 2817776.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-15 0.000 25319506.00 202489.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 0.956 39666828.00 1436354.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-15 3.500 4767944.00 77900.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-15 1.006 40500000.00 448975.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-15 1.006 97046210.00 1202953.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 4.500 19572934.00 2510317.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 3.000 35000000.00 3350330.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 2.000 31718171.00 2604089.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 2.000 6000000.00 462799.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-15 1.006 16498631.00 294163.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-15 3.000 7500000.00 181122.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-15 0.000 33597032.00 430340.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-15 1.506 14439747.00 364786.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-15 4.000 41621261.00 586150.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-08-15 0.906 7000000.00 524275.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 5.500 2896150.00 214703.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-07-15 0.906 18144177.00 353466.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-15 0.000 39851940.00 838592.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-15 0.856 16587896.00 775552.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-15 0.000 36157911.00 409907.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-07-15 0.000 23689898.00 287124.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-15 0.886 19588712.00 938147.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-15 1.000 7794699.00 126314.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2039-07-25 3.500 40267220.00 1897212.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-15 0.000 45558173.00 420346.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 0.000 30385712.00 351089.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-11-25 5.000 4106959.00 129120.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-08-25 0.899 5000000.00 79708.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-08-25 0.899 60707774.00 1343029.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 5.500 7138489.00 598872.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-06-25 0.899 21189621.00 613423.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-03-15 0.000 38649912.00 704760.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.899 15800000.00 160143.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2046-12-25 4.000 2718750.00 104380.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-11-20 0.453 9500000.00 133732.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-16 5.500 35532483.00 877682.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-20 1.053 39093773.00 183578.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2029-09-20 3.500 18000000.00 114930.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-16 0.441 66231125.00 652254.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-20 1.473 14361249.00 44209.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 0.453 63760190.00 819338.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-20 4.000 27602812.00 522285.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-12-20 4.000 15235000.00 189692.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-12-20 1.053 29461770.00 200910.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 4.000 9328677.00 128837.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 6.000 38029926.00 913395.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-20 0.453 19626700.00 212476.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-20 3.500 15629051.00 328177.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 17923000.00 423498.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-20 1.103 4200671.00 133253.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 1.053 32230011.00 389957.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 1.453 27887049.00 120927.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 0.729 16708873.00 54741.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 15518366.00 169337.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-20 0.729 16748033.00 59069.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 6.000 35697123.00 935130.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-20 7.000 29089813.00 730393.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-20 3.500 28571428.00 131053.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 5.500 12400000.00 188502.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 4.000 9588250.00 129116.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 3.500 30000000.00 237597.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-16 4.000 12402000.00 76143.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.943 2398536.00 32954.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.943 34187896.00 714170.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.729 17141698.00 67179.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 1.603 27730074.00 572407.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-20 5.000 15644305.00 72582.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.533 44885490.00 333203.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-12-15 0.000 40710307.00 694788.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.899 11843806.00 235184.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.849 15088000.00 231899.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-10-25 0.849 8333333.00 395224.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-11-25 0.899 8000000.00 361553.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 5.500 3765612.00 272485.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-15 0.498 134858115.00 877434.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-11-25 0.849 12870000.00 758456.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-11-25 0.849 2734000.00 175612.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-15 0.000 30041356.00 493149.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-05-25 4.500 9651812.00 576151.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 4.000 10170919.00 1020989.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-02-25 4.000 22023375.00 1429620.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2039-04-25 3.000 17325500.00 362956.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-03-25 3.000 12590333.00 658381.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 3.500 9400000.00 850367.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 4.500 7913000.00 685309.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 5.000 38859984.00 2428624.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-04-25 3.000 27623917.00 2892521.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 0.899 3175000.00 115903.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 0.899 15000000.00 556700.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-02-25 3.500 14469143.00 1129834.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 0.949 98595869.00 4192343.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 0.949 34180109.00 2960881.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 4.000 56760105.00 2930480.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 30000000.00 4091928.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 4.000 98500000.00 9161104.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 17500000.00 1888927.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 4.000 31500000.00 3211649.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 0.949 2300000.00 103690.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 2.500 13500000.00 1235630.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 0.999 18000000.00 1092354.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 0.999 99019090.00 6244581.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 50042183.00 5698390.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 0.949 16900000.00 1665572.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 0.949 10000000.00 740001.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.483 30193362.00 238586.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.729 17474886.00 108683.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.993 2436135.00 40489.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.493 36225000.00 455143.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 1.043 64912745.00 1461735.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 1.003 3500000.00 100653.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.729 17548852.00 127453.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-20 4.500 7165270.00 117389.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 3.500 5350984.00 65671.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-03-20 0.893 20142857.00 328761.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-20 0.843 36853079.00 341870.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.000 16849250.00 308367.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 4.000 56071519.00 277459.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.000 9625875.00 191781.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 4.000 9796228.00 263514.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-16 5.000 18322189.00 217137.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 3.500 7142857.00 415959.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-16 5.500 19473899.00 921900.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 1.093 39948442.00 2077396.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 4.000 10625000.00 339607.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-20 0.943 19781353.00 524088.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 3.500 19800000.00 1215122.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-16 0.729 13253848.00 324395.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 1.093 56350717.00 1143603.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-16 5.000 26428870.00 1009789.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 0.943 26601199.00 823993.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 6.000 12022470.00 378419.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-20 3.492 32325751.00 764273.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 4.000 10298210.00 335135.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-20 1.053 22186064.00 473818.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-20 1.053 18540877.00 442841.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-16 1.091 52958685.00 1086971.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 1.043 8016197.00 233057.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 4.000 6776299.00 345026.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 0.949 2842000.00 170339.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 2.500 17226325.00 1655998.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-07-25 5.000 13229798.00 1051338.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 39000000.00 3407543.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 4.500 34917446.00 2775871.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 3.000 18267888.00 2194751.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 3.500 19357142.00 2887960.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 10166666.00 1093331.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 4.500 75709396.00 6319455.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 72660000.00 6910602.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 31693000.00 3392138.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 27000000.00 3210452.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 84965000.00 8719605.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 12500000.00 1091234.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 0.000 25000000.00 804328.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-11-25 4.000 9196319.00 1214209.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 3.000 7800000.00 701850.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 2.500 23300000.00 1796030.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 14208400.00 1128039.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 4.000 9693232.00 567069.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-08-25 4.000 4139000.00 574481.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 21000000.00 2701124.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 4.500 31268975.00 3549261.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-04-25 0.500 20624545.00 494173.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2031-01-25 2.000 34861502.00 900244.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2041-04-25 3.500 11365123.00 930850.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-05-25 2.500 350000000.00 40284106.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2047-02-25 4.000 4366116.00 482392.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-06-25 4.500 3343177.00 429410.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.806 150500077.00 143304.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.000 58000000.00 94051.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-06-25 3.500 12500000.00 1243316.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-15 5.500 6966201.00 654345.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-06-25 4.000 14000000.00 1597643.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-02-25 4.500 29662654.00 3173992.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-08-25 3.000 51610000.00 6571197.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 116831333.00 11959030.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 155395832.00 19135149.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 2.500 2269371.00 237324.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-08-25 3.500 23713943.00 3039744.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.500 1899959.00 203106.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 3.000 75772166.00 9271744.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-04-25 2.500 1050168.00 107229.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 4.500 6851769.00 806286.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-10-25 4.000 1500000.00 202091.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-10-25 4.500 33450000.00 4786340.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 1.043 30121153.00 524246.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 3.500 9011428.00 83372.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 3.500 43406142.00 371802.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-20 0.000 51789000.00 245811.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 1.053 15500000.00 486079.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2069-06-20 1.694 19410000.00 378179.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-01-16 1.003 119998372.00 6358892.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-04-16 1.165 124963776.00 8371302.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-02-16 0.680 100000000.00 4963036.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-06-16 0.817 100000000.00 5087286.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2061-01-16 1.047 65000000.00 4314255.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-16 5.500 8003236.00 97443.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-20 0.943 53277272.00 928974.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 0.441 36566799.00 387557.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-20 0.000 148500000.00 474848.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 1.043 4448261.00 91800.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 1.043 9517000.00 174804.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-16 0.891 6170386.00 189953.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 1.093 11354168.00 323609.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.000 60000000.00 305495.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-20 0.563 30000000.00 484646.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-20 4.000 22349777.00 607760.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-20 1.443 8000000.00 235664.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 1.043 5359620.00 120365.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 0.000 100000000.00 344856.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 1.043 10287430.00 291036.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-20 1.043 12096774.00 262349.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-20 1.103 24698979.00 439586.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.000 54424493.00 277271.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-20 1.093 14500000.00 265122.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 1.043 10613109.00 149332.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 1.093 46000000.00 1007263.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 1.043 11563352.00 116344.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 1.043 77108333.00 602571.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-10-25 4.500 21038498.00 3424808.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.000 10553161.00 1170901.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2044-10-25 4.000 18282066.00 2345499.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-15 0.387 14293122.00 210206.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-08-25 0.000 8000000.00 650792.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-08-25 4.500 10597798.00 1516461.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 3.000 93125000.00 11264741.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-11-25 3.000 3843000.00 491455.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-15 0.000 100109763.00 2748053.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 3.000 38333334.00 4535535.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-05-25 2.000 11250000.00 796924.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-01-25 4.500 13000000.00 1926580.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2033-09-25 3.000 48880752.00 3161943.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-01-25 4.500 7839999.00 1319389.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-11-25 4.000 6610000.00 913547.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-10-25 0.000 4344464.00 2636616.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 0.000 12000000.00 276484.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 39672154.00 3831725.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-15 0.000 75006631.00 1849853.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.000 16738250.00 1658436.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2037-01-25 3.000 12217785.00 1145887.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 4.000 24858310.00 3362616.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2046-01-25 4.000 8385445.00 789317.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-06-25 0.000 200000000.00 6630060.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-06-25 0.383 4657127.00 218743.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-07-25 0.000 40000000.00 633420.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-08-25 0.883 25420717.00 1466161.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.183 75389684.00 2348215.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.233 100000000.00 3168219.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.233 39857459.00 1226236.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-10-25 0.133 55660000.00 2266975.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-15 4.000 6822882.00 1142170.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-15 5.000 657098.00 104883.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-06-25 0.983 4971958.00 341377.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-01-25 0.733 150000000.00 5189323.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-12-25 1.183 53713500.00 3073974.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 1.043 19565606.00 210271.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.000 160104000.00 554525.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.000 50000000.00 237577.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.993 10500000.00 316520.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.993 32265116.00 845717.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 1.043 39736717.00 727560.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 1.043 30737202.00 326581.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.993 2500000.00 49914.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.943 40000000.00 833775.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 0.963 45033333.00 713926.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 0.943 11600000.00 238629.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.903 22940000.00 304210.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.000 50000000.00 146536.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 4.500 17410888.00 93783.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2065-02-16 0.883 105693613.00 7679361.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-07-16 0.759 3038989.00 200732.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.893 55278077.00 557582.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.943 9801000.00 225386.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.893 35000000.00 506961.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.943 16245490.00 370678.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.903 56500000.00 310050.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.903 68102992.00 1051930.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-20 5.000 67500450.00 1332674.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.893 31666666.00 474838.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.893 29233333.00 458068.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.893 33600000.00 691029.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-20 0.000 49842513.00 233884.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-20 0.943 48975995.00 138365.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.903 17000000.00 623014.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.000 40000000.00 280079.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.000 50000000.00 223020.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.953 18715770.00 450621.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.943 19007904.00 382109.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.393 45169891.00 335958.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-12-25 0.533 100000000.00 3237955.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-11-25 7.000 133269.00 89.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-08-25 5.500 26200000.00 77208.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-25 6.500 16532577.00 83963.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-25 6.000 17690000.00 56226.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-25 0.949 32000000.00 36912.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-02-15 0.906 54822828.00 30318.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.423 45257372.00 80203.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.506 50000000.00 112161.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.756 11460724.00 32221.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.226 26538458.00 52170.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-15 1.456 115857995.00 345968.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-15 8.140 8333334.00 231488.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.956 110000000.00 106366.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.506 99487167.00 204762.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-15 1.456 214277126.00 260422.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 2.006 100000000.00 96111.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-05-25 5.000 60000000.00 60309.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 2.056 20617366.00 65816.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.956 55000000.00 252528.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.396 93446806.00 138964.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-09-15 1.406 15000000.00 17776.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-15 1.291 24000000.00 70153.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-15 1.276 16862278.00 80381.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 1.589 72630507.00 335599.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-15 1.906 164000000.00 387577.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-15 6.500 111538461.00 662995.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-15 1.456 93333333.00 210304.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-01-15 1.216 46360000.00 75688.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-15 1.636 90000000.00 39181.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-06-15 1.156 72620000.00 128845.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 1.306 260670000.00 785451.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-09-15 0.836 13400000.00 50083.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-25 6.000 124093000.00 338124.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 1.056 100000000.00 432202.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.893 29576285.00 942179.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.000 75000000.00 337409.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.943 16000000.00 305896.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.903 1825623.00 48812.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.943 24720896.00 453384.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 1.053 8721213.00 253609.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.500 50000000.00 660039.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.000 70000000.00 417213.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 4.000 24084250.00 1245264.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.943 30268291.00 262175.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.000 80000000.00 344141.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 5.000 3019680.00 100649.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.000 100000000.00 534580.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.943 12172000.00 250241.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 4.500 5630608.00 280127.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-20 4.500 2072355.00 76011.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.000 100000000.00 937655.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.893 18047607.00 157893.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.943 16433000.00 342145.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.000 25745836.00 226994.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.893 10950000.00 445073.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.943 11525000.00 309179.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-20 0.000 4405000.00 27236.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-20 0.943 28344859.00 655076.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.943 29872427.00 521128.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-20 0.000 20000000.00 169245.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-20 0.442 50674709.00 142571.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-20 0.893 49643799.00 576894.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.000 24564186.00 130124.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 31474000.00 2120322.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 5979787.00 65229.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-03-20 0.000 56803643.00 373480.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 0.903 64975092.00 2092263.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.893 2200001.00 26311.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.806 100000000.00 288516.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-15 1.066 100000000.00 119339.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-03-15 0.936 37782508.00 35432.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-15 1.606 38965736.00 93966.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-15 0.536 13200000.00 37615.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 0.000 47538735.00 980660.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-03-15 2.785 18000000.00 59381.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-25 6.500 1198742.00 278315.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-15 5.000 30000000.00 61922.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-15 6.500 15018154.00 37281.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-01-25 6.000 18004666.00 41731.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.899 50000000.00 145378.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-25 6.000 16666666.00 60028.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-15 0.000 4067750.00 284534.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 6.500 37264176.00 249471.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 9.000 13471132.00 56849.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-25 4.500 60733333.00 228154.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2046-06-01 2.160 807743.00 128084.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2026-11-20 3.000 4500000.00 185944.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2043-09-20 3.500 150895000.00 18499970.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2043-10-20 3.500 1003.00 121.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2043-04-20 3.000 173255.00 28625.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-04-20 4.000 1000.00 77.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-06-20 4.000 82395521.00 6397406.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-06-20 4.500 241800960.00 20625044.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-07-20 4.500 450000000.00 39134361.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-10-20 4.500 1024.00 83.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-01-20 4.000 45790641.00 4569032.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-05-20 3.500 149996544.00 15101857.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-06-20 5.000 300000.00 35757.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-08-20 3.000 1002.00 171.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-09-20 3.500 1000.00 149.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-10-20 3.000 252108810.00 42718540.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-11-20 5.000 2380582.00 345333.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-02-20 4.000 1756.00 225.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.500 27098285.00 189560.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.943 11060000.00 210709.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.000 17355000.00 85549.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.893 19880943.00 1701602.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-20 0.395 138116787.00 763589.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-20 0.893 20459891.00 251838.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.729 14000000.00 389695.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-20 0.000 200000000.00 682374.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 4.000 16165142.00 835112.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 0.443 105035671.00 3657534.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-03-20 3.961 4452000.00 359581.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.000 18958000.00 344246.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 6.500 14973000.00 1130149.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 3.500 18055500.00 320861.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 4.000 118672853.00 2960909.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 6728012.00 315944.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 0.943 7200000.00 130423.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 1.283 2247000.00 82720.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.893 132978107.00 3625677.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.893 26146783.00 615762.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 12532000.00 827329.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.893 18755865.00 1275231.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.000 65373689.00 397103.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 4.000 61033302.00 4618334.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.943 45349669.00 903556.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 1.043 46200000.00 2289610.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 3.500 4777553.00 379175.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.533 13698974.00 370429.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.943 17000000.00 478448.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.500 14080049.00 1150394.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 41662874.00 3166158.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 2.500 3459000.00 356572.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 76615875.00 6643666.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 51003198.00 4388024.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-05-20 3.500 822182.00 186324.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-11-20 5.000 197542763.00 15863522.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 216328.00 171662.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-02-20 3.000 237258241.00 114007219.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-02-20 2.500 1000.00 71.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-01-20 3.500 500740.00 265854.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-02-20 3.500 1046927.00 577473.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 185260.00 100284.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 2.500 1000.00 230.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-06-20 2.500 1100000.00 402459.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 4.500 3787415.00 1204777.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 5.000 1108209.00 362415.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 5.500 733117.00 324541.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 6.000 823809.00 183143.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2037-10-20 6.500 417185.00 178048.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 3526846.00 1673280.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-07-20 3.000 7333846.00 2918978.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 3.500 3409652.00 1299607.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 4.000 4722646.00 1719457.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-03-20 3.500 745000.00 647916.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-12-20 2.500 82243.00 67117.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 264449.00 229407.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-05-20 4.000 540000.00 486139.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-03-20 3.000 17791161.00 9066502.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 221346.00 176207.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 1200.00 689.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 12005776.00 7621020.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-08-20 7.000 84789.00 82681.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-06-20 2.500 186935.00 149670.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-04-20 3.500 88868.00 76178.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 2465720.00 1748969.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 213780.00 130410.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2041-07-20 7.000 62513.00 59485.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 192000.00 141316.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 2600000.00 1913666.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 2.500 268152.00 67028.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 14583333.00 1423403.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 4.000 42282280.00 2900685.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.000 5509220.00 196426.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-20 4.500 27292399.00 2280100.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 0.000 14000000.00 140283.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 300000.00 31792.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 43604162.00 2407121.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 100000000.00 9352961.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 1900000.00 203390.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 22752607.00 281944.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 6.500 42249024.00 2873789.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 3.000 8025458.00 972855.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.000 37500000.00 2905128.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 53558456.00 384719.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 1.143 8416580.00 741624.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 74563021.00 8174892.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 3.000 27957296.00 2973980.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.000 114882049.00 9516320.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 7270000.00 788891.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 0.000 33213280.00 499875.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 0.000 45000000.00 710648.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 17504400.00 1534959.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 92939032.00 8943825.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 60185779.00 7279401.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 32792031.00 3759437.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 31095616.00 2767260.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.000 28613480.00 3932829.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 4.500 129155030.00 6843754.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.500 7369000.00 770626.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 32337000.00 2895978.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.000 27092831.00 2925199.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 0.000 113317041.00 724170.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.000 21065270.00 1696017.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 4.000 52865489.00 2734145.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 5070640.00 3782267.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 2.500 445304.00 247124.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 130158.00 111717.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-12-20 2.500 551547.00 100487.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 36350576.00 28889892.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-01-20 2.500 632123.00 512436.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 118034.00 101825.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-02-20 2.500 1000.00 787.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-05-20 5.500 69835776.00 69596347.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 4.500 1041.00 991.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 4.000 1012.00 957.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 6.500 10000000.00 10238441.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-20 5.500 40000.00 34934.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 3.500 1000.00 885.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2037-10-20 6.500 54525.00 56003.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-05-20 3.500 246656.00 218571.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-05-20 4.000 60241.00 54826.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-10-20 3.500 110557.00 92570.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 70343.00 68817.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-20 5.000 76997.00 75910.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2032-07-20 7.000 39790.00 38323.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-10-20 5.000 65414.00 64322.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-01-20 6.000 423585.00 421646.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2031-07-20 6.500 1585801.00 1651026.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2031-02-20 7.000 1108619.00 1153340.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2029-12-20 7.500 380203.00 389784.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-03-20 3.500 1108734.00 990079.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 370372.00 324662.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-04-20 5.500 95570.00 92926.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-10-20 6.000 4056506.00 4116729.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-10-20 6.000 2054704.00 2076598.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-08-20 5.000 1689882.00 1651555.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-15 6.000 1005890.00 1052015.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-11-15 5.500 1138609.00 1153100.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-11-15 6.000 2112332.00 2209315.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2062-05-20 2.000 241498.00 199507.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 0.000 105000000.00 1162781.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 4.000 159150455.00 14688271.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 3.000 9444000.00 1187934.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.000 101293523.00 758540.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 1.143 35803935.00 1810758.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 30218981.00 2960807.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.500 4500000.00 410080.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 1.143 63854585.00 2579057.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.000 20000000.00 67348.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 1.143 7471000.00 366874.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 1.143 6863000.00 330103.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.000 72000000.00 6095043.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 2.500 37648955.00 3281285.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 4.500 10856707.00 1073661.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 34313333.00 2986865.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 38019431.00 3552580.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 24404333.00 2606972.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.000 35546109.00 259264.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 18635000.00 1681307.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 4.000 53820282.00 5508703.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.500 6819093.00 843476.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 4.000 45331651.00 5645652.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 1.283 16000000.00 1605638.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 1.143 72046465.00 2390577.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 127083333.00 10498983.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.500 23528571.00 2799780.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 0.000 39500000.00 182707.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.000 28704000.00 133989.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 4.500 75000000.00 8506847.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 25193542.00 3441342.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 16823000.00 2236334.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 50000000.00 4404065.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.500 20561000.00 2689712.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 150595666.00 13373993.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 62816166.00 5965258.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 59814583.00 5342891.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 86850000.00 7639859.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 41666666.00 3957028.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 18330589.00 1803615.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 3.000 15672913.00 1286782.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 1.000 19544469.00 1949619.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 3.500 37831658.00 3125013.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.000 29739388.00 350618.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 4.500 6279000.00 781367.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 13959000.00 1249722.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-20 3.500 6958446.00 701979.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 4.000 6639672.00 676476.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 9500000.00 724532.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 4.500 4123992.00 391317.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 18461061.00 250197.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 38041654.00 314755.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 2.500 28477600.00 2195290.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 4.000 8713000.00 1332909.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 43757026.00 595494.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 6512000.00 897641.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 34505500.00 2862905.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 17149833.00 2273181.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 50000000.00 526675.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 70494500.00 6824109.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 41666666.00 4864444.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 2.500 12500000.00 1103046.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 6559869.00 918744.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 6.000 11950000.00 1521765.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-20 3.000 22617333.00 1284235.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 12754833.00 1009140.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 28033333.00 2898175.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.500 43628680.00 948555.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 41468452.00 4027379.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 4.500 1118654.00 1075125.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 4.500 1811398.00 1516326.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 5123283.00 4993180.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-20 5.500 343000.00 339672.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 3957672.00 3857252.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-09-20 5.000 3728292.00 854307.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-09-20 4.500 4885933.00 1067735.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-01-20 4.500 2678176.00 1885037.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-11-20 3.000 4510000.00 1011860.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-03-20 3.000 2660000.00 630429.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-01-20 2.500 6268634.00 3057348.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-04-20 2.500 3963893.00 2473627.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-04-20 2.500 3197985.00 1742305.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2046-11-20 2.500 4794292.00 2030852.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-12-20 2.500 2951066.00 1521233.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2043-06-20 2.500 4541638.00 2378410.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-01-20 2.500 3793735.00 2040584.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2043-08-20 2.500 3860358.00 2116530.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-01-20 2.500 2961177.00 2156393.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2056-05-20 1.500 236474.00 176435.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-03-20 1.500 103692.00 77784.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-03-20 5.000 1700244.00 1645494.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-06-20 2.500 3244627.00 2617407.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 3354843.00 2751917.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-05-20 6.500 3000.00 3118.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2056-03-20 1.500 160970.00 132002.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2062-10-20 2.000 241519.00 200626.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2062-09-20 2.000 127829.00 106407.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-07-20 1.500 355028.00 163189.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-04-15 7.000 8622538.00 8862128.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-02-15 7.000 11856143.00 12168452.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-02-15 6.500 13304663.00 13571691.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-01-15 7.000 3000747.00 3039734.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-12-15 6.500 1016673.00 1036223.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-03-20 2.000 132704.00 109795.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-05-20 7.000 1033233.00 1070430.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 1.143 46748211.00 2479007.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 1.143 5893000.00 322278.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 6140839.00 819440.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 21172100.00 1243061.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.500 52150000.00 4862909.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-20 2.500 63380071.00 4155412.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 0.000 79738541.00 956457.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 10665000.00 1285995.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 0.000 6865000.00 85138.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 18372560.00 2437597.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 5.500 9208000.00 1093299.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 0.000 50000000.00 444373.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 0.000 125000000.00 1663466.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-10-20 2.500 55644528.00 3592482.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 119166666.00 10358635.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 5267000.00 713305.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 4.500 20446000.00 2395487.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 15103376.00 810743.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 8798200.00 829655.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 60000000.00 7491346.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.500 17100000.00 2647897.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 0.000 50540402.00 604518.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 26819000.00 4058487.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 50172428.00 5705695.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 0.000 50000000.00 986234.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 4.500 2971000.00 324267.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 100000000.00 833098.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.500 93464983.00 6929254.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 90225333.00 6667395.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 10035000.00 1241028.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 102495743.00 8257844.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 266666666.00 20918645.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 400000000.00 2772149.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 55744524.00 984341.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 334392934.00 4314913.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 33333333.00 2586129.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.500 51308875.00 5333860.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 37257309.00 602059.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 37584545.00 597504.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 21015416.00 1451708.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 31756281.00 4316914.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 22048789.00 2369560.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 9464178.00 214502.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.500 20739000.00 2546186.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.500 31377047.00 2830667.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 65765005.00 798678.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 73016666.00 5085396.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.000 32500000.00 2272723.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 1.783 32888534.00 2672139.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.783 32632614.00 2683353.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.183 11750000.00 934462.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 5.000 3667121.00 3552858.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.203 63404453.00 5167478.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.533 31565206.00 1908519.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 4.500 897623.00 801908.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.650 26256450.00 575221.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.433 400000000.00 10395515.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.533 81818184.00 3405059.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.433 50000000.00 1802993.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.000 50000000.00 772525.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-20 0.943 8091061.00 710675.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-20 0.993 8434800.00 766825.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 1.233 16712564.00 1627158.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 33732581.00 4309570.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.183 72000000.00 2837588.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 6531703.00 2152496.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.083 100000000.00 4522741.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.433 350000000.00 9098813.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-04-20 6.500 1111407.00 1160974.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2056-03-20 1.500 105510.00 87512.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-07-20 1.500 95688.00 79515.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-10-20 1.500 126623.00 105069.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2062-10-20 2.000 384360.00 321445.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2062-12-20 7.000 3106.00 3270.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-04-20 7.000 4823791.00 5097114.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-04-20 6.500 20707177.00 21580079.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-05-20 2.500 439649.00 351472.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-04-20 2.500 76249.00 60953.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2044-06-20 4.000 2629006.00 583220.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2035-04-20 5.000 5850000.00 116798.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2027-02-20 3.000 3809535.00 63116.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2040-09-20 5.000 5000000.00 43313.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-04-20 3.500 500000.00 256998.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 2.500 4343000.00 3232927.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-12-20 2.500 4438000.00 3341434.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-07-16 0.941 179600000.00 114816.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-20 1.503 40504237.00 37033.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-09-16 1.441 100000000.00 13159.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-05-20 1.193 82670759.00 48132.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-05-16 1.391 95000000.00 8924.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-16 0.991 100000000.00 43774.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-03-20 1.043 63350000.00 66359.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-01-20 1.593 50000000.00 38056.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-01-16 1.591 69630125.00 95335.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-16 1.201 100000000.00 32881.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-20 1.193 119568891.00 118661.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-20 1.103 43052857.00 27331.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-16 0.891 233333333.00 224206.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-20 0.793 100000000.00 700780.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-01-20 5.000 50000000.00 982785.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-16 1.441 4600000.00 75291.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-20 0.853 15180000.00 155100.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-16 0.941 42037019.00 797608.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 6.500 6359112.00 953941.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 4.500 6455877.00 6183911.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.203 45290327.00 3015823.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.783 100000000.00 6071352.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.733 100000000.00 6677575.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.133 50000000.00 3190841.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.983 84041709.00 3630071.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.000 80454641.00 1169267.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 16000000.00 253386.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 11720000.00 469656.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 16979000.00 2150468.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 5.000 6091833.00 962509.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 5.000 7584000.00 1034316.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 84088575.00 360292.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 61721756.00 352943.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 200000000.00 1171526.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 50000000.00 382670.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 182992797.00 3231510.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 32233227.00 3781415.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 11609250.00 6875519.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 0.000 47226038.00 794450.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 3.500 443571.00 39496.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 3.500 7606000.00 6463894.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-03-20 3.500 15352048.00 9866313.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 33956284.00 3007669.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-03-20 0.000 2607482.00 23895.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-07-20 1.043 10947855.00 690650.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 3.500 4241880.00 451918.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 0.000 30000000.00 238960.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 143296246.00 1916908.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 4.000 17564000.00 15740333.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 0.000 30000000.00 611824.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 0.000 33943807.00 21531320.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 4.500 3470345.00 432916.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-16 0.891 83772143.00 3681022.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-20 1.453 23000000.00 520527.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-20 0.973 6291390.00 132787.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-16 3.500 22733000.00 1154464.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-20 6.381 11402625.00 420469.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.641 94323131.00 264206.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-16 1.341 55127000.00 124576.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 1.663 200000000.00 208599.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 1.053 80769230.00 31249.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.091 50562947.00 112958.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.029 20700000.00 62537.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.651 45300000.00 116831.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-16 1.641 33655032.00 22368.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-20 1.353 175000000.00 80951.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-16 0.941 80600000.00 47697.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 1.003 50000000.00 18699.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 1.403 161860000.00 52254.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 1.353 55621000.00 13576.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-11-16 1.391 44000000.00 27677.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-20 1.369 250000000.00 100917.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-06-16 1.081 40000000.00 72157.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-20 0.953 70000000.00 18827.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 0.953 90300000.00 47426.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 1.041 60000000.00 111473.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 1.553 258300000.00 538254.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-20 1.463 113054981.00 58791.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-16 5.500 2739257.00 78089.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 1.303 102500000.00 84601.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-20 1.183 50000000.00 129579.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 6.000 229297083.00 140893.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-20 0.853 50000000.00 91798.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-16 1.441 64972949.00 83644.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-16 0.961 38063784.00 155402.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 0.403 92350000.00 597839.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 0.000 100000000.00 981066.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.983 51250000.00 3616080.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.000 47958269.00 1414839.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.000 75739066.00 545746.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.000 150000000.00 2374177.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.983 17255500.00 917297.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 30000000.00 553481.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 1.133 15346397.00 1193253.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 5.000 1031440.00 1025553.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 3.179 15000000.00 13331044.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 250000000.00 4121180.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 20000000.00 342525.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.963 11000000.00 686652.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.933 34894270.00 2387641.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.933 35700000.00 1819199.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.933 102078377.00 4353221.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.000 50000000.00 999188.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.000 50000000.00 1161302.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 30388502.00 4208067.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.133 21000000.00 935573.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.183 80000000.00 3633574.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 6.000 28500000.00 4401020.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.233 58000000.00 2680352.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.623 40000000.00 1699295.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.000 50000000.00 939543.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.183 50000000.00 2842603.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.433 30000000.00 889906.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.433 76842479.00 2256277.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.433 28157521.00 705136.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.533 25725955.00 1628074.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.533 9846675.00 606237.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.000 22426123.00 370107.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.000 55193281.00 993534.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 1.083 85000000.00 2265397.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-16 0.391 50000000.00 344856.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 4.000 23970000.00 721090.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-16 0.641 157025072.00 238244.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-20 1.403 17149033.00 185227.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-20 0.853 15945911.00 134712.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-16 1.441 12538194.00 68256.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-20 1.103 238276991.00 880684.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 4.000 24315620.00 78636.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-20 1.323 150000000.00 732137.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 1.391 23068000.00 65944.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 0.841 89600000.00 144849.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-20 5.000 85000000.00 692416.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-11-16 1.091 63076745.00 140190.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-20 1.353 15900000.00 64431.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-16 0.891 52834340.00 111606.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-20 0.783 34433750.00 157754.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-20 1.453 76000000.00 98849.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-20 5.500 2519282.00 30334.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-20 0.903 62417102.00 451902.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-16 0.791 27196000.00 219774.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-16 1.391 76318500.00 682277.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-02-20 0.000 9166666.00 23476.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-20 0.903 43078000.00 173579.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-20 1.453 45697200.00 238979.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-20 1.453 19416000.00 122632.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-20 1.503 129491000.00 613003.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-16 0.791 17000000.00 150742.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-16 0.891 25800000.00 62463.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-16 0.941 25000000.00 244107.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-16 0.000 15000000.00 989793.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-16 0.941 68100000.00 462436.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-20 5.750 16441321.00 269005.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-20 0.953 13061200.00 92449.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-20 0.953 6000000.00 71691.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 1.183 74687171.00 3602629.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 6.000 16763181.00 2454486.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.383 75000000.00 1859049.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.133 50000000.00 2675902.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.000 50000000.00 1009703.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.633 50000000.00 2103921.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.183 77168089.00 4327747.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.183 58511103.00 4761409.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.213 5000000.00 479810.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.633 112956217.00 4849287.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.683 20563000.00 943141.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.633 30000000.00 885910.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.183 17262143.00 996836.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.933 9198000.00 679301.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 1.183 17666834.00 1193955.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.133 53000000.00 2361210.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 4.500 17681828.00 16004435.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 1.233 206500000.00 9547448.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 1.233 50000000.00 2168936.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.433 30000000.00 683314.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.583 24309000.00 740090.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.633 27210000.00 704532.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 1.083 17633700.00 1038274.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.383 100000000.00 2405090.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.583 74000000.00 3241171.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.000 100000000.00 2875191.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 1.133 55087897.00 3505043.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 1.083 7079204.00 315014.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 1.133 18539011.00 889026.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 1.133 56262306.00 2817097.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 1.083 16699918.00 1026169.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-04-16 0.659 154479782.00 9826383.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.933 21334746.00 994220.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.883 43343592.00 2875473.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-20 1.553 8785000.00 164190.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-20 0.953 18570000.00 216385.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-16 0.941 30430320.00 199244.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-20 1.443 125793750.00 1037424.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-02-20 3.500 18921428.00 29737.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-20 1.503 13336859.00 105708.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-20 1.503 42925000.00 677865.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-20 0.903 28656548.00 220087.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-20 5.000 21703095.00 290543.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-16 0.941 32671801.00 155268.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-20 0.353 19775642.00 247876.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-16 1.541 18250000.00 232890.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-20 4.000 18000000.00 349134.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-20 3.000 11286666.00 362311.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-16 4.500 9676333.00 116405.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-20 2.500 40332084.00 121064.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-20 0.953 15000000.00 153006.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-16 0.391 35091627.00 131654.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-16 0.991 22530812.00 91476.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-20 1.083 37714285.00 252848.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-20 1.003 23510693.00 21944.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-20 3.500 6662768.00 72665.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-20 1.543 17901716.00 94429.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 1.003 136303380.00 765407.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.993 43000000.00 702157.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 5.000 4900000.00 174880.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.403 132000000.00 751558.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-16 0.391 33000000.00 265615.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.403 43369209.00 109091.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 5.000 14700000.00 102357.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-16 4.500 54005500.00 33002.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-16 1.041 10887142.00 73467.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-20 3.500 8351857.00 304863.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-20 4.500 6833711.00 69169.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-20 1.043 28603895.00 85340.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-16 0.991 26500000.00 373832.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-20 0.000 77333553.00 124403.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.000 130000000.00 3337242.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-08-16 0.878 101861842.00 7869980.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.903 29648630.00 1809238.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.000 12500000.00 252264.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 702284.00 590228.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.000 50000000.00 1121653.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.933 71695272.00 4286893.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.903 36000000.00 2149725.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.433 119010823.00 5071803.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 1.083 25000000.00 1068487.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 1.883 50000000.00 3201998.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.483 100000000.00 3015086.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-09-01 2.990 766785.00 206682.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.806 79250000.00 1254451.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-10-15 2.500 20000000.00 2972893.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.349 50000000.00 329586.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 0.749 30577245.00 182882.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-25 5.000 8941600.00 44991.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 0.000 2487412.00 375783.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 0.000 56221420.00 7607595.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 5.000 11248823.00 128361.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-06-25 0.000 8624307.00 685633.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 0.000 59862667.00 4665196.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 3.500 65268540.00 684788.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 5000000.00 121373.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-11-25 3.500 92408253.00 257529.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 67416571.00 479140.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-08-25 1.049 64417143.00 68628.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 4.000 3500000.00 107392.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-25 3.000 18862707.00 292221.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-25 3.000 28163967.00 75832.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-25 4.000 21488021.00 184504.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.949 201419720.00 2962773.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-04-25 3.000 60458722.00 970106.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 3.500 17702571.00 223113.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 3.000 15450430.00 272709.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 0.000 4000000.00 449916.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-25 3.000 15346667.00 238550.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 4.500 11574444.00 74862.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 4.000 28402812.00 566598.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 3.500 94278857.00 1451953.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 4.500 16908332.00 140706.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 4.000 19500000.00 152608.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-25 3.000 35666666.00 589102.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 3.500 16733429.00 36772.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 5.000 23520000.00 149766.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.000 13655000.00 2470134.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-25 4.500 27718601.00 127873.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 5.000 62643330.00 322785.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-25 0.000 23004715.00 844577.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-25 4.500 37075514.00 59108.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.000 2675000.00 362811.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-25 1.449 28500000.00 252949.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-06-25 5.000 26012000.00 31758.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 5.000 2974000.00 70637.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-25 5.500 46900792.00 1163470.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-25 4.000 40431967.00 206720.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 3.000 42062093.00 204562.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-25 4.500 13574666.00 114393.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-06-25 4.500 6225777.00 82742.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 6.500 16044023.00 516380.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 6.000 8553836.00 265611.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 5.500 18557677.00 553511.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 5.000 29113000.00 775453.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 5.500 15644000.00 419307.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 4.500 12166666.00 404607.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-25 3.500 14000000.00 237297.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 6.000 38904959.00 1274443.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-07-25 3.500 16071428.00 229254.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-25 3.500 14285714.00 348436.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-03-25 3.500 10778285.00 64659.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 6.000 14651350.00 658832.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 3.000 3437722.00 92027.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-25 3.000 15500000.00 330393.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 4.500 25694519.00 836770.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 3.500 27676142.00 281566.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-25 5.000 29690372.00 1131737.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-03-25 5.500 65493687.00 2503536.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-03-25 6.500 27301033.00 1306016.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-04-25 6.000 18688931.00 962017.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-04-25 6.000 18513919.00 786747.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-25 4.000 15851805.00 61623.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-25 0.749 25000000.00 461500.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-25 3.000 15358759.00 531958.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 4.000 40082625.00 769338.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 3.000 17018881.00 479325.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 4.000 20820250.00 460311.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 5.000 12512865.00 877985.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 3.000 19400000.00 613456.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-25 6.000 16716011.00 1160568.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 5.000 17786619.00 1032631.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 4.000 17500000.00 419055.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 5.000 13071003.00 764633.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 4.000 20826720.00 394338.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-25 3.000 13500000.00 403615.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-25 3.500 13094590.00 544520.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.949 7185386.00 179196.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-09-25 5.000 19134766.00 1157957.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-25 4.000 10910000.00 235340.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-25 4.000 26864345.00 581553.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-25 1.449 33942838.00 1938350.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-25 0.799 39694486.00 1969836.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-25 5.500 3293909.00 258037.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.899 8100000.00 277254.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 4.000 18014095.00 1035443.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-25 3.500 14319571.00 71466.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.500 13915215.00 1253351.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 8333333.00 937140.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.500 26646000.00 3174309.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-25 3.000 27380447.00 968003.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-25 3.000 26370279.00 1953260.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 11200000.00 1261950.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 7750000.00 506078.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 23425000.00 1989026.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 5.000 114386394.00 8918501.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 1370000.00 111258.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 4.500 54000000.00 2613223.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-07-25 5.500 4101822.00 506339.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 30448210.00 2466673.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-25 3.500 45000000.00 3138177.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 8000000.00 938305.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 3.500 100000000.00 5290963.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-25 3.500 23000000.00 2161276.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 3555900.00 345501.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.000 24654901.00 2471252.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 31500000.00 3469754.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-25 2.500 20000000.00 2115047.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 1.500 66666666.00 2442328.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 34000000.00 3817753.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 27442193.00 3151397.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 2.000 13750000.00 800787.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 23525000.00 2330135.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 76534638.00 8532338.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 4.000 25839000.00 1454595.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 3572000.00 282228.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 38462605.00 2989260.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 2.500 33933500.00 3434450.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 86962544.00 8243516.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 16179000.00 2089725.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 57550833.00 7284399.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 112609464.00 13743802.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.500 15071501.00 1066775.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 5000000.00 579508.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 3.000 32739840.00 3233187.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 4.500 18824593.00 1276478.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-25 3.500 10844929.00 1140932.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-25 3.500 78151170.00 5743361.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 4.000 109937530.00 16559746.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 4855027.00 638608.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-25 2.500 42875200.00 4300473.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-25 4.500 17571596.00 2202841.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 5367000.00 553913.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 35552900.00 3006916.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-04-25 6.000 34370819.00 4543837.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-25 3.500 25000000.00 3775728.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 12171500.00 1006469.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2061-09-25 5.500 10090909.00 1691205.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-25 3.000 11105094.00 1261606.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-25 4.500 20137060.00 2900755.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-25 3.500 33200000.00 3333316.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-03-25 3.500 18740259.00 494983.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-05-25 2.000 20125000.00 605308.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-25 3.000 15396481.00 1603811.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-25 2.500 6171790.00 715384.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 37383467.00 4850308.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 3.000 26666666.00 2005290.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.000 29145920.00 3538505.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-25 2.500 14417200.00 1638432.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 2722000.00 242026.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 4.500 51225221.00 7149404.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 33431625.00 3275400.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2061-11-25 5.500 43092577.00 5734006.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 3.000 18665764.00 1615027.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 28219356.00 3224448.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-25 3.000 55651859.00 8305256.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-25 4.500 13953497.00 1329204.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 2.500 10000000.00 841900.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-25 3.000 24247444.00 1750958.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-25 3.500 13978626.00 1686237.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-25 0.933 46440556.00 3494104.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-25 4.500 1209391.00 180227.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 1.183 100000000.00 4756688.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-15 5.000 10427542.00 52708.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-15 1.256 46220588.00 397650.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-06-15 0.000 18586321.00 91562.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-15 1.256 81740982.00 465825.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2026-09-15 3.500 21821142.00 4282.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 4.000 4345978.00 51097.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-15 4.000 40218343.00 149783.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-05-15 3.000 82083333.00 154374.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-05-15 3.000 35000000.00 45292.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-15 3.500 36000121.00 882991.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 3.000 60511093.00 799058.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 6.000 71242350.00 614782.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-15 3.500 83744460.00 252363.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.000 36166666.00 314059.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-15 3.000 26735571.00 360221.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-15 3.500 5357233.00 157250.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-15 3.000 53115734.00 706999.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 3.000 25831961.00 299166.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 5.000 24299245.00 78043.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-15 3.500 6000000.00 93353.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-04-15 3.000 36917831.00 563201.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-15 4.000 6250000.00 91806.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-15 3.000 40333333.00 694510.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-15 1.506 12757550.00 279353.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-15 3.000 12515000.00 236716.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.056 5466353.00 46710.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-15 1.006 20000000.00 14071.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 0.000 20000000.00 3708537.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 0.000 35000000.00 4543011.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 1.506 46769958.00 142992.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-15 0.956 124474726.00 705081.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-15 0.856 42343980.00 260375.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-15 0.756 47295652.00 611491.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-15 4.000 7012191.00 7522.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-15 0.956 81268293.00 514230.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.756 21000000.00 275846.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.856 67488151.00 603200.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-15 0.906 71771484.00 694809.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 0.906 88000000.00 593256.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.856 42328875.00 490335.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.806 57500000.00 543887.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-15 4.500 19743075.00 249144.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-15 0.756 46882557.00 641506.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-15 0.000 171076974.00 478966.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-15 0.806 23484774.00 445605.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.000 120808852.00 365844.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 5.000 61727268.00 988070.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 4.500 44400000.00 878188.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-15 0.906 127616621.00 1540794.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-15 0.906 40958642.00 682023.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 6.000 50000000.00 1174003.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-12-15 0.906 19371287.00 305106.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-01-15 0.000 59772761.00 107592.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.806 108854301.00 1269551.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-15 0.906 50865199.00 902182.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-15 4.000 9553794.00 193392.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 3.000 4166666.00 2611.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-15 0.000 101084970.00 662340.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-15 0.986 4674714.00 43394.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-15 0.986 30841164.00 875439.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 4.500 18999043.00 554763.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-11-15 0.000 78083271.00 439471.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-11-15 0.000 65963488.00 340257.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-06-15 4.000 10000000.00 623596.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-15 0.956 56369086.00 633266.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-15 3.500 17289000.00 272655.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-15 4.000 30931500.00 595934.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-15 0.856 26666666.00 289401.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-15 0.906 187089676.00 2530408.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.000 53919875.00 228062.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.000 8482501.00 75695.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 0.906 22368052.00 196610.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-15 0.000 34376690.00 245084.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 3.500 14285714.00 566882.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-04-15 3.000 16748568.00 234050.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 0.856 12089020.00 109623.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-04-15 2.500 20000000.00 207770.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-01-15 3.000 23333333.00 513231.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 5.999 9318641.00 300673.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-15 0.906 130081060.00 1948938.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.000 20734245.00 134743.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 0.756 50000000.00 1780818.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-15 0.000 89141265.00 460498.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-11-15 0.000 45287202.00 227679.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-15 4.000 23334500.00 329739.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-15 0.906 387826929.00 6063499.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-15 0.806 21335039.00 643878.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-15 0.806 50000000.00 1978611.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.906 20000000.00 237854.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-10-15 0.000 9771814.00 75865.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-15 0.000 753845.00 234456.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.906 21251328.00 230548.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-15 0.856 16808475.00 772708.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-15 0.906 26863571.00 446487.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-15 4.000 85685865.00 774000.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 0.000 42624919.00 511932.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-15 0.906 13025115.00 156078.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-15 0.906 22998109.00 349959.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-15 0.856 46378072.00 1105615.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-15 0.856 51751947.00 1717871.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-15 4.000 12375000.00 793160.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-15 0.956 10750000.00 367562.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-15 0.000 33000000.00 262385.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.000 60952152.00 391401.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-15 4.000 2500000.00 2888136.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-15 4.000 13042546.00 231674.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.000 40191869.00 397595.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 10000000.00 751551.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 8720067.00 846350.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 16069511.00 1842272.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 6600000.00 725896.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 8750000.00 801162.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 5.000 7114595.00 737113.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 1.183 8909091.00 791206.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-11-25 4.000 16097261.00 1406637.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 30789539.00 3064760.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 1.233 21000000.00 2101380.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2035-12-25 1.500 33333333.00 1009679.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 12500000.00 1343621.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 5822370.00 627365.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 22800000.00 2507590.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 44477600.00 4763299.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 4346000.00 575175.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-15 3.000 33825758.00 3153516.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 16735200.00 1810161.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2035-12-25 4.000 18673371.00 971407.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.000 12347131.00 1102210.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-15 0.000 59528576.00 711737.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 32302666.00 3494853.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 19000000.00 2369771.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-04-25 2.000 15140396.00 1146452.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.000 7500000.00 695556.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 21700000.00 2279281.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 21922181.00 2381124.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 1.233 17850000.00 1776537.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 1.233 9892311.00 747801.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.000 6000000.00 470596.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 4.000 29850264.00 3723608.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 8159241.00 969188.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 7034737.00 853639.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2041-02-25 3.500 3000000.00 231839.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 60900000.00 6252828.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 36600000.00 4134250.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-15 4.500 16779572.00 1468095.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-06-25 4.000 10268858.00 1069190.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 3.000 35000000.00 4277394.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 1.006 31361792.00 584032.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-15 0.956 24181142.00 1193564.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-15 0.956 21533123.00 514785.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-08-15 0.000 174767323.00 1781023.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-15 1.006 48728649.00 1651000.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-15 5.000 16181051.00 738907.38 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-07-03 2023-07-03 2023-07-03 N N N 0.0505 4775000000.00 4775000000.00 0.0419 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 Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-06-01 3.000 1000.00 851.40 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-04-01 4.000 638913203.00 206163419.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-01-15 2.500 41611100.00 61047166.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-02-15 4.750 15951000.00 17747227.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-02-15 2.125 9892600.00 14660227.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2042-02-15 0.750 34213300.00 38663273.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-02-15 0.625 94463300.00 101167160.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2044-02-15 1.375 6082300.00 7398396.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.750 2761700.00 2908786.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2046-02-15 1.000 16356900.00 17987852.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2047-02-15 0.875 97382100.00 101519053.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2048-02-15 1.000 81977600.00 85797723.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2049-02-15 1.000 17921900.00 18353614.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2049-08-15 2.250 100.00 72.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2050-02-15 0.250 31869500.00 25840888.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2040-08-15 1.125 100.00 64.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2051-02-15 1.875 100.00 66.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2051-02-15 0.125 23015600.00 17533657.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-02-15 1.875 100.00 72.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2041-11-15 2.000 18149200.00 13199114.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2052-02-15 0.125 635700.00 450156.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2053-02-15 3.625 300.00 288.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2053-02-15 1.500 67951300.00 66634380.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-08-15 2.875 300.00 285.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-09-30 3.000 100.00 96.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-08-15 2.375 100.00 97.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-07-31 1.750 100.00 96.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-05-15 0.625 200.00 160.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-05-31 0.500 500.00 432.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-06-30 0.500 100.00 86.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-09-30 0.375 100.00 85.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-10-15 0.125 100.00 98.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-04-30 0.750 200.00 180.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-05-15 0.250 316400.00 302482.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-07-31 1.000 100.00 86.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-08-31 0.125 100.00 99.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2032-02-15 1.875 200.00 172.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-02-28 1.875 200.00 184.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-05-31 2.625 100.00 94.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-09-30 3.875 100.00 99.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-11-30 3.875 100.00 99.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2033-02-15 3.500 1500.00 1475.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-04-15 3.750 200.00 197.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-04-30 3.500 80700.00 78807.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-05-31 3.750 100.00 98.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-06-30 4.625 100.00 99.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-06-13 0.000 100.00 95.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-11-15 0.000 84788500.00 33906921.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-04-15 3.625 25911300.00 52387234.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-04-15 3.875 9786700.00 20043339.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2032-04-15 3.375 2045600.00 3978574.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-15 2.375 55175700.00 88747647.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-01-15 2.000 9543200.00 14505544.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-01-15 2.375 2933700.00 4475377.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-01-15 1.750 3123800.00 4496179.77 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-07-07 2023-07-07 2023-07-07 N N N 0.0506 1000000000.00 1000000000.00 0.0088 N N Y N - N/A - SOCIETE GENERALE SA SOCIETE GENERALE SA BYM3RGPE3 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 2030-06-01 5.105 67563765.00 41933.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-01-01 4.064 13785124.00 308863.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-06-01 4.206 35285000.00 29224.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-11-01 5.548 32000000.00 19587.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-11-01 5.341 27000000.00 36020.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-11-01 3.660 30000000.00 2073.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.500 95462319.00 37669708.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-03-25 6.150 32520570.00 475965.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-08-15 6.193 21250000.00 219272.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-11-25 5.850 16895004.00 323156.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-07-01 4.000 100000000.00 39620008.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 29312422.00 27599940.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 39785582.00 38226029.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.500 74964258.00 26349005.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.500 45521644.00 42183550.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 30850234.00 29563939.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 32840681.00 33091740.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 28354800.00 27869824.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 38975452.00 38502948.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 22450196.00 22989189.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.000 108296025.00 44146265.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 15974349.00 15249882.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 36366670.00 35200711.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.500 32235833.00 30877276.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-20 5.000 1000.00 983.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-06-16 5.378 50000000.00 368487.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency 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T6FIZBDPKLYJKFCRVK44 2029-11-15 1.750 18100.00 15883.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 1.375 35200.00 33380.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-15 1.500 22000.00 18926.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.125 17000.00 15222.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 0.500 600100.00 555508.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 0.375 97100.00 89346.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 0.250 30000.00 27443.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-31 0.250 499600.00 453491.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 0.625 1700.00 1451.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-15 0.125 200.00 194.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-15 0.250 300.00 289.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-03-31 1.250 11312300.00 9922334.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 0.750 13500.00 12220.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 1.250 72100.00 62862.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 0.750 13700.00 12305.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 1144200.00 1143557.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-07-31 5.277 37800.00 38136.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-31 1.000 300.00 258.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 219100.00 207432.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.625 100.00 94.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-15 0.125 2735400.00 2834688.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 5.283 100000.00 100899.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-31 1.125 11200.00 10084.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.750 1000.00 940.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.250 999800.00 901234.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-30 1.500 6000.00 5247.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-12-31 1.375 300.00 259.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 0.750 1719700.00 1680035.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 1.125 100800.00 95267.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 0.875 24100.00 23555.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-01-15 0.125 1934300.00 1853875.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 1.875 15000.00 12911.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 2.625 36000.00 34710.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 2.750 258800.00 245512.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.500 4000.00 3902.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-31 2.750 200.00 186.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 5.285 100.00 100.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 2.750 100.00 92.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-31 3.125 22500.00 21737.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-09-30 4.125 819200.00 822547.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-15 4.250 999000.00 996457.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-10-15 1.625 13054200.00 13188426.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-03-31 3.625 1908900.00 1880304.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-15 1.250 500000.00 489452.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 5.417 30000.00 30291.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 4.250 10992000.00 10889484.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 3.625 100.00 98.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-06-15 4.125 34548100.00 34247551.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-08-15 0.000 74898.89 54266.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 6957.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 0.000 464644.56 309788.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 613.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.000 33.72 25.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 0.000 15000.00 10967.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-05-15 0.000 31.00 20.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 14000.00 9048.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 0.000 23396.29 23243.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 264798.90 259759.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.000 81.29 78.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 11078.79 10453.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 242972.67 226541.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 15144.02 13965.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 0.000 138011.82 126043.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 5000.00 4435.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-15 0.000 1009.00 886.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 0.000 107043.30 93196.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 45000.00 38819.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 0.000 22072.13 18688.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 9222.50 7735.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 0.000 15000.00 12470.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-15 0.000 25984.13 21385.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-15 0.000 1631.70 1318.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 0.000 229000.00 186762.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 25999.59 20790.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 126.30 100.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 0.000 5000.00 3928.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.000 36999.80 28020.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.000 38611.87 28968.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-11-15 0.000 2000.00 657.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 0.000 160.46 77.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 0.000 1300.22 596.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-05-15 0.000 444000.00 190756.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 409.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 4000.00 1355.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-14 0.000 362800.00 358834.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-02 0.000 1000.00 981.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 0.000 15000.00 14666.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-28 0.000 14000.00 13629.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-15 0.000 6000.00 5960.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-08-29 0.000 2600.00 2577.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-10 0.000 724000.00 713328.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-24 0.000 394000.00 387368.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 354200.00 330295.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 0.000 34000.00 30769.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 0.000 7000.00 6090.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 1000.00 862.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 0.000 1206400.00 1031803.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 126000.00 105729.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 10000.00 8005.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 27900.00 22120.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.000 5000.00 3811.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 0.000 20500.00 15263.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-11-15 0.000 11000.00 4398.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 0.000 5000.00 1907.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 0.000 4000.00 1384.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-05-15 0.000 4000.00 1372.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-08-15 0.000 4000.00 1365.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-05-15 0.000 5000.00 1676.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 7.500 5100.00 5300.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 7.625 25800.00 27534.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 6.000 100.00 105.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-15 3.625 351800.00 711266.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 5.250 76400.00 80736.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 5.250 13200.00 14157.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-04-15 3.875 68200.00 139674.84 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2023-07-03 2023-07-03 2023-07-03 N N N 0.0505 300000000.00 300000000.00 0.0026 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 NR S&P RATING A-1+ 2023-07-03 2025-01-31 2025-01-31 N N N 0.0545 1165077083.11 1165077083.11 0.0102 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 NR S&P RATING A-1+ 2023-07-03 2025-04-30 2025-04-30 N N N 0.0540 50041069.50 50041069.50 0.0004 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 NR S&P RATING A-1+ 2023-07-03 2023-07-31 2023-07-31 N N N 0.0527 2255082442.80 2255082442.80 0.0198 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 NR S&P RATING A-1+ 2023-07-03 2023-10-31 2023-10-31 N N N 0.0528 900261927.00 900261927.00 0.0079 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 NR S&P RATING A-1+ 2023-07-03 2024-04-30 2024-04-30 N N N 0.0522 2299040233.00 2299040233.00 0.0202 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 NR S&P RATING A-1+ 2023-07-03 2024-07-31 2024-07-31 N N N 0.0532 2620637972.49 2620637972.49 0.0230 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 NR S&P RATING A-1+ 2023-07-03 2024-10-31 2024-10-31 N N N 0.0543 1031961850.83 1031961850.83 0.0090 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2023-07-06 /S/Robert Svagna Robert Svagna Treasury Manager