N-MFP2 0000740766 XXXXXXXX 2023-09-29 0000740766 S000000128 8 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 63 94668076249.06 92143821038.70 100895595888.57 96527240865.53 101640717874.75 97387796497.64 97663903468.94 103624581887.31 98965408432.82 104368885442.04 0.8339 0.8301 0.8647 0.8525 0.8550 0.8578 0.8799 0.8881 0.8740 0.8780 7091606871.34 111498204404.20 111510500021.86 269163963.52 605114034.35 118266156822.37 118267172833.31 1.0000 0.0539 0.9999 0.9999 0.9999 0.9999 0.9999 C000000287 10000000.00 77485739618.72 77486565982.80 0.9999 0.9999 0.9999 0.9999 0.9999 1709464128.79 4244804814.86 7367643427.18 10277707405.80 11106919874.31 8689159806.08 4704073325.67 10580069257.59 12314211003.02 6570621428.53 37202311758.97 40362362712.86 0.0522 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 4 points of management fee and is also waiving expenses to maintain a minimum yield of .01. 2,422,985.29. C000000286 10000000.00 10043041834.72 10043075668.50 0.9999 0.9999 0.9999 0.9999 0.9999 167084350.36 64622047.50 235935059.86 345602199.43 319274354.74 336700546.08 407288721.74 192107580.00 426804098.22 566639979.25 1556386584.92 1505672352.26 0.0497 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 4 points of management fee and is also waiving expenses to maintain a minimum yield of .01. 319,055.82. C000000288 10000000.00 2727835417.05 2727895115.58 0.9999 0.9999 0.9999 0.9999 0.9999 82980961.27 53935797.18 164913503.77 114650530.94 119540456.36 112955637.28 137614713.70 185707007.36 151018208.16 160199104.96 656067843.26 627448077.72 0.0512 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 4 points of management fee and is also waiving expenses to maintain a minimum yield of .01. 87,497.44. C000000289 10000000.00 2406609038.15 2406626300.63 0.9999 0.9999 0.9999 0.9999 0.9999 58045954.68 7697595.84 111529301.92 42862436.91 56348939.89 83832361.84 55994017.68 94380044.31 102982954.65 52259380.60 384901168.82 281031819.50 0.0482 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 4 points of management fee and is also waiving expenses to maintain a minimum yield of .01. 75,847.02. C000223301 1000.00 5893265499.58 5893301487.27 0.9999 0.9999 0.9999 0.9999 0.9999 87252561.72 3223406.07 300454039.24 184869399.32 146121152.82 220339831.16 175916361.49 87329877.63 350243412.27 198036083.94 1059987527.54 693798598.12 0.0442 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 4 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. 184,353.04. C000223302 2500.00 3789128123.44 3789149018.77 0.9999 0.9999 0.9999 0.9999 0.9999 102789589.13 13491637.13 87097066.85 330907601.83 50425342.66 34348588.78 128321309.43 22745196.59 87532602.82 36146809.41 456165910.89 437639833.74 0.0497 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 4 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. 117,695.73. C000233952 50000000.00 14840122901.63 14840144870.68 0.9999 0.9999 0.9999 0.9999 0.9999 238347154.41 54.38 617450797.09 266499716.12 3956384189.62 895517397.39 887478312.38 165197773.95 426158694.90 346655541.80 6125819148.40 1673870483.64 0.0522 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 4 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. 887,640.34. C000243326 50000000.00 1080414389.08 1080414389.08 0.9999 0.9999 0.9999 0.9999 0.9999 0.00 50000000.00 50184589.33 0.00 185000000.00 0.00 700614928.48 0.00 160219415.81 91727528.82 1096018933.62 141727528.82 0.0522 Y BNY Mellon Investment Adviser, Inc. The fund is waiving 4 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. 24,610.03. ABN AMRO BANK NV ABN AMRO BANK NV BYM401P60 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) 2043-05-15 2.875 19157518.58 14342527.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 3.000 18057336.70 13632900.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 27.88 17.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 2.500 2390688.70 2312673.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 40752540.35 37890803.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.625 49097756.47 37631675.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 26540883.00 2403325.19 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 100000000.00 100000000.00 0.0008 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM401MX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) 2041-11-15 2.000 433800.00 285213.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 2008.00 1907.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-01 5.000 1000.00 134.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-01 5.000 1006.00 129.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-07-01 5.000 1000.00 87.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-07-01 5.000 1000.00 179.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 4.500 1024.00 175.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 4.000 1024.00 291.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-02-01 4.500 1024.00 213.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.000 1024.00 207.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-01 4.000 1120.00 282.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-05-01 4.000 1024.00 486.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 4.000 1000.00 332.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 4.000 1024.00 344.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.500 1008.00 265.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 4.500 2000.00 465.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-08-01 2.500 1000.00 696.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 1024.00 746.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.500 2048.00 1632.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 2000.00 1626.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 1024.00 913.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 2048.00 1796.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 6.000 1000.00 926.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.500 1000.00 933.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.000 1000.00 990.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 14492385.00 13061962.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 6.000 10411964.00 9895984.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 1050000.00 998595.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 3879842.00 3686606.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.000 1040.00 960.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1000.00 895.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 3.000 1000.00 733.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 26096472.00 23071228.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 2024.00 1758.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1000.00 916.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-11-01 2.000 1000.00 581.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-08-25 3.000 4536840.00 5441122.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-25 3.500 3755024.00 2783915.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 1104.00 282.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 31878704.00 6081203.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 3.500 1028.00 125.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-01 3.500 1000.00 267.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-01 4.000 1024.00 97.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 12483657.00 2929813.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.500 33200000.00 3369465.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 3.500 1023.00 119.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 3.500 1026.00 142.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 99919050.00 17534109.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.500 1024.00 177.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 4.000 1000.00 201.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-01 4.000 67237488.00 14508163.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-01 4.000 1152.00 328.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.500 1000.00 258.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.500 1000.00 365.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.500 47615226.00 16148632.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.500 100000128.00 10215035.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 79772032.00 19703663.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.500 55454960.00 12452020.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 1000.00 268.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.500 20498000.00 5587130.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.500 20123624.00 4976368.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.500 55334451.00 15425702.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-01-01 4.000 48759680.00 19466782.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-09-01 3.500 33380000.00 13480739.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.000 50687360.00 12965531.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 3.500 6584675.00 1707630.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.000 12212887.00 3935501.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.500 1000.00 247.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 2.980 419145.00 340084.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.500 46906125.00 12213420.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 1040.00 370.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.000 258312192.00 92220529.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 1000.00 302.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 12273.00 1597.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 49380041.00 14441710.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.500 1000.00 326.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 1000.00 224.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 1010.00 562.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.500 6247639.00 5189168.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 1024.00 751.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 5.000 16098000.00 14256011.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.500 4325955.00 3768518.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.000 3687472.00 3436817.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 4491710.00 3757838.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.000 1000.00 935.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 1007.00 864.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.000 1024.00 931.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.000 61569120.00 55209760.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 1024.00 925.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 7853300.00 7628908.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 75054044.00 18054417.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 17610080.00 4531929.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 192191456.00 57456653.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 1024.00 399.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 1008.00 212.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 42000000.00 10506038.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.000 28903288.00 5317339.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 1000.00 313.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 24977024.00 8919906.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 23799000.00 7687869.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 1024.00 285.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 5.000 2058.00 317.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 1012.00 250.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 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2051-09-25 4.000 30321460.00 4453390.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.000 30801458.33 3602483.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-10-25 2.500 33489666.66 3117844.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-25 3.000 43837915.83 5325167.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-02-25 3.000 75928610.83 7671969.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-09-25 0.000 299166666.66 10023334.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-09-25 0.000 258333333.33 7409055.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.000 14270833.33 1021986.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.500 63806250.00 5271650.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-11-25 2.500 20833333.33 1762210.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-12-25 1.500 11110278.33 920550.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-01-25 2.000 25219990.83 2072610.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-11-25 3.000 45143333.33 2679568.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-02-25 1.500 16560000.00 1972291.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-02-25 0.000 144816297.50 1722010.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-03-25 2.500 16099959.16 1697462.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-03-25 3.000 11666666.66 1322903.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2049-08-25 0.670 30536315.00 810143.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2049-09-25 0.620 56235798.33 2099549.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2049-11-25 0.620 50853216.66 1157925.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2049-11-25 0.570 10833333.33 417551.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2049-11-25 0.570 8333333.33 393956.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2053-02-20 0.985 40014035.83 2031740.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2053-03-20 0.285 133764444.16 3371660.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2053-04-20 0.885 26666445.00 1532974.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2049-07-25 0.670 46667015.83 2376532.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-04-25 4.000 11581425.00 814743.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-06-25 3.000 14321875.83 1530270.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-07-25 3.500 14239927.50 1318969.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2043-03-15 0.772 15771464.16 426887.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-08-25 0.835 21618886.66 1323714.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2048-05-25 5.000 16221786.66 926683.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-09-25 4.500 29097871.66 2317578.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2048-11-25 4.000 7750000.00 1025079.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2041-04-25 3.500 10833333.33 845460.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2047-06-15 0.572 51803752.50 2285571.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-06-25 3.500 15526823.33 1519482.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2050-12-25 4.500 5575057.50 650131.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-09-25 3.000 9375000.00 1065846.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2048-05-25 4.500 9274099.16 1376018.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2052-08-25 0.000 14166666.66 580614.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2052-09-25 0.000 166666666.66 5349539.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 2051-03-01 2.000 83333333.33 9870504.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2066-04-20 2.602 10833333.33 283326.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2065-06-20 2.065 45929041.66 321627.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-12-20 2.363 12557262.50 370417.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-02-20 0.018 44033333.33 1300319.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2069-09-20 0.031 33857600.83 903439.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-04-20 0.006 62500000.00 1384430.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2068-08-20 0.008 63876092.50 1298409.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2061-01-16 0.889 296692049.16 2726731.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2060-02-16 0.592 62512533.33 1181104.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2071-05-20 0.252 74040078.33 1314431.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2071-06-20 0.609 72939087.50 1518396.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2070-10-20 0.028 73821740.00 2354339.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2044-10-20 5.000 5108114.16 321045.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2046-10-20 0.660 89999445.00 1971186.61 Agency 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Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-08-20 3.000 65640337.50 2793386.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-08-20 2.500 45720666.66 2673675.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-09-20 0.910 52968685.83 2938893.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-07-20 3.500 31039765.83 2593095.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-05-20 3.500 30390884.16 3928723.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-06-20 3.000 62500000.00 5786298.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-07-16 4.250 21250000.00 2157521.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-20 3.000 62500000.00 6498272.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2073-05-20 1.134 20039169.16 1420931.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-12-20 0.580 140063067.50 5053601.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-03-20 0.945 112345375.00 5599668.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-03-20 0.246 40833333.33 877053.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-03-20 0.000 27646106.66 1183952.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-03-20 0.000 62537659.16 1722166.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-04-20 0.934 67252611.66 3430930.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-05-20 0.720 25833333.33 1091002.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-07-20 0.833 82190685.83 4150463.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-08-20 0.929 29166666.66 1606178.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2073-01-20 1.213 75690174.16 5604061.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2073-02-20 1.236 20149975.83 1513235.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-09-20 1.110 68566536.66 4529195.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-09-20 5.000 36994430.00 4577237.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-10-20 2.500 31830645.00 3430820.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-12-20 3.000 23333333.33 2320709.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-12-20 3.500 25000000.00 3647703.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-11-20 3.000 17480000.00 1431766.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-12-20 3.000 14845350.83 2211504.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-01-20 0.000 41666666.66 279987.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-02-20 3.500 47452857.50 5142529.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-06-20 0.805 17286250.00 590858.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-10-20 2.500 31960703.33 3732812.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-07-20 0.685 138832712.50 5241080.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2053-01-20 0.885 37037037.50 2207917.06 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 250000000.00 250000000.00 0.0021 N Y Y N - N/A - BARCLAYS BANK PLC BARCLAYS BANK PLC BYM401NT2 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) 2051-05-15 2.375 190589900.00 122844093.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 0.750 145559100.00 132155946.48 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 250000000.00 250000000.00 0.0021 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM401U64 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 2069-06-20 0.033 133754726.00 3670735.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-07-20 0.008 118001777.00 4836304.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-09-20 0.038 142978088.00 4835094.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-04-16 0.815 365186138.00 19585536.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 0.966 114000652.00 7094697.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-10-16 0.948 140000000.00 8986705.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 1.219 116218175.00 7259237.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-04-16 0.851 78000000.00 5229710.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-09-16 0.666 136572468.00 7331767.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-11-16 0.884 100000000.00 5854161.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-10-16 0.669 156291051.00 8237601.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 36727685.00 4669058.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 4.500 74500000.00 4596300.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 3.000 80133334.00 6943372.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 69903088.00 6335901.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 100000000.00 9101517.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 115000000.00 10265625.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 75000000.00 7083761.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 2.500 89061184.00 10648729.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 50410000.00 4607284.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-20 3.000 72000000.00 5984663.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 0.860 137546682.00 4729738.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 64716665.00 4840221.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.000 95899999.00 8509799.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 65000000.00 5603331.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-20 4.500 64143000.00 8696639.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-20 3.000 112500000.00 8695414.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 3.500 81264018.00 8295031.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 37365616.00 5276887.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 39511586.00 5016157.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 192635000.00 16206351.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-05-20 0.945 100321763.00 5760051.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-11-20 0.776 125000000.00 6149473.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-01-20 1.141 74000000.00 5138247.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-01-20 0.941 161049657.00 6042499.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-01-20 1.049 154000000.00 9868859.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-01-20 0.890 105727345.00 5374394.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-03-20 1.201 70732787.00 5030359.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.500 48427383.00 6813631.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 93863250.00 7894526.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 89489000.00 7576902.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 130351500.00 12277105.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.860 67568685.00 5134062.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 4.500 162410833.00 20692329.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 3.500 173770000.00 16998092.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 4.500 63535932.00 8146193.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-07-20 1.131 197804141.00 13427558.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-05-20 0.173 138862075.00 6975718.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 0.610 84541026.00 6187320.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.500 31329480.00 4730898.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 5.000 40880889.00 7225322.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 0.000 500000000.00 5830655.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 1.964 15384616.00 12665416.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 0.107 8333333.00 6371209.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 1.714 9615385.00 7854644.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 4.000 73700800.00 13171924.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-20 0.557 7000000.00 5563262.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-06-20 0.965 80554715.00 4937577.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-01-20 0.985 111469048.00 6188283.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 0.785 161538461.00 5068934.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-07-20 1.589 7692308.00 6369163.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-09-20 1.228 153709668.00 8496469.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-09-20 3.685 10244703.00 9841269.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 1.907 10530303.00 9087406.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 1.757 13461539.00 11491483.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 6.000 10182831.00 9979456.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 1.607 10492308.00 8906506.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 1.457 13846154.00 11705447.34 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 500000000.00 500000000.00 0.0042 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM401PP8 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 Debentures and Agency Strips 2036-04-15 5.000 186189506.00 529181.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 4.000 39776851.00 988056.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.000 32397229.00 453702.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-12-15 3.671 9226436.00 98609.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 3.967 21236953.00 197503.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-09-15 3.500 47140365.00 633521.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-02-15 4.000 32000000.00 618952.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-07-15 4.000 35652316.00 949070.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 1.170 162367330.00 114055.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 1.090 30200000.00 39068.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 0.570 25147650.00 129158.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-02-25 0.520 16422258.00 117998.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 4.500 9333333.00 109496.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 1.070 13923018.00 115806.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 1.070 36642857.00 465310.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 1.170 135251988.00 959509.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 1.170 22613327.00 215699.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 1.070 57142857.00 478428.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 1.070 57142857.00 417001.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 0.970 20000000.00 103355.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 1.120 14951541.00 66177.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 1.220 39053000.00 9109.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 1.270 57726198.00 51789.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 0.000 42404350.00 220180.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 0.520 31285714.00 221061.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-08-25 0.120 79393595.00 228084.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 0.650 16935361.00 145105.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 0.650 30555761.00 269333.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 4.000 8095312.00 135921.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 3.500 8265141.00 103087.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 4.000 100000.00 136476.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-12-25 3.000 24500000.00 200164.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 4.500 25000000.00 387187.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-04-25 4.000 700000.00 725600.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 4.500 54166666.00 163593.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-25 4.000 3731000.00 4716075.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 4.000 800000.00 876819.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 4.000 3969900.00 4670525.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 0.720 64450000.00 947702.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 3.000 1000000.00 1074925.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 4.000 2300000.00 2481708.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 4.000 24249675.00 26536742.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-25 4.000 11923752.00 13921989.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-01-25 0.620 9219722.00 69111.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-06-25 3.500 40509714.00 151006.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 3.500 32500000.00 535196.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 0.720 138839821.00 2152474.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-25 4.500 18444444.00 481476.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-25 0.820 110051670.00 1141520.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-25 0.770 42378881.00 418917.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-25 4.000 5432475.00 6325424.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-25 0.570 21263673.00 410323.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-25 0.670 103399270.00 1415259.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 3.000 8571508.00 42274.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 0.720 26575667.00 512219.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 0.720 21000000.00 583386.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-25 4.000 10500000.00 305142.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-25 0.770 40189528.00 475194.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 0.720 19500000.00 640799.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 4.000 10772000.00 368601.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 0.770 20327862.00 451438.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-25 0.770 57325923.00 918538.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 0.770 55745335.00 418996.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 4.000 13909407.00 340246.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 0.820 25000000.00 514850.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-25 4.000 42614069.00 702457.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-07-25 4.000 48352292.00 1065031.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-25 0.370 15739809.00 242834.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-25 0.670 37858162.00 813299.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-25 0.620 31982689.00 689703.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-25 3.500 6059142.00 25838.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-25 0.620 32876109.00 951438.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-05-25 1.531 4027000.00 159815.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-25 1.282 1464996.00 93842.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-25 0.620 108446076.00 1878430.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-08-25 3.000 21875666.00 11788978.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-25 2.500 30977400.00 3174400.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-25 1.932 2060000.00 98521.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 3.500 1487000.00 101631.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 57642200.00 5328031.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-25 2.000 12687500.00 987457.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.000 22864333.00 2806396.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.500 33838676.00 3053566.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 2.500 18072000.00 2063722.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-25 2.500 41320000.00 3802150.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-01-25 0.000 30180584.00 566699.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-25 3.500 40566572.00 4473160.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.000 32910666.00 2648266.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 2.500 78469000.00 7703928.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-03-25 3.000 27013831.00 2135763.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 25204400.00 2880077.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 2.500 23400800.00 2834601.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 2.500 53634600.00 4763309.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-07-25 3.000 22185903.00 2692609.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency 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19944494.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-02-15 3.500 15603685.00 18188713.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-11-15 5.000 23125271.00 399578.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-08-15 4.500 18999043.00 562294.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-07-15 0.752 8284072.00 153418.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 0.000 50617647.00 270000.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-06-15 0.672 297858354.00 4145252.12 Agency Collateralized Mortgage Obligation Federal Home 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42809400.00 4701290.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 42364719.00 4611688.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-04-25 2.000 14400000.00 1176660.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 2.500 40067900.00 3107774.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-09-25 3.000 19408334.00 1917412.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 3.500 39693714.00 3667726.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-04-25 4.000 13822115.00 1259513.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-08-15 4.000 24905135.00 1132230.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-01-15 3.500 3000000.00 3029204.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2047-03-25 4.000 9550250.00 1011555.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-15 0.672 37442906.00 609166.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 0.572 8937809.00 217716.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-07-15 4.000 1000.00 612.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-09-25 0.640 7004592.00 288954.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-10-25 0.620 37957596.00 663823.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-12-25 0.570 37939230.00 715333.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-04-25 4.000 15683875.00 822704.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-12-25 0.670 38225576.00 859847.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 0.570 16666666.00 811680.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-05-25 4.500 66666666.00 4872121.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency 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Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-04-25 2.000 80620782.00 7424927.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-06-25 4.000 1051000.00 126352.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.000 7500000.00 925225.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 2.500 7308114.00 740758.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 0.535 17311159.00 1063085.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 4.000 9359883.00 1158690.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.500 45947597.00 6593120.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-10-25 4.500 48880777.00 7979588.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-10-25 4.000 3639629.00 460154.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 43020000.00 3939136.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 3.000 146306000.00 16543002.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 15093047.00 1492002.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 25176800.00 2360276.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency 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170645534.00 4504808.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 4.000 28755679.00 3205071.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-04-25 0.685 100000000.00 2621338.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-04-25 0.285 75000000.00 2479189.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-05-25 0.235 50997907.00 1687227.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-04-25 0.235 66534768.00 2107198.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 2.000 30503651.00 2908048.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-07-25 3.070 5384616.00 4310902.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-08-25 1.712 7692308.00 6166072.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-08-25 0.000 100000000.00 2833236.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-09-25 1.845 7692308.00 6460674.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-09-25 1.605 5769231.00 4736500.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-09-25 1.155 11897647.00 9715550.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-09-25 0.535 57692306.00 2773272.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-09-25 0.385 118976467.00 5118197.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-01-15 1.000 1280163.00 38847.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-11-25 1.000 550444.00 17937.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-10-25 1.200 150000000.00 8204149.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 2.500 53439869.00 6783627.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-10-15 4.500 2000000.00 1096157.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-06-25 1.270 54534000.00 121291.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2043-08-01 3.500 5263746.00 156441.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 4.500 4000000.00 248345.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 1.120 37750000.00 43914.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-08-25 1.770 20000000.00 31071.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-11-25 1.190 21849481.00 95168.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 1.210 170395588.00 533927.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 0.950 59910000.00 121670.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 4.500 4431636.00 434955.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 1.070 257341833.00 119807.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-05-25 1.010 49813961.00 49400.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-08-25 1.120 75000000.00 78907.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-07-25 1.100 52455908.00 28957.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-11-25 1.030 75000000.00 168110.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-11-25 0.980 61774250.00 154207.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-11-25 1.070 27000000.00 40776.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 25000000.00 40.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-01-15 1.822 146666666.00 59915.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-02-15 1.322 30769231.00 80279.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 140000000.00 2481.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 0.000 95058510.00 549.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-05-15 0.672 74000000.00 35366.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 1.072 130000000.00 101859.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-06-15 1.142 47351000.00 43046.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-05-15 0.000 79890963.00 311.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-08-25 0.670 56809000.00 38961.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-01-25 0.000 46460176.00 165.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-04-25 0.000 23019827.00 10.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-07-25 0.000 14420183.00 18.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-06-25 0.000 16108173.00 29.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 0.000 5654180.00 1.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 1.100 124200000.00 550554.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.000 1162482.00 600190.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-08-15 0.622 125000000.00 99869.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-03-15 1.422 50000000.00 126824.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-05-15 1.142 11799625.00 42466.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 0.302 83500000.00 185537.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 1.250 15641022.00 37476.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2045-12-01 3.500 18596221.00 681701.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 79982750.00 22.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 0.000 21475526.00 144.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 5938329.00 0.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-07-15 0.000 12224948.00 22.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-06-15 0.000 150000000.00 1005.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-07-15 0.000 77242219.00 76.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-06-15 0.000 10000000.00 346.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-25 0.720 173241126.00 273207.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-10-15 0.722 50814314.00 133649.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-12-15 0.872 33000000.00 35931.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 1.220 50000000.00 152772.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-10-25 0.570 13127115.00 119920.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-11-25 0.590 90000000.00 264632.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 1.020 100000000.00 242337.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-02-25 1.070 51914665.00 72824.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-25 0.000 39173629.00 44159.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 1.170 66993999.00 141938.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-02-15 0.812 76754703.00 117315.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 2.000 125000000.00 14469962.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-06-20 6.814 36066096.00 29078038.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 5.000 100000000.00 88594221.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 2.500 100000000.00 68546198.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 2.500 100000000.00 68399026.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 3.000 42206565.00 29490874.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-05-20 4.526 43713129.00 42103535.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-09-20 0.000 58159638.00 58562916.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-11-20 6.364 25000000.00 22508234.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 3.500 71498730.00 54412826.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-20 3.500 52939317.00 36794389.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 1.097 43571393.00 29679179.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 1.655 37900453.00 27943292.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 4.500 34802000.00 31579222.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-20 6.314 100000000.00 95141064.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-20 5.500 40000000.00 37841394.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 6.164 38264005.00 36548283.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 5.000 78207550.00 72427361.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 6.214 438090282.00 418169173.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 4.500 25000000.00 21853410.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-20 6.314 56595000.00 54617194.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-07-20 6.364 100000000.00 98461262.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 6.364 30000000.00 29519982.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 6.364 30000000.00 29519982.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-09-20 3.685 40583717.00 39492066.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-09-20 3.685 11386169.00 10937784.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 6.500 25000000.00 24514402.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 6.414 38114211.00 37540433.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 6.364 75000000.00 73897224.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-04-20 5.739 56663261.00 55381641.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 5.689 84884482.00 82763161.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-16 5.745 54847687.00 53624671.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 5.689 40412804.00 39464894.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-16 5.845 47584602.00 47034843.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 5.000 73267101.00 70473125.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-03-20 4.000 58816302.00 54432847.17 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 2650000000.00 2650000000.00 0.0224 N Y Y N - N/A - CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE BYM401PM5 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 2038-10-01 5.290 13967866.00 398443.29 Agency Collateralized Mortgage Obligation Federal Home Loan Banks-Agency Debentures and Agency Strips 2040-03-23 2.470 565000.00 374169.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 6.000 5072981.00 4554751.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 3.000 18192448.00 14322437.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-03-01 2.000 877262.00 657212.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 7427825.00 6953951.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.000 1006657.00 997944.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 10757888.00 7978849.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 3.500 4558268.00 3648033.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 6.500 530849.00 547316.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 12691499.00 12191490.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.000 3396220.00 3360914.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 1040642.00 997171.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1095500.00 1078456.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 1302810.00 1243907.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.500 1924097.00 1956285.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1025399.00 978871.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1767050.00 1729154.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1332120.00 1297155.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 2264869.00 2156201.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1125095.00 1098569.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.000 544309.00 538233.69 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank-Agency Debentures and Agency Strips 2036-12-19 2.830 959000.00 745046.24 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank-Agency Debentures and Agency Strips 2035-08-20 1.690 1975000.00 1335913.37 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank-Agency Debentures and Agency Strips 2035-09-10 1.730 78000.00 53015.04 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank-Agency Debentures and Agency Strips 2046-08-03 2.649 266000.00 161542.12 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank-Agency Debentures and Agency Strips 2041-12-16 2.919 2593000.00 1804884.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.500 16126154.00 10896169.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2024-05-15 7.500 1325000.00 5850.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-07-15 7.000 3800000.00 54079.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-02-15 6.500 4500000.00 28813.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-12-15 6.000 2500000.00 28290.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-05-15 6.500 5649080.00 78532.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-02-15 6.000 2200000.00 35939.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 0.570 7500000.00 24201.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 1.320 7000000.00 24566.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-25 0.000 14955296.00 28810.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-08-25 3.500 5714285.00 67380.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-25 4.500 7621333.00 83999.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-12-25 1.270 7944084.00 6247.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 4.500 1261342.00 3585.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-12-25 2.500 10105000.00 21297.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-05-25 4.000 914203.00 20612.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 3.000 2399983.00 3693.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-25 0.630 1167163.00 8367.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 0.000 12500000.00 30306.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 0.000 10209209.00 34463.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-25 0.000 10106321.00 27455.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.000 2187500.00 1094.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-01-25 0.000 11121782.00 25277.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-25 0.000 22331224.00 59560.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-04-25 0.000 13416181.00 65799.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-05-25 5.500 568573.00 13033.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-25 0.000 8174967.00 48743.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-06-25 4.000 3470000.00 26408.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-08-25 0.000 7890762.00 31731.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 0.000 5600000.00 18328.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-25 3.500 28400000.00 35126.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-10-25 0.000 1960502.00 12127.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-07-25 4.000 12250000.00 148302.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-11-25 0.720 1800000.00 49389.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 4.000 7750000.00 505155.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-25 0.000 5500000.00 175949.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 0.670 7000000.00 155524.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 0.000 22000000.00 74439.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-25 0.000 14818800.00 55418.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-01-25 2.437 3625000.00 2796359.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.059 250000.00 203547.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 0.000 17269110.00 62578.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 1.172 33039339.00 48392.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2026-08-15 1.222 24279269.00 15918.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-06-15 0.000 9293160.00 45930.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-05-15 0.000 47311962.00 75003.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-08-15 0.000 388000.00 36053.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-11-15 0.000 500000.00 53070.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-08-15 3.000 10542476.00 26779.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 0.672 4000000.00 56352.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-09-15 0.772 3750000.00 24387.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-02-15 3.000 6900000.00 37097.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-03-15 5.000 46886672.00 13305.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 4.000 4333361.00 571178.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-15 6.000 2500000.00 57471.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-08-15 0.000 22750045.00 35773.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 0.000 6838675.00 18773.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 0.000 3623188.00 16782.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-08-15 0.000 2898551.00 12476.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-11-15 0.000 9164337.00 39709.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-02-15 0.000 7524753.00 23871.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-09-15 6.000 17538880.00 444.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-12-15 0.000 393000.00 87330.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 3.000 5822369.00 620452.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 0.985 5495615.00 341660.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-11-15 0.772 1018000.00 20849.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-07-25 0.620 19788000.00 396705.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 3.000 7444249.00 662175.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-09-25 6.000 2300000.00 63849.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-09-25 6.500 6000000.00 64817.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-06-15 6.500 2500000.00 55036.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-08-25 1.620 96435038.00 39173.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-02-25 7.000 100000.00 39139.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-11-25 4.250 329724.00 16125.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-03-15 6.000 90000.00 57027.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-04-15 1.272 32000000.00 10304.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 0.640 33400000.00 35739.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-09-25 1.090 8389000.00 14435.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-02-25 1.570 16000000.00 38172.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-03-25 1.550 16917000.00 60732.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 2.352 18000000.00 58477.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 1.152 12368028.00 23068.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-07-25 5.000 400000.00 62991.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-05-15 0.872 100000000.00 51083.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 0.642 15000000.00 17071.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-10-15 0.000 3087817.00 4511.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-05-15 0.000 13038430.00 10002.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-10-15 0.000 17250190.00 14420.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.000 21058464.00 7473026.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-12-01 4.030 286543.00 259198.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.830 591756.00 474241.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 55000000.00 12879634.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 3.000 273436.00 215260.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.169 30240.00 19206.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 2.069 295031.00 212579.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 2.509 59226.00 40168.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.089 76989.00 55020.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-12-01 2.490 250000.00 175333.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-03-01 2.609 323244.00 236475.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.690 103013.00 69862.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.500 426548.00 329662.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 1408754.00 1390152.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.000 1495145.00 1410337.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 952567.00 899667.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.500 1323416.00 1279256.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 935555.00 859782.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 1350988.00 1279157.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 1186536.00 1204779.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 1128444.00 1154013.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 1478786.00 1401729.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1130319.00 1109001.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 1450342.00 1502292.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 1278781.00 1212293.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 1282085.00 1304669.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 3.000 34966436.00 21353208.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 3.000 446221.00 291313.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 4.000 1451872.00 979257.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 4168650.00 3869637.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 4.500 202463.00 181813.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 4.500 6285168.00 5770467.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 15522169.00 8112752.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.500 19842080.00 11427248.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 3.000 41553064.00 23848150.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 3.000 61414350.00 32580463.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.500 46179544.00 32124270.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.000 15755133.00 11216698.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 13380686.00 9416028.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 12778653.00 8812267.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 4629635.00 3235182.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 33565548.00 25556588.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.500 31777596.00 27491641.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 3514009.00 2868422.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 6339712.00 6184184.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 3.500 3247140.00 475385.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 3.500 177774.00 25750.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 23472784.00 22442357.34 Agency Collateralized Mortgage Obligation Federal Agricultural Mortgage Corp-Agency Debentures and Agency Strips 2050-01-21 3.200 311000.00 197232.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2062-01-01 2.500 149900000.00 20610448.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-20 5.500 9429146.00 8966766.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-20 0.810 6085256.00 32561.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 0.000 5000000.00 12049.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-20 0.710 22714285.00 420028.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 0.000 7899265.00 18610.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2031-05-20 3.500 3577685.00 696026.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-20 3.500 4223713.00 24620.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-20 0.000 14138000.00 25614.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-06-20 0.000 11982000.00 23158.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 0.810 264466.00 2892.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-20 0.000 15193000.00 27985.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-09-20 3.500 2200000.00 108054.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-20 3.000 15171416.00 63309.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 3.000 26430000.00 40579.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 0.000 7000000.00 26815.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-20 0.000 8800000.00 20479.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-07-20 5.400 255476.00 130083.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-12-20 0.660 15000000.00 279625.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 0.660 10230000.00 80686.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 0.100 5000000.00 53749.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.000 19425000.00 31093.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 0.610 45521147.00 970860.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 2.500 500000.00 46308.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 2.500 700000.00 68328.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 454000.00 48862.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 29012333.00 279962.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 0.000 37500000.00 544321.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.000 65000000.00 167046.59 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 415000000.00 415000000.00 0.0035 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB BYM401P52 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) 2025-01-15 0.250 2185247.71 2714664.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-01-15 0.125 6843637.35 6879999.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-31 1.250 7664019.00 6879997.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-30 2.875 7450391.92 6879997.37 U.S. Treasuries (including 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Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 3688833.33 4154284.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-15 0.500 552240.00 659156.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 931266.66 1156883.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 489086.66 583056.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 0.375 5678966.66 6693035.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 0.375 325520.00 402167.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 1873980.00 2128119.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-15 0.125 957333.33 1081838.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-15 0.125 1244820.00 1390605.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-15 0.125 1041420.00 1135041.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-07-15 0.125 4166733.33 4039769.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-31 1.250 17823300.00 15999994.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-01-15 0.125 593413.33 548862.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-15 0.125 4898053.33 4872074.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-30 2.875 17326493.33 15999994.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-10-15 1.625 2577733.33 2602966.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 1.250 1808800.00 1763923.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-30 3.875 16078693.33 15999995.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-07-15 1.375 1135866.66 1061635.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 3.875 16880013.33 15999998.33 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0529 100000000.00 100000000.00 0.0008 N Y Y N - N/A - CREDIT AGRICOLE SA CREDIT AGRICOLE SA BYM401HA0 261700PLI2HF5NCF2442 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2048-06-20 3.500 200000000.00 29018478.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2048-09-20 4.000 327561926.00 36366995.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2051-01-20 2.000 42897603.00 24356856.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2049-12-20 3.000 200000000.00 39788548.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2050-02-20 3.000 300000000.00 57760052.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2050-05-20 3.000 119760000.00 33818917.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2050-06-20 3.000 28275975.00 8317701.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2050-07-20 3.000 100000000.00 31501827.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-05-20 4.000 50000000.00 42027173.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-08-20 4.500 53323522.00 46783292.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-10-20 4.500 33845524.00 30117158.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-05-20 3.000 41368822.00 34725043.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-06-20 6.500 57002312.00 57658631.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-07-20 7.000 36952072.00 37759322.34 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 500000000.00 500000000.00 0.0042 N Y Y N - N/A - CREDIT AGRICOLE SA CREDIT AGRICOLE SA BYM401LA5 261700PLI2HF5NCF2442 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 261700PLI2HF5NCF2442 2053-05-01 5.000 29620306.00 27038644.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2052-02-01 2.500 74269000.00 53409880.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-05-01 5.000 28262432.00 26728760.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2053-02-01 5.500 50031000.00 47424753.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 261700PLI2HF5NCF2442 2051-12-01 2.000 68019000.00 49397960.85 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 200000000.00 200000000.00 0.0017 N Y Y N - N/A - DAIWA CAPITAL MARKETS AMERICA DAIWA CAPITAL MARKETS AMERICA BYM401MU0 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 2047-09-01 3.500 1302.59 174.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-08-01 4.000 3472750.19 940135.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-06-01 3.500 180432.00 59922.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-12-01 4.000 3150562.79 942998.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 5.500 343668.00 341226.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 3.500 301202.39 277741.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 280820.39 249819.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1134000.00 993800.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 3.000 3345842.39 2215582.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 2.500 6376561.20 4341776.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 2.000 61703.39 43941.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.000 600.00 549.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 980803.79 881731.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.000 1133520.00 1044288.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 24848.39 23188.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 259665.59 248055.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 3433497.60 3166871.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 2064.59 1918.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 4.500 1810890.00 1658634.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 600882.59 562180.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.500 321111.00 324011.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 4.000 2355759.00 2105193.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed 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N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AWFH8 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-12-13 2024-07-12 2024-07-12 N N N 0.0551 767664697.80 767664697.80 0.0065 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AWQW3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-01-26 2024-08-26 2024-08-26 N N N 0.0562 782053892.48 782053892.48 0.0066 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AXBV9 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-10-02 2025-09-29 2025-09-29 N N N 0.0546 300366831.00 300366831.00 0.0025 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUM50 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-10-02 2023-10-19 2023-10-19 N N N 0.0538 512013916.16 512013916.16 0.0043 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 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2024-03-14 N N N 0.0543 510177709.50 510177709.50 0.0043 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AXCF3 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-03-22 2024-10-22 2024-10-22 N N N 0.0562 781072726.72 781072726.72 0.0066 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVV74 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-11-03 2024-05-28 2024-05-28 N N N 0.0528 398749496.00 398749496.00 0.0034 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AUFD1 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-10-02 2023-10-04 2023-10-04 N N N 0.0538 450000400.50 450000400.50 0.0038 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AVMG4 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2023-10-11 2024-05-06 2024-05-06 N N N 0.0528 349010280.50 349010280.50 0.0030 N N N N 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(including strips) 2025-04-15 2.625 1500718100.00 1460347971.24 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 35000000000.00 35000000000.00 0.2959 N Y Y N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP BYM401N13 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2032-05-15 2.875 50000000.00 44472647.02 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2032-05-15 2.875 50000000.00 44472647.02 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2032-05-15 2.875 50000000.00 44472647.02 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2032-05-15 2.875 32437000.00 28851185.01 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. 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Association-Agency Mortgage-Backed Securities 2033-09-01 4.650 10166000.00 9718123.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 500000.00 325223.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 7213576.00 5576172.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 3.000 4883400.00 3210409.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.500 600000.00 412526.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 686240.00 635735.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 42521792.00 36021882.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.000 4260024.00 3305071.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 26294624.00 18472534.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 4.000 1204850.00 1048216.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.500 1202132.00 1030884.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.500 5620970.00 5198804.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 37790208.00 35393231.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 5.000 2117544.00 2009907.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 17850720.00 17898679.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 1160838.00 1004283.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 2570792.00 2606261.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 14184704.00 14173946.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1685168.00 1636585.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 6.500 1402494.00 1416736.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 7.000 4748288.00 4894808.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 411785.00 271092.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.500 6058488.00 4835481.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.000 3346044.00 2354654.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 4.000 1173630.00 912269.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.500 962854.00 806749.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.000 400000.00 286547.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.000 36000.00 24502.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 1645140.00 1324562.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.500 6651730.00 3985940.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 21166.00 17111.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-01-01 2.500 1060470.00 794961.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.500 1393834.00 841977.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 7519030.00 5647542.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.000 1017164.00 886058.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.500 254388.00 211555.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 200000.00 150455.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 1197574.00 960027.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 12594192.00 10379560.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 9077600.00 7295483.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.500 1157480.00 975571.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.500 2137920.00 1709072.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 5.000 1602406.00 1375558.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 1256332.00 1016981.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.500 5286830.00 4400454.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.000 11417440.00 9412249.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.500 2746984.00 2329315.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.500 1521360.00 1379047.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 3.363 2000000.00 315434.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 2.895 30213000.00 6541351.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-10-01 4.980 74000.00 37450.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-10-01 5.187 12310608.00 8931460.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-10-01 4.150 2132420.00 30880.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-01-01 4.097 10000000.00 178650.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-05-01 6.684 1900000.00 11168.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-09-01 6.150 110055424.00 825096.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-07-01 5.929 22511000.00 112962.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-07-01 5.589 2477870.00 1907473.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-06-01 4.498 37179392.00 26108.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-06-01 5.370 33752000.00 366247.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-07-01 3.154 70000.00 7202.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-01 2.896 45000.00 6521.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 3.088 25000.00 5125.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-06-01 4.000 7570000.00 1725163.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-12-01 2.500 825000.00 587781.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-07-01 3.500 8327888.00 2861242.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-10-01 5.000 2000000.00 1687469.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-10-01 4.000 2276848.00 1821830.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-12-01 4.000 750000.00 627751.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-03-01 4.000 11273536.00 9822740.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-10-01 2.500 884230.00 435782.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-08-01 2.500 18333568.00 10181869.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-01-01 4.000 229772.00 115818.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-09-01 3.500 2920700.00 1599583.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 3.000 417381.00 219119.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-12-01 4.000 1119840.00 486054.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 4.500 2175000.00 1859700.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 4.000 490000.00 388451.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1762000.00 1535339.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.000 1160000.00 1029915.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 4.500 3350000.00 3067802.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-11-01 3.500 1510000.00 223523.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-05-01 2.000 40000000.00 18095873.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.500 2087960.00 1258141.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 2.000 56450560.00 39567193.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.500 226827.00 174502.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.500 729672.00 572044.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 119160160.00 102805079.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 6.500 1923314.00 1821120.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 715000.00 574418.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.500 718000.00 632947.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 4056720.00 3674080.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 1010832.00 894118.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 967089.00 902852.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-03-01 5.000 5499620.00 4542907.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.500 262465.00 196556.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.500 75085.00 13533.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 1022222.00 1011793.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 8316752.00 7109284.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 6.000 1057802.00 1046510.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 1976808.00 1585294.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 683153.00 576619.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.000 1162490.00 1081654.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 26525504.00 24671162.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 4.500 7515304.00 6919603.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-05-01 5.000 11246208.00 10499004.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.000 1998270.00 1715657.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 1928334.00 1595609.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 2312996.00 2013246.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 1004040.00 969145.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.000 1017382.00 810342.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.500 1236198.00 1203270.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-01 5.500 1113194.00 901663.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 7.000 1563434.00 1599425.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 3.000 2940900.00 2651607.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 4.000 2605264.00 2430592.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 6.500 826483.00 828205.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 4.500 2772952.00 2403577.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.000 459222.00 412800.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.000 248395.00 231699.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 1495448.00 1473793.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 1.500 600000.00 391651.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 3.000 10087200.00 7171444.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 4.500 2424148.00 2091991.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 4.500 745145.00 656309.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.500 149049088.00 150395233.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-10-01 6.011 32058000.00 32079518.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-10-01 6.011 24902000.00 24918714.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-01-01 6.160 36810000.00 36841468.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-05-01 3.669 12559000.00 10613277.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-01-01 2.919 23157216.00 16944855.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-11-01 2.500 350000.00 134130.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 2.500 692099.00 191113.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.000 16979968.00 5145232.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-05-01 3.500 6100600.00 1385118.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-11-01 2.000 189000.00 118836.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.000 253115.00 162415.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-03-01 2.000 175000.00 98155.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-08-01 2.500 15505296.00 10890794.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-09-01 2.500 48000.00 34540.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 3.500 390013.00 205066.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-03-01 2.500 2342652.00 1639154.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 2.500 2446116.00 1837634.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 4.500 1132700.00 948063.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 4.000 3064764.00 2514534.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.000 1029250.00 818554.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 12249080.00 10222817.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 13196416.00 11946960.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 7.000 5052740.00 4898757.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.000 959068.00 811558.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 35833856.00 33844550.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 8016896.00 7337597.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 10019568.00 9663509.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.500 1086106.00 1113586.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.500 1011506.00 1030058.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.000 5051008.00 5043236.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.000 4464528.00 4220760.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 4281336.00 4054134.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.500 967000.00 682853.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 7000.00 5331.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 2.000 311692.00 231527.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 2.500 11000.00 8305.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-05-01 2.000 6018000.00 4506090.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 2.500 931712.00 676582.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 4.000 107000.00 87898.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 4.000 105000.00 85978.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-10-01 4.500 27255264.00 22047267.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.000 508566.00 439827.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 12839000.00 11894420.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 124272256.00 114853462.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 5.500 579502.00 520740.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 4.500 19267552.00 18023429.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.000 2441136.00 2171084.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 9291152.00 8800197.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 4.500 2092304.00 1928162.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-03-01 5.000 1432932.00 31678.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 7000000.00 338673.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 7.000 1496844.00 57847.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-01 3.500 2737876.00 171869.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 2.295 6167088.00 5282834.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 7.000 3831432.00 3933698.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 7.000 2113668.00 2169459.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 5826608.00 5515165.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 1674464.00 1588387.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 1590000.00 1504803.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.500 9815616.00 9545725.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.500 4058928.00 3954681.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.500 1068300.00 1042751.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.500 2000750.00 2020528.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-12-01 2.500 110000.00 45614.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-01-01 2.500 360000.00 125669.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-02-01 2.500 4345720.00 1195313.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-06-01 2.000 20000000.00 11378604.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-11-01 2.000 596300.00 383356.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-01-01 2.000 1651000.00 1215582.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.000 3099600.00 588450.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.500 388721.00 206861.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.500 3876000.00 3037709.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-11-01 2.500 5275000.00 3754187.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 2.500 6554000.00 4698847.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 11699136.00 11115315.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-10-01 1.500 980000.00 654957.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-04-01 6.000 226608.00 218644.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-09-01 5.000 1081110.00 1007829.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-06-01 1.500 800000.00 506044.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-06-01 1.500 500000.00 313028.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-08-01 3.500 2762270.00 1364183.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-08-01 2.500 1055014.00 836721.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-04-01 5.000 337584.00 306751.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-11-01 2.500 13054880.00 7677668.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-10-01 2.000 383000.00 190107.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 3.500 977000.00 329934.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-12-01 2.000 15050096.00 10985608.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-06-01 3.500 5579360.00 4535767.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 5.000 3526852.00 2355714.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-12-01 5.000 415339.00 390546.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-01-01 6.000 1788638.00 1450500.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-01-01 5.000 985461.00 438298.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 3.051 4900000.00 638103.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 19939584.00 18608275.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 105630464.00 97179202.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 1537836.00 1449671.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 9232000.00 8104547.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.500 534780.00 537722.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 4.500 60548.00 53704.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.500 1882938.00 1902132.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.500 200000.00 184822.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.500 1071940.00 1086596.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 1420956.00 1403150.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.500 10085376.00 9731576.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.000 1279894.00 1137611.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 2472676.00 2441538.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-04-01 4.500 10213776.00 8764612.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 1629652.00 1608084.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 225198.00 211956.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.500 3460136.00 3475704.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 6640152.00 6264258.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 4791704.00 4638956.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 7047600.00 6780547.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 2133044.00 2103744.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 2250904.00 2212350.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 1889250.00 1821400.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 2910712.00 2816042.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 1196234.00 1174556.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 3112880.00 2853164.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 4765776.00 4489965.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 2743484.00 2709096.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 10154432.00 10034803.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 4611392.00 4225309.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 1082118.00 1069455.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 1441738.00 1327892.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.500 1117328.00 1088159.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 1344172.00 1234678.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 5492200.00 5251952.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 1241138.00 1226311.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.955 593549.00 590207.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.500 1097823.00 1119335.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 5.000 1303510.00 1220243.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 2270532.00 2266695.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 1094208.00 1100941.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.000 1052358.00 1044087.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.500 1318404.00 1332394.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.000 7276112.00 6794329.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 5923360.00 5852791.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.000 1074496.00 1079562.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.500 2308712.00 2348489.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.500 1298050.00 963596.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 3117396.00 2752176.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 5593712.00 5306597.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 221091.00 203991.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 1301930.00 1322996.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 2039868.00 2054972.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 3562816.00 3467840.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.033 1813104.00 1811782.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 4046816.00 3823079.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 4.500 3017020.00 2770795.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 1229020.00 981969.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.500 1580338.00 1603880.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 4.500 2274124.00 2091180.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 16514592.00 15607730.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 11135776.00 10258029.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 1158094.00 1080132.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 1216460.00 1021072.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 2018204.00 1909583.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.000 2126416.00 2116551.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 9408800.00 9368455.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 5009288.00 4739985.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 4045536.00 4091496.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 7123700.00 7096478.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 4863584.00 4919434.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 2078604.00 2021051.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-01-01 4.375 7950000.00 110306.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 3.730 22075040.00 19537251.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 5.766 9624000.00 9568000.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 3.819 5150000.00 4625559.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 3.779 28640000.00 24950165.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 6.000 2250000.00 6899.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 5.500 41050000.00 473187.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 6.000 7000000.00 145003.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-04-01 5.000 4643879.00 15468.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 5.500 605522.00 7117.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 5.500 1550000.00 12749.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-25 3.500 18391680.00 15751293.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-06-01 4.500 17641472.00 11899.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-01 7.500 11000000.00 11060.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 3.879 4720000.00 3893097.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-01 3.609 22768000.00 20604943.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-01 3.620 15599000.00 14183898.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-01 3.680 29009696.00 26505991.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 7.750 3995252.00 25618.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-11-01 4.969 1400000.00 1055448.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-01 7.500 7950000.00 201139.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-06-01 7.500 35893248.00 24393.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-03-01 7.500 2675188.00 5551.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 5.500 1300000.00 7636.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-10-01 5.500 3896400.00 26090.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-03-01 7.500 5279000.00 222995.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-01-01 4.450 4999999.00 5718.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 4.000 266517.00 16193.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 5.000 500000.00 35895.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-01 4.500 5003912.00 644977.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-01 3.500 1109470.00 63493.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 3.500 730000.00 63823.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 4.500 18487104.00 531848.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 3.500 692000.00 40836.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 4.000 295976.00 53273.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 5.000 350000.00 16440.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 6.000 784820.00 33497.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 3.500 26500000.00 2960517.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.500 247056.00 24254.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 4000000.00 652303.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-01 4.000 2612000.00 236179.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 6.000 498182.00 31541.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 4.500 300000.00 44440.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 4.500 5180000.00 644575.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 7.000 4100000.00 764272.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 5.000 17000000.00 2743323.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 6.500 3800000.00 637784.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 3.000 2351936.00 566922.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 3.500 163000.00 31928.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 4.000 200000.00 39946.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.500 4940000.00 857466.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 5.000 558000.00 83329.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 5.307 2084230.00 109120.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 6.750 4500000.00 1045175.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 4.703 880195.00 52138.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-01 3.879 16447680.00 12267107.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-01 4.009 10954176.00 8279065.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-02-01 5.956 16000000.00 15996679.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-07-01 3.029 13300000.00 11669612.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-07-01 3.029 10680000.00 9355029.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 3.080 11620000.00 10589065.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 5.855 59000000.00 59028418.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 3.060 4643856.00 4068514.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-01-01 3.040 14680608.00 13394876.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 3.109 20000000.00 18475557.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.750 11358368.00 10053060.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.750 26653000.00 23662977.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-01 3.750 5335664.00 4872574.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 3.850 4370736.00 3838880.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 3.500 119000.00 17673.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 4.000 13339776.00 914507.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 3.000 2173440.00 518719.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 4.000 36502.00 6578.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 3.000 100000.00 26840.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 134550.00 16805.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 237706.00 26364.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 4.000 63000.00 8471.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-01 2.000 280800.00 49746.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 3.500 85000.00 8207.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-01 3.500 6035608.00 1197003.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-01 3.500 1400000.00 154421.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-01 3.500 3736144.00 1514405.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-01 3.500 2176950.00 476609.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-01 3.500 8066950.00 1529824.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-02-01 3.500 44000.00 5530.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 3.000 1900000.00 353044.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.000 3700000.00 1127714.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-01 3.500 10395300.00 2638525.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 2.000 1627152.00 382786.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 2.000 83000.00 18838.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.500 426412.00 100990.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.500 9444256.00 3614969.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-02-01 3.500 583000.00 110163.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 3.000 78000.00 9504.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 35026800.00 10743521.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 3.000 16574060.00 3134084.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 2950000.00 490934.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 2.774 403725.00 63177.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 2.774 380679.00 30358.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.500 121471.00 15381.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.500 375183.00 51377.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.500 389096.00 48595.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 2.774 423453.00 176412.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.750 23117600.00 290615.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 2.524 94843.00 59131.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 2.774 854781.00 137991.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 2.774 61503.00 39604.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 2.524 125123.00 18491.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 5.500 1018848.00 993115.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1848450.00 1795557.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 3454252.00 3442928.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 1209806.00 1178966.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 8967088.00 8547243.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 5697264.00 5773488.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 2351568.00 2281541.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 5130040.00 4883219.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 1528458.00 1452173.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1126552.00 1005761.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 1107854.00 1086480.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 1182792.00 1159066.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.000 1337498.00 1325946.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 1568082.00 1586228.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.500 3029744.00 3081905.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 1229394.00 1219192.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 4961600.00 4942550.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 4037976.00 4102270.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 3103596.00 3082801.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 3950492.00 3856603.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 4410144.00 4174708.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 2574092.00 2513564.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 1636806.00 1671768.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 1663024.00 1694083.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 1374338.00 1384086.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 1083872.00 1084944.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 5314912.00 5181549.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 5524240.00 5382199.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 3903480.00 3810954.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 3911244.00 3898552.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.500 19235000.00 5455870.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 2.000 1000000.00 305387.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 1852406.00 441303.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 4.500 2465276.00 618717.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 5.000 258421.00 29198.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 3.500 2711456.00 1302141.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 2.524 91050.00 55989.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 5.000 1773074.00 395953.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 200000.00 15023.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 200000.00 36097.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-01 4.500 1124000.00 251776.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-01 5.000 1221108.00 223327.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-04-01 4.000 1004056.00 116213.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-01 3.500 27442.00 6487.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-09-01 3.000 25448.00 5115.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 5.000 4743248.00 585594.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-10-01 3.500 5420328.00 1034658.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 4.000 1349050.00 123296.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-01 3.500 126000.00 12042.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-01 3.500 1006816.00 279752.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-01 3.000 350539.00 80987.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-04-01 4.000 1419672.00 236297.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 3.500 42129664.00 10659910.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-01 3.500 445000.00 96150.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 6.000 1210000.00 6562.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 5.500 1324998.00 6763.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 7.500 10400000.00 129938.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-11-01 6.000 9574272.00 424599.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 6.000 4841930.00 45016.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 6.113 10000000.00 116927.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 5.500 1135000.00 13002.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 5.000 8959008.00 446347.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-01 6.500 1727408.00 22403.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 5.000 64600000.00 776583.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-01-01 5.500 10605000.00 155967.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 7.500 1300000.00 8053.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 6.500 2179448.00 17879.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 5.443 2000000.00 6035.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 6.500 567300.00 30104.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 5.500 4980000.00 58857.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 7.000 3000000.00 30130.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-02-01 5.500 3542748.00 63951.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 6.000 2000200.00 13393.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 6.927 750000.00 16344.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 6.000 5981520.00 23582.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-02-01 6.000 4693352.00 263666.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 6.000 37707776.00 1534604.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-01 5.500 5770384.00 60220.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-01 3.876 10000000.00 46357.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 5.629 1000000.00 6685.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-01 3.621 1900000.00 18134.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 6.500 15268128.00 282617.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 5.500 11000000.00 1037393.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-11-01 6.000 7044936.00 317711.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 5.500 6270880.00 281898.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-10-01 7.000 6456216.00 250062.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 5.500 1400000.00 14451.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-05-01 5.500 3106670.00 7319.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-08-01 7.500 2000000.00 99952.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-01 5.500 2525000.00 21964.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 4.500 4562944.00 322278.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 4.000 1202650.00 98121.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 6.500 12000000.00 1808839.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-02-01 6.000 1100000.00 15956.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 5.889 1592000.00 1135132.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-08-01 6.500 48755008.00 749030.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 6.500 502202.00 5607.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-08-01 7.500 1070772.00 36249.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 54923.00 52020.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 1149400.00 1122268.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 1453862.00 1416189.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 1113454.00 1086137.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 1003344.00 1002914.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 1244046.00 1241343.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 1318388.00 1256481.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 2145048.00 2041002.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 6907944.00 6559299.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 1337552.00 1269236.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 2795012.00 2650959.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 3803596.00 3605793.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 3382196.00 3204819.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 4774408.00 4523884.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 3605332.00 3416953.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 2333650.00 2215973.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 7460336.00 7256555.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 14131312.00 13740945.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 10878896.00 10572826.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 6515600.00 6327760.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 15591040.00 15142326.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 1173674.00 1142957.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-01 4.500 75000.00 19245.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-01 3.500 2465760.00 435674.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-01 4.000 719161.00 74115.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-01 3.500 430215.00 94741.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.500 85000.00 15885.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 3.000 600000.00 202075.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.500 1160000.00 296829.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-03-01 4.500 21657088.00 5026801.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.500 1691654.00 384107.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 3.000 100000.00 32435.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 4.000 1231144.00 286545.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 3.000 9028000.00 2670009.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.500 1064550.00 431901.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2055-09-01 4.000 3715000.00 1347930.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-01 4.000 1035000.00 243251.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-07-01 4.000 2280000.00 767155.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-02-01 4.000 3917252.00 1211158.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 4.000 185000.00 40068.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-01-01 4.000 100000.00 37102.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 489194.00 129829.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 4.000 300000.00 85775.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 4.500 10000000.00 3693102.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 4.000 4300000.00 1481910.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 3.000 58000000.00 24170427.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.000 88747648.00 20904315.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 843000.00 176559.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 5.000 875000.00 134973.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.500 273000.00 52343.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 950000.00 208788.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 1663084.00 301650.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 845307.00 128259.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 342000.00 37937.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 50179264.00 18804839.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 5.000 2000000.00 324472.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 5000000.00 987505.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 700000.00 148377.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 1120000.00 154314.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.000 1563500.00 120048.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.500 148000.00 16519.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.500 6100000.00 1439335.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 5.000 325000.00 60773.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 69000.00 21012.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-01 3.500 20000000.00 4989675.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-06-01 3.500 1427488.00 967358.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 6.000 332008.00 48280.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 100000000.00 16964823.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.500 180000.00 11346.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 4.500 43900000.00 3729528.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 3.000 2000000.00 376824.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.000 2312240.00 866670.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.000 1109946.00 436586.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 2550720.00 1214823.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 2.500 75197696.00 43662531.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-03-01 3.500 665372.00 203627.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 1700000.00 890735.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 62318272.00 35102055.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 3.000 1040000.00 536560.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 3.000 262485.00 146503.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.500 31223000.00 18505159.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 2.500 300000.00 164527.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 4.500 32131600.00 10353761.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 3.500 60000000.00 18069680.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-12-01 3.000 1125000.00 674348.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 3.000 2927416.00 1370184.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 3.000 52501312.00 24028223.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 2.500 7960016.00 4306777.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2061-09-01 2.500 100000.00 68923.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.000 1654884.00 422653.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.500 400000.00 69902.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.000 594005.00 147447.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.500 3960208.00 634610.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 5.000 425000.00 58933.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 3.500 2720000.00 395355.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-01 3.500 1011424.00 581454.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 3.500 10000000.00 3830113.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 1871942.00 463255.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 4590416.00 401595.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.849 1563368.00 349335.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 2.500 29324384.00 5314096.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 3.500 1517422.00 792385.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 3.500 1111838.00 406187.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 5.000 75000.00 15835.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 3.229 2000000.00 198446.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.500 195000000.00 53309438.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.000 903332.00 576918.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.500 275000.00 25245.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.000 8390000.00 5198302.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 3.970 215000.00 168059.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-12-01 4.000 13048000.00 11844545.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-10-01 4.030 11907000.00 10571803.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-01 3.890 36351000.00 33433379.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 3.950 4633750.00 4370757.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-12-01 4.085 10125000.00 8764333.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-01-01 4.009 296725.00 272125.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-12-01 4.299 1000000.00 389770.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-12-01 4.019 23000000.00 20801675.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 3.000 100000000.00 62255463.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 4.500 1615000.00 578893.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.000 100000000.00 60036342.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 5.000 1106138.00 412986.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 3.000 2265912.00 1369420.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 2.000 1000000.00 630704.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 4.500 91774.00 18156.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 2.000 7000000.00 4649134.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-05-01 1.500 14473264.00 9439718.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 225000.00 142889.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 2.000 25000000.00 15661084.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.000 3445000.00 2226713.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 2.500 146000.00 95602.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.500 28778000.00 19480342.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.000 60000000.00 41936357.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-08-01 2.000 31733100.00 21110579.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 4.000 3135948.00 2300431.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.000 167983104.00 117601026.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 456734.00 349603.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 5500000.00 3783805.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 3.000 100000.00 78775.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 17677000.00 12696632.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 2.000 90000000.00 62718734.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 150800000.00 110877245.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.000 7000.00 5399.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.500 70000.00 54353.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.000 181161000.00 131352500.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.500 100000.00 73013.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 7335000.00 5303265.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.000 100000000.00 69125320.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 462000.00 331325.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 4507696.00 3324626.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 2000000.00 1526659.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 4176224.00 3359382.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.500 1612930.00 1216783.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 3.500 21804736.00 16862086.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 3.500 25000000.00 20569871.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 65727104.00 55366436.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 505000.00 432184.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 50000.00 41681.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 14000.00 11179.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 1774000.00 1567249.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.500 487778.00 400673.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.000 3005000.00 2557421.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.500 203182848.00 185132384.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 16157580.00 14628221.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 68840000.00 57056462.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 200000.00 178249.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.000 3375744.00 3000361.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.500 5000000.00 4256959.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 12034256.00 10139761.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.000 386354.00 284461.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 5.000 10281648.00 9005207.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.500 2099996.00 1980021.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 5.500 2091570.00 1895733.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 74213632.00 64175364.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 101109.00 91572.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 550000.00 492269.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.500 50378240.00 48221423.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 7.000 1522274.00 1560006.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 6.500 2225216.00 2258265.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.500 50000.00 45073.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 6.500 2251892.00 1995855.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-01 4.000 31363.00 25144.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-11-01 4.500 8923888.00 7815127.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 4.000 21000.00 18276.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 4.500 80181632.00 72223695.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 5.000 4585800.00 4275961.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 4.000 2203088.00 2017238.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 5.000 3210584.00 2741252.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-02-01 5.500 1427686.00 1391001.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 4463104.00 3586129.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 4620290.00 4072725.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 3012028.00 2911471.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 6.500 4002656.00 4034879.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 79215232.00 74340617.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 4.000 6747456.00 6052434.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 4060576.00 867400.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 441000.00 50728.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-01-01 2.500 10072840.00 3932470.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 6.000 15413408.00 7384225.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 5.000 283000.00 56233.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 7000000.00 2404567.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 6624320.00 2810865.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-01 4.000 175097088.00 52564908.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-03-01 3.500 4531424.00 2227588.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 3.500 1500000.00 490707.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 3.500 29153.00 12205.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 12794192.00 3666496.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 4.000 702476.00 157007.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 2.500 370000.00 184353.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 4.000 300000.00 87887.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 2.000 32371392.00 17470921.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.500 1320000.00 389654.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 3.000 6629670.00 2118038.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 2.500 16600000.00 8632492.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 3.500 6138872.00 1993037.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 3.500 111000.00 36940.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-10-01 2.000 72000.00 34468.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 2.000 2165000.00 1083560.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.000 5506248.00 2844715.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 3.000 58898000.00 23135408.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 3.500 6850000.00 3030247.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-01-01 2.000 116455400.00 68740025.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 2.000 1100000.00 554522.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 5.000 81520768.00 36590736.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-01-01 3.500 789660.00 439366.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 4.000 188000.00 52842.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-02-01 4.059 25000000.00 22653519.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-02-01 3.899 11228000.00 10046604.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 4.750 1000000.00 809547.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.430 29729000.00 25266611.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 3.370 1722234.00 1478505.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-06-01 3.370 415013.00 326332.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-11-01 2.799 63966000.00 46784078.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-06-01 2.049 75000.00 54291.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 4.500 142000.00 35154.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-01 4.960 4922136.00 952382.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 2000000.00 568479.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-01 6.000 20000000.00 5873393.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 132929.00 47169.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.000 24712768.00 9154188.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 3.500 75000000.00 21790634.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 3.666 10000000.00 1404966.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.000 10750000.00 4223286.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-05-01 3.500 1400000.00 183113.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 4.500 581987.00 218032.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 5.000 8549472.00 377714.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 6.500 348737.00 22994.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 3.974 625000.00 477992.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 3.000 5440000.00 1634236.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 22250000.00 6783953.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.500 150000.00 36609.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.500 1250000.00 454037.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 3.000 500000.00 63440.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.500 100000.00 20494.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 5.500 8295120.00 1862720.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.500 14500000.00 4844146.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 126000.00 50987.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 3.474 2000000.00 274262.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 5.000 205000.00 51692.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.000 1300000.00 862473.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-01 2.500 3000000.00 1625106.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 200000.00 85463.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-12-01 3.000 200000.00 90518.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.000 314000.00 193918.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 3.000 3900000.00 2097598.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-03-01 3.000 1150000.00 623846.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 101263872.00 54491577.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 2.500 141201920.00 88856718.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 200000.00 137524.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 1.500 739000.00 469903.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 2.000 1259000.00 857764.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-01 4.000 175000.00 94471.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.500 275000.00 184400.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 3.500 3000000.00 2073176.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 2.000 48293000.00 33781772.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 1.500 400000.00 281912.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 5.000 48565760.00 25116836.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 5.000 31336576.00 15903251.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 6.000 1415466.00 1087322.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 4.000 36000.00 19184.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.000 75880.00 53220.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 800000.00 619702.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 100000000.00 75704845.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.000 75826.00 52063.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.000 1550000.00 1138395.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 2900000.00 2167732.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.000 553801.00 389579.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 1119000.00 832806.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 656000.00 484980.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.500 1133180.00 799314.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 4.000 600000.00 451333.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 2.000 100000.00 71056.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.500 6850000.00 4912490.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 65000.00 47692.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 3.000 9874064.00 6915546.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.000 104000.00 76781.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 2.000 56000.00 40039.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 2.000 209369344.00 149184521.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 1489614.00 1248111.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.500 1839000.00 1479946.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.500 13238000.00 10692842.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 300000.00 280595.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 4.000 65676160.00 53448728.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-04-01 4.500 9407808.00 7898567.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 4.500 200000.00 182492.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 4.000 90942848.00 79656338.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 2.500 41210432.00 34568726.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 13206576.00 12589017.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 57174912.00 51005540.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 50713152.00 50157166.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 3.500 35756096.00 30826536.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 4.000 289203840.00 256922118.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 20593856.00 20778761.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 2.500 71624064.00 57455065.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.000 39812096.00 36847023.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-08-01 2.500 71521024.00 63246216.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-25 4.000 390000.00 293682.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-25 2.000 73056768.00 55365939.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-25 3.500 40901312.00 34619642.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 5.089 460000.00 7593.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 6.500 10190220.00 62101.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-05-01 6.000 43195000.00 333085.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-12-01 6.000 1500000.00 28300.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 5.500 2125000.00 8561.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 5.500 5398472.00 271115.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-02-01 4.006 6000000.00 9769.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-03-01 5.500 22183776.00 271601.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-05-01 5.000 7500000.00 369300.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-01-01 5.000 691314.00 9310.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-10-01 6.000 10005980.00 500357.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-03-01 5.500 1476000.00 10964.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-07-01 6.085 60017200.00 569903.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-01 6.500 2726388.00 28612.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 5.500 2000000.00 40266.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-01-01 5.500 377139.00 14774.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 4.000 110000.00 9919.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 4.000 1256888.00 75381.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 200000.00 23969.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-02-01 4.000 1020334.00 23098.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 6.000 1028284.00 108476.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 4.000 175755.00 7932.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 4.000 132000.00 5681.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 3.000 480000.00 53520.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 4.000 1601986.00 193676.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 4.000 2800000.00 377887.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.000 11500000.00 1208547.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 5914288.00 1157710.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 4.000 197098.00 46534.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 5.000 750000.00 143100.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-01 4.000 360000.00 86063.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.000 2887160.00 321693.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-01 2.500 1500000.00 176656.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.000 9230000.00 1691742.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.000 393000.00 54998.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 4.000 11250000.00 1301569.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.000 569141.00 132409.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.000 3508820.00 118122.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.000 3065000.00 2015641.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 3.000 200583680.00 117016574.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 350000.00 237716.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 4.000 11000.00 5545.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 3358000.00 2250618.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 2.500 2017000.00 333581.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.000 299000.00 37411.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-11-01 2.500 1135272.00 241620.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 3.000 3749124.00 746730.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 150000.00 18222.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-06-01 3.000 2713000.00 809419.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-02-01 1.500 7000000.00 4043611.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 1.500 250000000.00 151985226.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-05-01 1.500 4000000.00 2326933.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 2.000 99388000.00 69020915.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 2.500 50000.00 35653.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 45000000.00 31558703.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 2.500 270000.00 196618.36 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0531 6375000000.00 6375000000.00 0.0539 N Y Y N - N/A - JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 36021 0001168524 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREMF MTG 2014-K41 C 20471125 FLT-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-11-25 3.964 400000.00 387640.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2053-09-25 0.100 239344896.00 1180635.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-11-25 0.100 241532160.00 258868.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2030-07-25 0.100 44593200.00 220325.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-03-25 1.219 40000000.00 957971.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-25 3.709 1368604.00 1318019.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-08-25 3.770 1000000.00 952413.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-25 4.085 480000.00 457063.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2031-01-25 0.100 619128999.00 2437460.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-05-25 4.133 1085000.00 1012749.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-02-25 3.921 815000.00 785285.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-08-25 0.083 159984128.00 295867.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2039-06-25 1.033 60000000.00 1093812.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2038-11-25 0.476 185222144.00 1357346.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-04-25 1.283 31500000.00 877848.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-06-25 1.248 69267200.00 2091737.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-07-25 1.192 50859000.00 1574842.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2054-03-25 0.100 302789120.00 1603503.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-05-25 0.820 95000000.00 3575051.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-02-25 0.488 21000000.00 369487.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-09-25 1.070 250093312.00 2215470.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-12-25 0.470 121344768.00 741270.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-07-25 0.770 51577088.00 121794.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-03-25 3.000 7211000.00 1646667.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2041-11-25 4.000 34546720.00 327337.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-06-25 4.000 42500000.00 324757.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-04-25 4.000 10270832.00 198044.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-01-25 0.820 117234000.00 1048513.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2044-06-25 4.000 2967500.00 22584.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2026-01-25 0.199 516596736.00 592105.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-04-25 0.570 36802000.00 554349.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-02-25 5.779 4005136.00 1129384.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-25 0.770 80000000.00 1199460.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-06-25 0.820 18518656.00 455564.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-02-25 4.500 13920832.00 245673.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-01-25 0.670 11233920.00 162706.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-07-25 0.030 96772096.00 35267.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2029-05-25 0.444 103300000.00 1016553.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-08-25 0.670 44514480.00 1545147.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ZBUT11V806EZRVTWT807 2028-01-25 1.460 50000000.00 1112526.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-12-25 4.500 3611228.00 176342.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-11-25 4.000 10841728.00 762273.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-11-25 2.500 508154.00 282299.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2046-11-25 0.390 26071488.00 209041.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2050-11-25 0.000 1903582.00 1201804.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2033-03-15 4.000 17844740.00 152871.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2043-08-15 0.622 13148352.00 74189.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2045-12-15 4.500 43363776.00 594200.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2026-08-25 1.168 34537000.00 625960.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2025-09-25 0.739 5599000.00 62616.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-01-15 3.500 2286452.00 1972177.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2047-03-15 3.500 900000.00 985586.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-25 2.785 10819696.00 1533061.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-01-15 4.000 21303264.00 973656.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2025-06-25 5.765 113500000.00 22682435.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-07-15 0.772 7719992.00 227501.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2049-06-15 3.000 1867428.00 1185750.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-07-25 4.000 1187500.00 40041.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2042-02-15 0.643 10428864.00 19050.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2048-10-15 0.150 9122704.00 18299.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2050-05-25 4.000 57947008.00 4901090.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-10-15 1.842 40761024.00 46117.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-06-25 3.500 73432704.00 7776744.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-08-25 2.000 1745000.00 861720.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2051-10-25 2.000 3000000.00 1362648.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2061-10-15 0.000 58040320.00 16008.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2049-10-25 4.000 20914528.00 2864643.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-02-25 4.000 40752704.00 4528744.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-08-25 0.050 50000000.00 65377.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2052-10-25 0.585 45491520.00 2510932.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2055-01-25 4.839 7217320.00 2187673.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ZBUT11V806EZRVTWT807 2050-08-25 0.000 9534512.00 6117297.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-07-25 5.729 62784720.00 956841.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2034-05-25 1.100 149995520.00 43907.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-04-25 5.500 5000000.00 779962.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-03-25 0.000 6022664.00 209715.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2035-12-25 3.288 13047648.00 1178867.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2031-04-25 5.500 1937000.00 142567.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-04-25 1.070 40000000.00 69390.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-06-25 1.170 49995776.00 13795.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-04-25 5.669 50000000.00 1267679.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-06-25 0.980 50000000.00 138711.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-04-15 5.500 945000.00 241113.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-05-15 1.430 12990240.00 63799.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2037-07-15 5.500 300000.00 94636.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-08-15 5.500 999999.00 90697.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2036-08-15 5.500 800000.00 66365.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-03-25 5.000 3382000.00 614545.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ZBUT11V806EZRVTWT807 2040-03-25 5.000 1164604.00 279868.45 Agency Collateralized Mortgage Obligation Federal National 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5.500 2011800.00 432253.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-04-25 5.500 1070000.00 227277.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-06-25 5.839 50000000.00 748059.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-11-15 6.000 6650000.00 1969504.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2034-12-15 5.500 4500000.00 732884.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 5.500 500000.00 19439.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 5.977 50000000.00 2467036.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-02-15 5.500 2652180.00 2572892.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-02-25 0.786 117997760.00 263087.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 5.679 42726000.00 781360.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-08-25 6.000 5000000.00 222632.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-09-25 6.000 3224712.00 33598.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-02-25 5.000 50000000.00 191793.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-03-15 5.500 2529000.00 223834.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-06-15 5.500 300000.00 22033.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 5.500 1731000.00 143167.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 4.000 3523408.00 937644.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 4.000 5000000.00 568035.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-07-15 5.000 2000000.00 226657.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 4.500 6430000.00 16192.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-05-15 5.500 100000.00 67237.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 6.129 51071424.00 241244.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-25 5.929 109153280.00 262786.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.979 91613184.00 2697121.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 5.929 40024960.00 1169885.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-10-20 1.321 8346160.00 277805.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-06-20 5.000 2949000.00 763157.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-20 4.500 25000000.00 1107233.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-04-16 3.500 14670000.00 9865811.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-16 1.899 2000000.00 72329.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-16 2.500 3000000.00 91444.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 2.600 2000000.00 442217.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-20 3.500 200000.00 159945.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-02-16 1.182 176314880.00 2948155.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-05-16 0.847 151204000.00 2224232.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-05-16 0.854 123138047.00 1468962.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-20 5.000 14663056.00 2005708.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-06-20 5.000 348999.00 13010.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 3.500 25414560.00 209152.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.333 86608768.00 881015.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 0.262 195172352.00 1660025.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-07-16 0.700 80019328.00 1061225.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-06-16 0.986 33325952.00 488323.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 0.769 100514048.00 1696236.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 0.732 156780800.00 4626805.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-09-16 0.583 80012800.00 1602569.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-01-16 1.794 24100000.00 1736339.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-09-16 0.800 312500000.00 12857675.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 0.839 23565000.00 1138762.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-12-16 0.250 164409280.00 1257591.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-10-20 3.000 4600000.00 1042174.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.158 11047517.00 19536.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-20 4.250 20000000.00 434099.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 3.500 1055000.00 889200.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-16 0.847 20750000.00 1080365.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-06-16 1.001 67661440.00 4051301.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-03-16 0.761 204004000.00 11740798.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-16 1.399 75000000.00 5917379.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-05-20 4.000 195964000.00 52953584.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-05-20 3.000 112076544.00 3656454.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 4.000 188000000.00 64929368.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 3.500 580000.00 214765.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 0.000 30000000.00 42348.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-10-20 3.500 965000.00 322391.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-20 3.000 497262.00 10020.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-12-20 3.500 66989696.00 4618442.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.500 1516974.00 386728.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 0.610 16686240.00 366663.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-06-20 1.250 24156160.00 12022128.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 0.000 61568640.00 141396.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 1.250 100000000.00 52564288.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-02-20 1.250 100000000.00 58644509.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 4.890 11636976.00 5805757.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.500 11800000.00 8612413.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 610000.00 397258.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 2.500 867000.00 611697.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 2.500 101248000.00 70826712.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 5.500 100000000.00 91387610.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-11-20 4.500 1943228.00 1684415.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-04-20 5.000 109550592.00 96639511.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-20 2.500 412702.00 237541.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 2.500 2140268.00 1249125.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-10-20 5.000 27320700.00 25636859.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-20 5.500 50000000.00 47279089.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 4.250 100000000.00 87348686.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 4.500 11668000.00 10361514.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-07-20 6.314 30000000.00 29255049.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-07-20 5.500 22663968.00 22028777.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-03-16 3.750 3100000.00 2822396.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-08-20 6.414 7665500.00 7589052.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 0.386 10000000.00 531646.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 6.000 4559216.00 4447098.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 0.304 100000000.00 2410401.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 1.238 50000000.00 1933633.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 6.000 10923440.00 10691684.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 0.387 50000000.00 1258238.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 9.964 3699999.00 3948073.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-11-25 3.330 1162140.00 856395.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2024-09-25 7.925 3128000.00 604011.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-11-25 7.875 4000000.00 948680.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-10-25 3.430 4328700.00 2486750.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-08-27 7.725 3000000.00 600320.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-10-25 1.260 325000.00 176490.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2054-04-25 0.000 39156000.00 25760614.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-12-26 11.711 61175296.00 48397770.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-09-15 6.037 6701288.00 1276990.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-04-15 6.000 32551000.00 859552.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-09-20 7.500 907750.00 26702.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-05-15 6.250 22000000.00 150229.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-12-15 6.500 14000000.00 200242.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-08-25 1.912 191234034.00 26219.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-25 0.000 100000.00 65617.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-25 5.929 10000000.00 1035973.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 3.500 6644000.00 5884007.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 3.500 806000.00 725312.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 3.500 4905000.00 3607113.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 3.500 2987744.00 2594529.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 5.729 7909048.00 1122857.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-10-25 5.779 10000000.00 1282839.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 5.130 15780608.00 1511278.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-25 3.000 10000000.00 7672673.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-11-25 5.929 9017632.00 2602248.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2027-02-25 2.899 240000.00 135251.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 2.500 4000000.00 250299.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-05-25 3.000 5910192.00 4148217.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-25 3.000 8832000.00 7203249.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 5.729 4000000.00 1459583.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2024-09-25 1.064 155986944.00 391098.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 2.000 9067100.00 5865727.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-25 2.500 2380736.00 1513513.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-25 3.500 373758.00 271039.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-07-25 4.190 14050000.00 13444148.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-25 1.186 26315840.00 1544025.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-10-15 4.000 5000000.00 213608.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-02-15 4.000 3000000.00 292980.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 1.186 41045600.00 2595053.87 Agency Collateralized Mortgage 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(including strips) United States Treasury-U.S. Treasuries (including strips) 2023-11-28 0.000 40775000.00 40414141.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-05 0.000 12087000.00 11967616.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-12 0.000 899800.00 890005.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-19 0.000 3993000.00 3945243.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2023-12-26 0.000 4033000.00 3980607.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-02 0.000 176320000.00 173838472.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-09 0.000 480000.00 472778.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-16 0.000 203280900.00 199999946.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-01-23 0.000 133001000.00 130712052.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-21 0.000 31550800.00 30739944.44 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0528 1250000000.00 1250000000.00 0.0106 N Y Y N - N/A - NATIXIS NY BRANCH NATIXIS NY BRANCH BYM401PK9 9695005MSX1OYEMGDF46 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) 9695005MSX1OYEMGDF46 2026-02-15 6.000 37900.00 39009.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-02-15 6.625 6166600.00 6561202.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-15 6.375 1889700.00 2010292.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-04-15 3.625 19999900.00 40357580.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-05-15 6.250 2538100.00 2822528.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2031-02-15 5.375 1513500.00 1593749.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2036-02-15 4.500 1600.00 1600.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-01-15 1.750 100.00 142.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2038-05-15 4.500 5723500.00 5675913.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2039-05-15 4.250 3811500.00 3641305.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-02-15 2.125 1300.00 1789.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-11-15 4.250 43100.00 40629.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-02-15 0.750 15231400.00 15631524.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-05-15 2.875 3540500.00 2650641.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-11-15 3.750 956400.00 822441.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-05-15 3.375 9831100.00 7942079.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2044-08-15 3.125 4385900.00 3356065.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2045-02-15 2.500 25520800.00 17343477.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-02-15 2.500 10238100.00 6872458.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-02-15 1.000 2452700.00 2405395.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2046-05-15 2.500 100.00 67.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2047-08-15 2.750 24999500.00 17448220.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2048-08-15 3.000 100.00 73.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2049-02-15 1.000 15529900.00 13938091.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-02-15 2.000 600.00 349.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-02-15 0.250 25017600.00 17504340.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2050-08-15 1.375 4999900.00 2432933.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2040-05-15 1.125 100.00 57.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-02-15 1.875 600.00 335.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-02-15 0.125 600.00 391.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-05-15 2.375 2600.00 1663.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2041-05-15 2.250 500.00 346.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-08-15 2.000 6743400.00 3886522.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2051-11-15 1.875 100.00 56.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2052-02-15 2.250 1028600.00 630655.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2052-05-15 2.875 2889700.00 2069178.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-08-15 3.375 35289200.00 28645091.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2042-11-15 4.000 5014500.00 4511702.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2053-02-15 1.500 527200.00 448905.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2043-08-15 4.375 312600.00 292587.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-15 2.375 4775500.00 4661180.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-11-15 2.250 20000600.00 19479411.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-15 2.000 2000000.00 1916691.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-08-15 2.000 31605900.00 29917027.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-15 2.250 7525500.00 7166295.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-11-15 2.000 32339100.00 29951072.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-03-31 2.125 5000000.00 4970784.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-15 2.750 69200.00 69667.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-07-31 1.750 7309900.00 7107176.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-08-31 1.250 3330900.00 3207966.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-11-15 1.750 8399200.00 7183205.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-02-15 1.500 14073000.00 11667969.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 1.125 2245900.00 2120256.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-03-31 0.625 4995000.00 4348701.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-03-31 0.500 50000000.00 46692816.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-04-30 0.500 2000.00 1725.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-05-31 0.500 25000000.00 21486625.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-06-30 0.500 53435400.00 45768457.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-07-15 0.125 6616800.00 6843925.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-31 0.250 2498900.00 2286997.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-08-31 0.500 1000.00 850.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-09-30 0.250 9816400.00 8936086.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-10-31 0.250 18014500.00 16334748.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-11-15 0.875 10354900.00 8071183.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-30 0.375 3805900.00 3449061.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-31 0.375 100.00 89.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-02-15 0.125 8714500.00 8544243.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-02-29 1.125 100.00 85.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-02-28 0.500 100.00 89.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-03-15 0.250 1367200.00 1335503.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-04-30 1.250 100.00 86.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-07-31 0.625 469800.00 418079.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-07-31 1.000 1000.00 843.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-10-31 0.375 1000.00 997.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-11-30 1.250 33300.00 29975.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2023-11-30 0.500 100.00 99.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-12-15 1.000 1200.00 1142.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-12-31 1.375 48751900.00 41487386.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-12-31 1.250 126800.00 113828.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-01-15 0.125 13849000.00 12809279.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-02-15 1.875 3300.00 2682.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-02-28 1.875 123999200.00 107657446.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-03-31 2.375 400.00 360.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-03-31 2.500 24598200.00 23123604.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-05-15 2.750 600.00 582.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-05-31 2.750 800.00 730.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-05-31 2.625 1500.00 1405.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-06-30 3.000 970000.00 959200.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2032-08-15 2.750 16695600.00 14482026.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-09-15 3.500 474100.00 460553.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-10-15 4.250 17999800.00 18055636.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2027-10-31 4.125 80993200.00 80550251.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-11-15 4.500 1100.00 1106.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2024-11-30 4.500 699900.00 702929.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-01-15 3.875 18542000.00 18239815.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-02-28 4.625 100.00 99.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-02-28 4.000 1000800.00 966659.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-03-15 4.625 766400.00 761825.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2030-05-31 3.750 15425100.00 14808366.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2026-06-15 4.125 575900.00 571621.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-06-30 4.000 162974000.00 159999937.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-06-30 4.625 800.00 801.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2025-07-31 4.750 1923400.00 1924466.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2028-11-15 0.000 201.81 158.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9695005MSX1OYEMGDF46 2029-05-15 0.000 8800386.94 6764760.64 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 1000000000.00 1000000000.00 0.0085 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC BYM401PR4 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 2043-08-01 3.274 123058.00 42188.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 3.000 15042826.00 5018039.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-02-01 4.000 1000000.00 345512.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-07-01 6.000 2199999.00 605728.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-09-01 4.500 100000.00 32817.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2055-09-01 3.500 50000000.00 17199313.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.500 69863151.00 17316434.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2058-08-01 4.500 2997900.00 1010165.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2059-01-01 3.500 400000.00 152510.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2059-01-01 5.000 9400.00 4109.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-01 4.000 2272100.00 784162.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.000 459063.00 150097.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 3.500 998724.00 382594.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-01 1.570 3820100.00 3006254.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 4.500 18100.00 5962.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 3.500 50400.00 16674.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.873 1587000.00 538361.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.022 26517846.00 24563646.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 2.919 69665245.00 66173257.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-04-01 4.000 993400.00 139354.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.000 146053.00 53029.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 4.500 2457907.00 858068.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 4.000 148900.00 41482.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 4.000 123700.00 28691.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 1128912.00 1071870.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-07-01 3.640 15222000.00 13897413.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-10-01 4.389 4754000.00 4562900.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-11-01 4.610 11486500.00 11146299.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-12-01 4.740 21270300.00 20769994.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-02-01 4.379 17699000.00 16943406.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-04-01 4.019 294100.00 280221.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2023-12-19 0.000 43061500.00 42546484.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 4.379 8168000.00 7651395.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-07-01 4.589 24348700.00 23764404.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-07-01 4.700 3453600.00 3385738.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-07-01 4.700 21798800.00 21370487.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 5.500 1030674.00 994805.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 3645600.00 3329625.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 1586697.00 1510092.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 4.500 1815801.00 1660928.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 6.000 2538454.00 2428005.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.500 1096000.00 997660.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 6.000 1019557.00 878773.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 6087145.00 5638494.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 11812000.00 10930890.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 1473600.00 1428105.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.000 1100810.00 1044588.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 1056682.00 999603.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 4.500 1016300.00 927199.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 1568100.00 1447646.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 1917600.00 1752301.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 1717800.00 1652608.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 2052419.00 1920128.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 3338000.00 3128073.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 2060700.00 1992857.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 2341386.00 2145113.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 5584896.00 5222659.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 3571900.00 3352454.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 2498900.00 2305683.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 28982000.00 26377212.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 4885597.00 4641699.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 1081660.00 987844.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 2013812.00 1865143.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 6481300.00 6099531.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 8364725.00 8001457.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 10545418.00 9950101.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.500 1240200.00 1199516.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.000 1093700.00 1038960.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 1056000.00 1025194.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 1536887.00 1420747.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 1157443.00 1093088.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 2912539.00 2747545.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 3150250.00 2754388.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 3122360.00 2945938.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 4027900.00 3803670.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 2457582.00 2379185.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 2247375.00 2142267.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.500 2434284.00 1562982.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 2563113.00 2331145.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 4.500 4799920.00 4413399.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 3367345.00 3180233.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 4.500 966200.00 888653.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 4.500 1909370.00 1757785.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1053100.00 1023560.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.000 6170000.00 805298.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.500 102670.00 36749.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 56409009.00 11901700.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 4.500 52008591.00 17633794.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 2.500 433600.00 334521.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 5.000 609800.00 578833.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 3047648.00 2643716.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 39099235.00 36703270.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 2134536.00 1963748.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 2773200.00 2606776.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 32314080.00 29578949.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.500 13406736.00 12853110.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 5279533.00 4938221.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 39143839.00 37044071.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.500 52959969.00 50255623.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 55456.00 51574.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 37629841.00 35690608.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 85150464.00 80276640.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 1272100.00 1190767.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.000 66672300.00 64240818.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 1002400.00 968934.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 4.500 2867000.00 2612334.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 5689671.00 5410587.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 12090800.00 11365256.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-05-01 4.500 282800.00 269595.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 4.500 84955600.00 77998481.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 4.000 9165248.00 3126814.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 4.000 22922000.00 5154487.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 2300000.00 1055539.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.000 25070100.00 19534559.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 136000.00 110513.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 50375312.00 47852647.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 15390000.00 14240684.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 124905730.00 117001207.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 3330400.00 3142894.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 24763800.00 23692690.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 2.500 26754100.00 21580671.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.500 217964391.00 174931996.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 3.500 100000.00 34616.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 2.000 680000.00 436272.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 1410000.00 1294086.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 40106986.00 36097686.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 4250700.00 3928860.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 5.500 1720500.00 1585896.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 15344641.00 14360525.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 6.000 118731.00 114067.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 7024000.00 6809809.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 3.500 739575.00 681786.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-15 3.490 58600.00 21683.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-15 3.750 1300.00 449.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-20 2.500 298700.00 110241.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-20 4.000 2971800.00 1010185.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 3.500 6514000.00 5273533.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 2.500 8312476.00 5248095.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-20 2.500 339950507.00 245967807.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 6.000 50000000.00 49141316.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 5.500 50000000.00 48370257.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-20 4.000 135601717.00 117105426.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-20 5.500 55279230.00 49761460.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 4.500 3575000.00 3224786.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 5.000 30000000.00 27552951.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 5.500 139547601.00 130654915.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 4.000 9359154.00 8191433.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 5.000 31020922.00 28973740.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2057-09-15 4.280 950000.00 866214.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2064-06-15 4.509 3773500.00 3482098.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-15 5.000 952100.00 355168.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 4.000 1016700.00 384430.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-15 4.000 150030.00 56545.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 5.000 64654.00 60409.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-10-20 5.500 211265.00 202748.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.000 1899019.00 1661680.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.000 1135088.00 1033764.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 1161507.00 1083634.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-20 5.000 1139879.00 1078532.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 1143600.00 1070355.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-20 5.000 6373885.00 5833436.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-20 5.000 10219172.00 9432877.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 1203869.00 1137561.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 41323375.00 38193847.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-03-15 5.309 7500000.00 7401378.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.500 3426441.00 3328560.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 998300.00 945912.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 13433840.00 12563977.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 1369360.00 1282461.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.500 1932600.00 1875740.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 3609741.00 3378244.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-20 5.000 5477607.00 4997857.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 10203527.00 9669383.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 10135600.00 9359486.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 11324225.00 10716707.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 15265649.00 14178950.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 4.500 5045337.00 4649191.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 5012000.00 4738256.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 4.500 5063100.00 4657118.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 1505135.00 1425127.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-20 5.000 379600.00 358732.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 4295922.00 4036511.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.500 4966574.00 4600489.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.500 5007853.00 4726464.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 3073249.00 2916348.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 4709421.00 4449808.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 22600.00 21393.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 5330793.00 5005298.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 2507500.00 2331781.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.500 73700.00 70939.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 2054152.00 1945561.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 5.000 1720056.00 1603120.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 5711238.00 5397110.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.000 5112900.00 4833858.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 6.000 3152982.00 2945191.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.000 2770681.00 2566520.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.000 5446737.00 5121568.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.500 6216400.00 6032033.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.000 3098595.00 2895364.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 5.000 14588005.00 13901808.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 4.500 1532000.00 1400254.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 5.500 3944373.00 3812927.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 4.500 1272915.00 1159249.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 5.000 8622140.00 8120589.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 5.000 1483979.00 1410204.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 5.000 1665155.00 1583408.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 5.000 14522777.00 13644463.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 4.500 5422903.00 4955211.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 5.500 1362800.00 1331389.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-20 4.500 2445226.00 2241468.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 5.500 6146732.00 6004562.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 5.500 5151700.00 4984659.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 5.500 2054000.00 2012382.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 5.000 1191371.00 1117485.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 5.500 3250045.00 3175158.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 5.000 2150518.00 2047993.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 5.500 1789913.00 1752002.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-12-01 2.500 1005000.00 113135.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-01-01 2.500 266300.00 64801.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-10-01 3.000 440000.00 104903.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2033-01-01 3.500 7768719.00 2710479.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-12-01 3.500 569000.00 156532.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-07-01 4.000 16655000.00 4165195.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-12-01 3.500 8300000.00 2879650.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-12-01 3.500 7727575.00 2576306.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 3.500 239000.00 66055.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 3.500 6947818.00 915560.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-01-01 3.000 800000.00 190986.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-11-01 4.000 1940000.00 252174.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-05-01 4.000 1575000.00 189540.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-03-01 4.000 432256.00 53372.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-01-01 4.000 1000000.00 137458.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-12-01 4.000 590000.00 86049.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 4.500 252000.00 235641.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 4.000 644030.00 608631.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.000 13498700.00 4938449.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 120669240.00 112072587.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 1671072.00 1522213.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 9601950.00 9111515.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.000 57638045.00 53631595.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.000 6140000.00 5672340.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.500 11278300.00 10863892.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-05-01 4.000 52800.00 13415.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-07-01 3.000 1012900.00 312405.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 4.500 30764127.00 27123300.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.000 72997280.00 65618343.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.500 8768100.00 7953269.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 60000000.00 54845654.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 1078250.00 994519.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 53335983.00 49565034.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 4.500 180000.00 164865.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.500 4072400.00 3954983.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.500 40893630.00 40128428.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 4.000 34214997.00 31143588.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-11-01 4.000 75000.00 7556.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-11-01 3.500 13266000.00 2438544.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-01-01 3.000 8060500.00 2000136.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2030-09-01 3.500 1220699.00 227962.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-06-01 3.500 681000.00 125230.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 5.000 2710300.00 887499.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 3.500 120074.00 41854.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 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200441.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 3.000 1940000.00 656601.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 4.000 614987.00 538274.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.000 2893370.00 2532585.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 4.500 3544506.00 3220345.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.000 1738946.00 1615299.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.000 1390751.00 1286878.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.000 1743300.00 1627397.56 Agency 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Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-02-15 1.625 576500.00 534623.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-15 2.500 11025500.00 10925995.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-05-15 2.375 30980100.00 28804606.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-01-31 1.375 8475800.00 8063722.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-03-31 0.500 4300600.00 4016142.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-06-30 0.500 1234400.00 1057287.56 Agency Collateralized Mortgage 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Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-15 0.250 19791100.00 19174027.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-06-30 0.875 98918600.00 89107430.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-07-31 1.000 4451800.00 3755647.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-08-15 1.250 2788100.00 2177939.74 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-08-31 0.750 31770000.00 28274300.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-10-15 0.625 1300000.00 1240295.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-10-31 1.125 2945300.00 2649161.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-11-30 1.500 4198500.00 3611839.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-12-15 1.000 1779400.00 1693916.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-02-15 1.500 43796500.00 41653241.15 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-05-31 2.625 5988000.00 5609985.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-06-15 2.875 32018000.00 31071435.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-15 3.000 33825758.00 3010372.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 16735200.00 1763687.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2035-12-25 4.000 18673371.00 931770.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.000 12347131.00 1051866.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-15 0.000 59528576.00 480000.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 32302666.00 3502040.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 19000000.00 2348011.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-04-25 2.000 15140396.00 1090202.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.000 7500000.00 661158.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 21700000.00 2279380.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 21922181.00 2274623.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 0.985 17850000.00 1451583.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 0.985 9892311.00 615002.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.000 6000000.00 446067.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 4.000 29850264.00 3724655.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 8159241.00 964596.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 7034737.00 832165.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2041-02-25 3.500 3000000.00 225658.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 60900000.00 6170250.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 36600000.00 4114417.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-15 4.500 16779572.00 1489531.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 19310978.00 2398210.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-06-25 4.000 10268858.00 1044058.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 3.000 35000000.00 4168447.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.772 31361792.00 486891.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-15 0.722 24181142.00 964086.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-15 0.722 21533123.00 434190.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-08-15 0.000 174767323.00 1765634.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-15 0.772 48728649.00 1369048.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-15 5.000 16181051.00 734260.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 4.000 21223121.00 1041627.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 0.722 71199737.00 2297565.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-15 0.000 25319506.00 208677.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 0.722 39666828.00 1206709.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-15 0.772 40500000.00 388485.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-15 0.772 97046210.00 1033562.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-20 0.000 148500000.00 234051.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.760 4448261.00 78830.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-16 0.604 6170386.00 149990.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.810 11354168.00 284704.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.000 60000000.00 206188.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-20 0.280 30000000.00 404621.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-20 4.000 22349777.00 599675.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-20 1.160 8000000.00 200954.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.760 5359620.00 100092.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 0.000 100000000.00 167295.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 0.760 10287430.00 247965.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-20 0.810 24698979.00 332189.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.000 54424493.00 285045.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-20 0.810 14500000.00 229266.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.760 10613109.00 115991.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.810 46000000.00 779477.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 0.760 11563352.00 102318.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.760 77108333.00 522562.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.760 19565606.00 180352.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.000 160104000.00 278462.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.710 10500000.00 265136.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.710 32265116.00 713812.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.760 39736717.00 617360.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.760 30737202.00 281570.30 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-06-30 3.000 13858900.00 13704601.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-31 5.439 21800.00 21995.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-31 5.439 135904700.00 137124243.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-31 3.250 8033100.00 7891133.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-09-30 4.125 48851200.00 48775934.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-09-30 4.250 9123200.00 9207159.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-10-31 4.000 6229100.00 6105961.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-12-15 4.000 65903400.00 65245993.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-01-31 3.500 2919200.00 2798802.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2033-02-15 3.500 11896200.00 10946061.10 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-03-31 3.625 134430000.00 131114412.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2033-05-15 3.375 941300.00 863912.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-05-31 3.750 13012300.00 12492036.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-06-15 4.125 68837400.00 68325987.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-06-30 4.000 8259500.00 8108774.89 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-06-30 4.625 1052800.00 1055260.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-07-15 4.500 1643700.00 1642407.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-07-31 4.750 34145100.00 34164035.68 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-08-15 4.375 161155200.00 159867386.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-08-31 5.000 36039000.00 36092464.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-08-31 4.375 68150300.00 67610248.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.710 2500000.00 42482.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.660 40000000.00 705340.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 0.680 45033333.00 534799.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 0.660 11600000.00 216243.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.610 22940000.00 247707.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.000 50000000.00 55317.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 4.500 17410888.00 94529.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-03-16 0.860 12185000.00 735597.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2065-02-16 0.883 105693613.00 7482121.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-09-16 0.171 331783658.00 6354491.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 4.500 19572934.00 2475308.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 3.000 35000000.00 3264558.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 2.000 31718171.00 2462451.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 2.000 6000000.00 436486.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-15 0.772 16498631.00 247777.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-15 3.000 7500000.00 182348.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-15 0.000 33597032.00 444016.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-15 1.272 14439747.00 309473.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-15 4.000 41621261.00 570392.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-08-15 0.672 7000000.00 433531.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 5.500 2896150.00 203471.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-07-15 0.672 18144177.00 290784.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-15 0.000 39851940.00 824036.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-15 0.622 16587896.00 629345.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-15 0.000 36157911.00 444363.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-07-15 0.000 23689898.00 302864.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-15 0.652 19588712.00 752321.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-15 1.000 7794699.00 119417.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2039-07-25 3.500 40267220.00 1817847.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 0.000 30385712.00 362100.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-11-25 5.000 4106959.00 130027.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-08-25 0.620 5000000.00 65931.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-08-25 0.620 60707774.00 1109276.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 5.500 7138489.00 586230.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-06-25 0.620 21189621.00 524533.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-03-15 0.000 38649912.00 713718.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.620 15800000.00 131501.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2046-12-25 4.000 2718750.00 102771.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-12-15 0.000 40710307.00 728274.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.620 11843806.00 197440.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.570 15088000.00 190807.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-10-25 0.570 8333333.00 318296.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-11-25 0.620 8000000.00 304285.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 5.500 3765612.00 261958.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-15 0.497 134858115.00 814225.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-11-25 0.570 12870000.00 608425.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-10-16 0.743 70664064.00 4709898.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-07-16 0.759 44112397.00 2845888.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-07-16 0.930 50000000.00 3662769.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2065-09-16 0.657 24760576.00 1478471.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.610 55278077.00 444202.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-20 0.000 65399862.00 542003.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.660 9801000.00 190902.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.610 35000000.00 430182.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.610 56500000.00 260064.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.610 68102992.00 861112.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 37000000.00 4703677.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-20 5.000 67500450.00 1330767.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.610 31666666.00 394325.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.610 29233333.00 373293.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.610 33600000.00 571036.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-20 0.000 49842513.00 148123.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-20 0.660 48975995.00 118068.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.610 7500000.00 230216.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.000 40000000.00 188604.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.000 50000000.00 127041.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.660 19007904.00 326462.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.610 29576285.00 790982.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.000 75000000.00 161276.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.660 16000000.00 259033.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.610 1825623.00 41430.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.660 24720896.00 389708.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 0.760 8721213.00 215539.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.500 50000000.00 521614.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.000 70000000.00 199322.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 4.000 24084250.00 1233086.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.660 30268291.00 222728.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 5.000 3019680.00 97620.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.000 100000000.00 271062.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.660 12172000.00 214065.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-11-25 0.570 2734000.00 119141.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-15 0.000 30041356.00 501277.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 4.500 17375306.00 1859591.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 4.000 10170919.00 1025337.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-02-25 4.000 22023375.00 1431996.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2039-04-25 3.000 17325500.00 353349.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-03-25 3.000 12590333.00 651598.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 3.500 9400000.00 828142.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 5.000 38859984.00 2412790.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-04-25 3.000 27623917.00 2784698.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 0.620 15000000.00 492223.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-02-25 3.500 14469143.00 1093692.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 0.670 98595869.00 3486215.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 0.670 34180109.00 2395854.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 4.000 56760105.00 2924234.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 30000000.00 3960169.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 4.000 98500000.00 9009279.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 17500000.00 1869848.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 4.000 31500000.00 3145512.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 0.670 2300000.00 85353.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 2.500 13500000.00 1213587.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 0.720 18000000.00 911653.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-12-25 0.620 27000000.00 960305.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 0.720 99019090.00 5018998.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 50042183.00 5595119.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 0.670 16900000.00 1327438.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 0.670 10000000.00 593121.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 0.670 2842000.00 136242.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-07-25 5.000 13229798.00 1031339.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 39000000.00 3405104.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 35375235.00 3449876.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 4.500 34917446.00 2781094.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 3.000 18267888.00 2099330.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 63416663.00 6576130.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 3.500 19357142.00 2803904.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 10166666.00 1060834.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 4.500 5630608.00 280239.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.000 100000000.00 648652.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.610 18047607.00 131614.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.610 10950000.00 322190.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-20 0.000 4405000.00 10391.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.660 6500000.00 98118.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-20 0.000 20000000.00 112397.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-20 0.433 50674709.00 131394.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-20 0.610 49643799.00 494907.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.000 24564186.00 128499.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 31474000.00 2169898.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 5979787.00 63941.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-03-20 0.000 56803643.00 504703.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 0.610 64975092.00 1761491.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.610 2200001.00 22561.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.500 27098285.00 186812.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.660 11060000.00 182002.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.000 17355000.00 33969.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-20 0.395 138116787.00 689813.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-20 0.610 20459891.00 214947.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.455 14000000.00 330253.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-20 0.000 200000000.00 581002.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 4.000 16165142.00 821104.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 0.160 105035671.00 3036079.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.000 18958000.00 337780.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 6.500 14973000.00 1076899.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 3.500 18055500.00 317428.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 4.000 118672853.00 3044448.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 6728012.00 323101.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 0.660 7200000.00 109600.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 1.000 2247000.00 72473.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-16 0.654 20590624.00 866388.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.610 57052614.00 1305718.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.610 26146783.00 528282.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.572 79250000.00 1015664.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2043-01-15 4.000 50000000.00 1030427.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-04-01 3.000 12602111.00 9749864.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-04-01 3.000 13677456.00 10835973.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-04-01 3.500 10944744.00 8834339.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-05-01 3.500 14060932.00 11810681.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-01 3.500 10437000.00 8384009.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-03-01 5.000 9429280.00 8862495.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-06-01 2.500 12236513.00 8743708.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-07-01 2.500 12943989.00 9159617.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.070 50000000.00 280489.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-11-25 0.570 60000000.00 234977.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-25 1.170 61850000.00 209007.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.070 22264215.00 129344.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-25 1.180 103496483.00 114588.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-25 1.170 20987052.00 50549.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-25 1.170 46117723.00 41432.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-25 1.120 50000000.00 806170.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 1.070 49291146.00 745748.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.520 35250000.00 190815.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.120 50000000.00 465776.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 0.570 25411721.00 76172.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.120 31333333.00 637714.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 0.570 128000000.00 834293.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 0.570 72659038.00 254815.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.520 63846143.00 247734.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.570 13741213.00 65510.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.490 51770999.00 316697.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 1.020 46241000.00 978512.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-02-25 1.220 21648056.00 83253.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 1.020 15585300.00 74917.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.120 32571428.00 314612.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.070 40435399.00 261961.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.070 60000000.00 1004149.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 0.000 2487412.00 351197.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 4.500 75709396.00 6294579.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 72660000.00 6702776.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 31693000.00 3263108.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 27000000.00 3093468.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 84965000.00 8387864.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 12500000.00 1052760.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 0.000 25000000.00 478663.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-11-25 4.000 9196319.00 1216381.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 3.000 7800000.00 693820.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 2.500 23300000.00 1748735.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 14208400.00 1089992.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 4.000 9693232.00 570033.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-08-25 4.000 4139000.00 582585.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 21000000.00 2700825.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 4.500 31268975.00 3563350.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-04-25 0.500 20624545.00 406822.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2031-01-25 2.000 34861502.00 830909.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2041-04-25 3.500 11365123.00 886962.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.572 150500077.00 119827.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.000 58000000.00 60872.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-06-25 3.500 12500000.00 1230790.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-15 5.500 6966201.00 613867.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-06-25 4.000 14000000.00 1559397.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-02-25 4.500 49614244.00 5314672.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-08-25 3.000 51610000.00 6427406.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 116831333.00 11744347.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 2.500 2269371.00 230026.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.500 12603492.00 1310421.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-04-25 2.500 1050168.00 104051.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 4.500 6851769.00 799014.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.000 45523781.00 5823924.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.500 107574136.00 13159086.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-10-25 4.000 1500000.00 198344.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-10-25 4.500 33450000.00 4799813.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-10-25 4.500 21038498.00 3434449.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.000 10553161.00 1141058.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 12532000.00 819019.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.000 65373689.00 201686.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 4.000 56483302.00 4269465.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.660 45349669.00 773466.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 0.760 46200000.00 1955603.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 3.500 4777553.00 438794.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.250 13698974.00 311537.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.660 17000000.00 410224.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.500 14080049.00 1132686.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 41662874.00 3110445.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 2.500 3459000.00 338361.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 76615875.00 6615141.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 51003198.00 4282149.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 14583333.00 1397714.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 4.000 42282280.00 2901861.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.000 5509220.00 192083.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 3.000 28969908.00 2910386.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-20 4.500 27292399.00 2293776.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 0.000 14000000.00 60203.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 3.000 40000000.00 3741019.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 43604162.00 2335938.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 100000000.00 9101517.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 1900000.00 194019.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 22752607.00 128104.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 6.500 42249024.00 2745342.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 22351228.00 2633394.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 3.000 8025458.00 987212.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.000 37500000.00 2843215.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 53558456.00 172857.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.000 50000000.00 3981301.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.860 8416580.00 649645.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.000 54680654.00 4216118.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 3.000 27957296.00 2916244.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.000 114882049.00 9163367.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.070 26760253.00 190249.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-25 1.170 38778854.00 92458.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.070 40000000.00 263530.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 1.070 38333333.00 284065.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 1.170 36126447.00 187234.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 0.000 195799075.00 25124102.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 0.520 29855065.00 164862.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.070 92142857.00 525502.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.070 61712836.00 1112147.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 5.000 11248823.00 127362.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-06-25 0.000 230769231.00 17064537.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 0.620 39324532.00 88089.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 0.000 59862667.00 4373866.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 3.500 65268540.00 665906.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 0.570 52222924.00 257706.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.570 72474235.00 902624.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 1.170 42726454.00 493099.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 0.620 12141368.00 70202.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.670 28915944.00 339873.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 1.170 20651920.00 440032.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.670 61707188.00 175845.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 0.620 19679885.00 118960.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 5000000.00 117157.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-11-25 3.500 92408253.00 222525.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 1.170 16443162.00 289635.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 0.720 58000000.00 1270067.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 0.670 250653364.00 4106836.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 1.270 4733000.00 84359.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 1.820 41059127.00 354682.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-08-25 0.770 64417143.00 58457.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 4.000 3500000.00 104325.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-25 3.000 18862707.00 273840.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-25 3.000 28163967.00 64519.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 0.720 43313000.00 686791.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 7270000.00 753994.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 0.000 33213280.00 223651.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 0.000 45000000.00 316112.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 17504400.00 1503796.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 92939032.00 8874416.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 60185779.00 7070116.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 32792031.00 3578775.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 31095616.00 2683462.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 2.000 55756000.00 4706844.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 4.500 129155030.00 6974547.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.500 7369000.00 748731.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 32337000.00 2828580.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.000 27092831.00 2937846.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 0.000 113317041.00 252819.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 4.000 52865489.00 2730041.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 0.000 105000000.00 430970.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 4.000 159150455.00 14389274.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 3.000 9444000.00 1137749.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.000 101293523.00 286663.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 30218981.00 2858912.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.860 63854585.00 2211853.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 13600000.00 1634704.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.000 20000000.00 3869.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.000 72000000.00 5984663.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 2.500 37648955.00 3141481.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 4.500 10856707.00 1126492.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 34313333.00 2938581.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 75000333.00 6886593.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.000 35546109.00 94256.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 18635000.00 1653988.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.500 6819093.00 824711.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 4.000 45331651.00 5684205.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 0.860 72046465.00 2097422.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.500 23528571.00 2711880.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2044-10-25 4.000 18282066.00 2311384.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-15 0.272 14293122.00 207272.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-08-25 0.000 8000000.00 325456.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-08-25 4.500 10597798.00 1513215.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 3.000 93125000.00 11195313.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-15 0.000 100109763.00 2842009.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-05-25 2.000 11250000.00 777297.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-01-25 4.500 13000000.00 1938772.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2033-09-25 3.000 48880752.00 3046015.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-01-25 4.500 7839999.00 1327679.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-10-25 0.000 4344464.00 2423419.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 0.000 12000000.00 161774.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-15 0.000 75006631.00 1977888.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.000 16738250.00 1651729.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2037-01-25 3.000 12217785.00 1097982.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 4.000 24858310.00 3296500.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2046-01-25 4.000 8385445.00 728108.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-06-25 0.000 200000000.00 4452453.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-06-25 0.000 306000000.00 7028790.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-07-25 0.000 40000000.00 417928.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 75389684.00 2836316.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 100000000.00 3838313.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 39857459.00 1251140.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-10-25 0.000 55660000.00 2302908.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-15 4.000 4289093.00 721267.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-11-25 4.000 31000000.00 5327184.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-12-25 0.935 53713500.00 3056307.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-11-25 0.385 21555710.00 1841904.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-08-25 0.000 9711321.00 6626192.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-09-25 0.485 25000000.00 1065432.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-09-25 3.121 13333333.00 11612226.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-10-25 1.216 51493082.00 2137075.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-11-25 7.000 147589139.00 92356.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-11-25 0.363 1481000.00 160014.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-06-25 5.500 163000000.00 247939.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-07-25 0.970 143600000.00 83018.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.720 45024388.00 670986.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-25 4.000 21488021.00 172251.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.000 3669382.00 771020.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.720 10400000.00 108782.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.720 16516526.00 355418.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.670 201419720.00 2404653.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.670 53982840.00 683379.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-02-25 3.500 24865853.00 266941.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-04-25 3.000 60458722.00 905709.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 3.500 17702571.00 209141.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.720 32817148.00 735360.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.720 34421052.00 772827.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 3.000 15450430.00 256234.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 0.720 95877039.00 1888574.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 0.770 11460000.00 140454.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 0.770 17117888.00 156354.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 0.000 28571428.00 97804.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 14062714.00 116415.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 0.000 4000000.00 411033.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 0.000 20000000.00 8318287.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-25 3.000 15346667.00 223949.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 4.000 32886021.00 128070.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 0.770 21530575.00 245612.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 4.500 11574444.00 73749.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 4.000 28402812.00 542815.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 3.500 94278857.00 1439612.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 4.500 16908332.00 138984.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 4.000 19500000.00 153435.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-09-25 1.320 37575333.00 164133.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-25 3.000 35666666.00 552525.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 4.000 34134000.00 74754.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 0.770 31205455.00 466456.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 3.500 16733429.00 37596.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.820 49976427.00 87915.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 0.000 39500000.00 64861.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.000 28704000.00 51687.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 25193542.00 3392788.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 16823000.00 2234578.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.500 20561000.00 2641538.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 62816166.00 5893598.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 59814583.00 5273159.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 86850000.00 7320394.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 18330589.00 1758731.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 3.000 15672913.00 1281447.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 18379339.00 1686420.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 1.000 19544469.00 1564741.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 3.500 37831658.00 3065871.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.000 75820849.00 337761.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 13959000.00 1195152.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 27428650.00 230798.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 28028725.00 115664.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 4.000 8713000.00 1327224.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 43757026.00 300914.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 6512000.00 883640.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 34505500.00 2843143.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 155389000.00 287654.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 17149833.00 2288198.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 50000000.00 194348.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 70494500.00 6714545.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 6559869.00 894411.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 6.000 11950000.00 1626806.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-20 3.000 22617333.00 1230238.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 12754833.00 977241.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 28033333.00 2852973.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 41468452.00 4023784.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 0.860 46748211.00 2088982.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 21172100.00 1179970.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.500 52150000.00 4710936.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-07-25 0.720 13271684.00 134475.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 0.720 47156928.00 700759.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 5.000 23520000.00 150006.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-25 0.670 57565000.00 592591.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-25 0.670 375692263.00 1913235.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.470 46153846.00 778933.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.000 13655000.00 2318267.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-25 4.500 27718601.00 126418.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 5.000 46061272.00 237843.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-25 0.000 23004715.00 801452.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-25 4.500 37075514.00 55287.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.470 100000000.00 1614906.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.470 148231925.00 3412944.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-25 0.620 25982666.00 210384.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.550 24729418.00 302340.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.470 94109919.00 1755921.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.000 2675000.00 336053.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-25 0.670 35000000.00 163227.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-25 1.170 28500000.00 211772.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 0.670 25228625.00 131601.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-25 0.670 127972003.00 303887.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-25 0.520 109901428.00 1244769.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 5.000 2974000.00 68566.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-25 1.270 73424980.00 1703681.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-25 5.500 46900792.00 1112880.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-25 0.000 219487269.00 828791.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-25 4.000 40431967.00 204564.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-08-25 0.000 41760620.00 177471.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 3.000 42062093.00 201654.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-25 0.770 56000000.00 344836.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-25 0.720 20000000.00 146462.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-25 4.500 13574666.00 110659.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-11-25 1.220 45888103.00 519872.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-06-25 4.500 6225777.00 81828.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-20 2.500 63380071.00 3978137.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 0.000 79738541.00 370709.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 10665000.00 1269488.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 0.000 6865000.00 42249.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 14378469.00 1386258.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 18372560.00 2458479.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 5.500 5519000.00 628810.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 0.000 50000000.00 173516.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 0.000 125000000.00 814823.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 119166666.00 10292534.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 32106666.00 3023295.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 4.500 20446000.00 2427767.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 41017107.00 3949576.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 15103376.00 765952.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 60000000.00 7386717.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.500 17100000.00 2631420.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 0.000 50540402.00 227519.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 26819000.00 3998359.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 32013000.00 3624429.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 0.000 50000000.00 719859.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 100000000.00 322313.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.500 53464983.00 6181940.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 90225333.00 6651911.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 10035000.00 1204930.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 102495743.00 7952814.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 266666666.00 20216686.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 400000000.00 505491.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 55744524.00 644007.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 334392934.00 2167966.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 33333333.00 2470419.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.500 51308875.00 5278984.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 37257309.00 309383.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 37584545.00 295430.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 21015416.00 1408822.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-25 0.670 25000000.00 719498.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-25 0.620 9250953.00 214239.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-25 0.670 26891448.00 331973.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-25 0.170 21854256.00 162088.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2055-03-25 0.720 36776024.00 238803.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 0.670 12625000.00 156579.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 6.500 16044023.00 492621.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 5.500 18557677.00 532727.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-25 4.000 4144352.00 120828.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-25 0.720 28710332.00 477668.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2055-04-25 0.000 15783742.00 77410.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 0.170 14650000.00 103246.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 0.190 27685939.00 422130.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 4.500 12166666.00 398678.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-25 3.500 14000000.00 226548.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 0.170 115287659.00 783498.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 0.000 41300000.00 233842.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 6.000 38904959.00 1281237.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-25 0.770 37667000.00 409280.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 0.670 9593729.00 253637.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-25 0.820 30200841.00 330576.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-25 0.770 30000000.00 703220.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-25 0.000 98172297.00 252775.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-25 0.000 2251025.00 276615.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 0.170 135000000.00 1184978.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-25 0.670 75620103.00 742561.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-03-25 0.670 50000000.00 461249.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-03-25 0.720 85155762.00 427362.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-07-25 3.500 16071428.00 214153.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-25 3.500 14285714.00 331761.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 0.570 46531318.00 1536541.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-03-25 3.500 10778285.00 62460.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-25 3.500 18084212.00 323776.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-25 0.520 23923267.00 664888.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 6.000 14651350.00 612258.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-25 0.570 18582352.00 609623.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-25 0.570 52811235.00 1419179.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-25 0.520 33332298.00 1071261.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 3.000 8825000.00 231341.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 0.570 15376842.00 330155.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-25 3.000 15500000.00 316778.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 4.500 25694519.00 786794.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-25 0.670 42537270.00 530458.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-25 0.670 35357264.00 360573.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-25 0.670 26813270.00 300930.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-25 0.573 9025000.00 94040.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-25 0.670 147449897.00 2286741.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 3.500 27676142.00 294685.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-25 0.570 43035150.00 887740.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-25 0.570 35053963.00 1004288.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-25 0.570 42857142.00 952306.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-25 0.570 39260025.00 998817.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-25 0.620 2470000.00 74147.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-25 0.670 20669656.00 275809.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-03-25 5.500 65493687.00 2415303.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-07-25 0.670 32539645.00 918089.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-04-25 6.000 18688931.00 910925.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-04-25 6.000 18513919.00 756214.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-25 0.720 12700000.00 211882.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-25 0.720 18684486.00 519060.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-25 4.000 15851805.00 56781.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-25 0.720 33304475.00 1202928.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-25 0.470 25000000.00 373149.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-07-25 0.670 65842947.00 2188631.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-25 0.720 40931200.00 1593208.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-08-25 0.670 1860000.00 53542.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-25 0.720 43934290.00 1636108.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-25 0.000 100000000.00 520849.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 31756281.00 4344347.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 22048789.00 2349285.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 9464178.00 134683.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.500 20739000.00 2516856.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.500 31377047.00 2852062.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 65765005.00 302903.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 73016666.00 5971368.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 1.535 32888534.00 2328163.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.535 32632614.00 2345567.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.935 11750000.00 796076.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.955 63404453.00 4410880.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.285 31565206.00 1580485.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.285 42700411.00 2165292.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.185 400000000.00 8965031.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.285 81818184.00 2946143.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.185 50000000.00 1507781.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.000 50000000.00 597160.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-20 0.660 8091061.00 573987.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-20 0.710 8434800.00 622783.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 33732581.00 4201179.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.935 72000000.00 2490178.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.535 21500000.00 1233953.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 6531703.00 1938766.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.835 100000000.00 2432572.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.185 350000000.00 7917479.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 6.500 6359112.00 1114407.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.955 45290327.00 2635075.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.535 100000000.00 3425411.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.485 100000000.00 3348749.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.885 50000000.00 2821870.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.735 84041709.00 3145662.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.000 80454641.00 742222.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 16000000.00 122565.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 11720000.00 312087.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-25 0.720 8300000.00 280479.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-25 3.000 15358759.00 514876.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 4.000 40082625.00 784323.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 3.000 17018881.00 468241.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 0.720 20076276.00 659737.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 0.720 42557094.00 1011989.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 0.720 42926212.00 1281446.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 4.000 20820250.00 468288.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 0.720 9006867.00 190274.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 0.720 57036974.00 1181148.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 0.720 15534069.00 259672.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-25 0.820 38487447.00 755999.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-25 0.770 61226988.00 1619694.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 5.000 12512865.00 866647.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 0.720 24571428.00 889070.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-25 0.820 39632837.00 638109.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-25 0.820 41410012.00 597309.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 3.000 19400000.00 599559.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 0.770 9556391.00 355218.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 0.820 35810498.00 754189.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-25 6.000 16716011.00 1109757.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2058-05-25 0.000 53378775.00 218189.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-25 0.770 185428571.00 2570188.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.770 30328456.00 713355.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.770 24090139.00 568426.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.770 31746386.00 905831.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.770 11487480.00 446441.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.770 10000000.00 99339.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-25 0.747 56716084.00 576453.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 5.000 17786619.00 979039.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.770 55413670.00 838228.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-25 0.620 35950659.00 664275.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 1.000 9005035.00 83477.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 4.000 17500000.00 428078.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 16979000.00 2156662.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 5.000 6091833.00 812043.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 5.000 7584000.00 1030166.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 84088575.00 114344.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 61721756.00 109405.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 200000000.00 371323.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 50000000.00 190352.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 182992797.00 2043764.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 32233227.00 3742463.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 11609250.00 6328529.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 61633880.00 7587545.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 0.000 47226038.00 462007.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 3.500 443571.00 40485.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-03-20 3.500 7352048.00 3843336.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 33956284.00 3165605.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-03-20 0.000 2607482.00 13434.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-07-20 0.760 10947855.00 536225.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 3.500 4241880.00 439658.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 0.000 30000000.00 111446.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 143296246.00 1226684.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 0.000 30000000.00 397789.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 0.000 33943807.00 19629814.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 4.500 3470345.00 426044.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 0.000 100000000.00 543500.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.735 51250000.00 3197753.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.000 47958269.00 1020098.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.000 75739066.00 281275.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.000 150000000.00 1640239.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.735 17255500.00 727870.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 30000000.00 386181.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.885 15346397.00 1023754.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 5.000 1031440.00 901818.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 2.352 15000000.00 11773291.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 250000000.00 2770669.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-25 0.770 69494133.00 818840.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-25 0.820 55448263.00 979609.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-25 0.770 11414345.00 315590.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.570 22014245.00 151164.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.570 22000000.00 660382.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 0.720 20707928.00 939213.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 5.000 13071003.00 731236.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-25 0.720 26348852.00 365939.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 4.000 20826720.00 402423.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-25 3.000 13500000.00 394446.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-25 0.770 18459000.00 364815.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-25 0.720 29762835.00 672925.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-25 3.500 13094590.00 513785.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.570 22500000.00 899738.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.570 6143787.00 203232.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.570 18850000.00 545708.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-07-25 0.570 22540888.00 1096103.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.620 14000000.00 551941.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.670 21556160.00 441756.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-25 0.620 18620935.00 345652.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-09-25 5.000 19134766.00 1134134.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-25 0.620 19001938.00 424914.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.620 38821776.00 695232.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.620 11500000.00 82064.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-25 0.620 78462075.00 2017530.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-25 0.620 21529252.00 232515.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.620 10000000.00 407644.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-25 4.000 10910000.00 243234.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-25 4.000 26864345.00 628458.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-25 1.170 33942838.00 1621895.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.650 16117495.00 669460.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-25 0.520 39694486.00 1543781.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-25 5.500 3293909.00 251528.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.620 8100000.00 226098.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 20000000.00 233226.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.715 29500000.00 1666683.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.685 34894270.00 2103894.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.685 35700000.00 1791303.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 4.500 419000.00 362643.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.685 33878377.00 1730872.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.000 50000000.00 787543.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.000 50000000.00 913953.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 6.000 28500000.00 4794564.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.375 40000000.00 1449777.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.000 50000000.00 660826.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.935 50000000.00 2480004.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.185 30000000.00 765295.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.185 76842479.00 2169595.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.185 28157521.00 605274.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.285 25725955.00 1345507.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.285 9846675.00 522777.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.000 22426123.00 308215.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.000 55193281.00 823339.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.835 85000000.00 2019276.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.935 74687171.00 4860796.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 6.000 16763181.00 2447246.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.885 50000000.00 2379733.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.000 50000000.00 860622.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.385 50000000.00 1793516.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.935 77168089.00 3785187.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.935 58511103.00 4150031.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.965 5000000.00 438165.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.385 112956217.00 4141070.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.385 30000000.00 782019.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.935 17262143.00 860073.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.935 17666834.00 1051376.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.885 53000000.00 2728711.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 4.500 17681828.00 14498113.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.670 26048002.00 639332.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-25 0.000 100000000.00 840015.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.640 7181250.00 418420.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 4.500 1888889.00 163671.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 0.640 13792087.00 574284.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-25 0.000 30426187.00 372301.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 1.720 8529663.00 101803.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 0.670 8000000.00 28967.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 0.670 54965980.00 1422519.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 0.465 52648842.00 287869.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 0.223 117254827.00 280219.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.620 2481000.00 63605.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.667 17514836.00 712914.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.570 28912500.00 948742.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.620 39350774.00 598933.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.170 18768837.00 332445.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.620 12591070.00 522387.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-11-25 0.570 32518304.00 1030404.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 0.570 4385000.00 226910.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-25 0.620 30508731.00 1409254.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-25 0.620 50026193.00 2240486.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 0.570 12825500.00 679566.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 4.000 18014095.00 1029474.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-25 0.670 54672031.00 1530615.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-25 3.500 14319571.00 70836.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-25 0.520 18530951.00 929016.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-07-25 0.620 15000000.00 559301.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.500 13915215.00 1251560.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 8333333.00 906320.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.500 26646000.00 3174248.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-25 3.000 27380447.00 925105.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 11200000.00 1237099.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 0.000 40000000.00 238455.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-06-25 0.670 17392919.00 79618.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.985 50000000.00 1948159.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.185 30000000.00 593507.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.835 17633700.00 899625.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.335 74000000.00 2604669.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.000 100000000.00 2411176.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.885 55087897.00 2896271.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.835 7079204.00 267248.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.885 56262306.00 2474522.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-04-16 0.659 154479782.00 9154295.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.685 21334746.00 851222.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.635 43343592.00 2430821.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.000 130000000.00 2453852.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-08-16 0.879 101861842.00 7633442.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.655 29648630.00 1528603.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.000 12500000.00 217352.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 702284.00 498452.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.000 50000000.00 860401.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.685 71695272.00 3643569.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.655 36000000.00 1877445.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.185 89547489.00 2437463.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 6.164 58317460.00 57098598.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.835 25000000.00 953069.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-20 0.685 7300000.00 334885.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 1.635 50000000.00 2934597.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-20 6.264 20000000.00 19515653.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.235 100000000.00 2635620.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-20 0.735 51000000.00 1550877.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-20 6.264 20000000.00 19435925.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-20 0.735 25771448.00 1031432.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.935 40260220.00 1454140.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.735 28835561.00 959232.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.735 33599499.00 1113723.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.000 399000.00 235184.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-20 3.260 27838829.00 25195064.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 7750000.00 505155.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 0.000 21000000.00 133670.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 23425000.00 1917688.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.670 14861349.00 543826.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 5.000 114386394.00 8849312.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.650 11174032.00 427993.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.620 34769874.00 747614.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.620 40019492.00 858512.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 1370000.00 110345.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2060-06-25 0.000 31320445.00 442190.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 4.500 14000000.00 676003.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 0.670 10400000.00 231064.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-07-25 5.500 4101822.00 495402.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 37949556.00 2460805.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2060-10-25 0.000 44331404.00 937824.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 30448210.00 2408774.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-25 3.500 45000000.00 3048406.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 0.720 46000000.00 2419532.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 0.710 26008878.00 1217227.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 8000000.00 907714.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 3.500 100000000.00 5218633.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-25 3.500 23000000.00 2133592.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 41420343.00 3582007.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 3555900.00 339679.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 45000000.00 5503142.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 5.000 51239689.00 4672266.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 19622330.00 2058766.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.000 24654901.00 2449758.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-25 2.500 20000000.00 2092238.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 1.500 66666666.00 2327199.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 34000000.00 3798740.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 27442193.00 3076081.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 2.000 13750000.00 790266.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 23525000.00 2394023.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-08-25 1.620 50000000.00 39902.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-08-25 3.241 9262430.00 310543.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-25 1.270 26404000.00 43405.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-25 0.670 32000000.00 30234.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-07-25 0.650 35467249.00 4772.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-10-25 1.240 214428333.00 150642.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 1.270 32165142.00 57894.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-25 1.270 60000000.00 166632.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 1.160 100000000.00 102006.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 1.220 293000000.00 286769.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 0.200 268645998.00 437380.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-25 1.770 50000600.00 74764.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-02-15 0.672 54822828.00 24713.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.272 50000000.00 94182.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.522 11460724.00 27670.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 0.992 26538458.00 43503.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-15 1.222 115857995.00 294276.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-15 6.733 8333334.00 208738.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.722 110000000.00 91951.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.272 99487167.00 174564.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-15 1.222 214277126.00 222138.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-10-25 1.070 75072000.00 70521.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-10-25 1.150 13876000.00 52318.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-25 1.120 61330239.00 162900.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-25 1.770 175215735.00 231633.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-25 1.270 79428902.00 65591.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-25 1.320 21700000.00 7066.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-25 1.210 39285000.00 93374.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.772 100000000.00 83388.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-25 1.180 73200765.00 72602.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-01-25 1.170 25020000.00 52789.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-02-25 1.310 75901811.00 85519.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-25 1.340 37350000.00 27973.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-05-25 5.000 60000000.00 55015.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-25 0.620 50000000.00 61771.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 0.000 93000000.00 898798.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 90276520.00 10139363.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 4.000 25839000.00 1400012.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 12500000.00 956081.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 38462605.00 2920615.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 2.500 33933500.00 3388159.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 16179000.00 2074096.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 57550833.00 7092361.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 112609464.00 13442409.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.500 19638447.00 1350209.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 5000000.00 567929.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-25 1.500 15777717.00 520434.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 3.000 32739840.00 3174905.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 4.500 18824593.00 1279492.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-25 3.500 10844929.00 1096440.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-25 3.500 78151170.00 5499428.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 0.000 67786392.00 1492829.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 4.000 109937530.00 16146805.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-25 2.500 42875200.00 4239345.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 5367000.00 557875.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 35552900.00 3015789.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-25 3.500 25000000.00 3860437.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 12171500.00 1009106.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-25 3.000 11105094.00 1221899.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-25 3.500 33200000.00 3255870.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-03-25 3.500 18740259.00 472076.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-05-25 2.000 20125000.00 560407.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-25 3.000 15396481.00 1553099.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 0.000 4492213.00 1637195.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 3.000 26666666.00 1923215.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.000 29145920.00 3437016.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.000 22500000.00 2602670.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 7243000.00 637768.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 4.500 51225221.00 7057802.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.722 55000000.00 215349.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.162 93446806.00 114639.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-09-15 1.172 15000000.00 15167.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-15 1.057 24000000.00 58053.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-15 1.042 16862278.00 66341.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-06-25 1.000 152000000.00 107374.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 0.670 23155000.00 62237.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 1.220 50000000.00 68417.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 1.360 72006900.00 60095.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 1.170 188178601.00 172550.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-25 2.320 45000000.00 41822.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 1.310 72630507.00 287956.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 0.690 29696198.00 57226.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-06-25 1.300 186379283.00 295247.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-25 1.020 21500000.00 57917.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-09-25 0.995 50000000.00 66987.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 1.070 60532151.00 75092.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-15 1.672 164000000.00 337526.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-15 6.500 111538461.00 613517.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-15 1.222 93333333.00 177724.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-01-15 0.982 46360000.00 63463.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-06-15 0.922 72620000.00 106561.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 1.072 260670000.00 644591.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-09-15 0.602 13400000.00 39448.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 0.790 67962510.00 90679.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-25 6.000 124093000.00 329397.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.822 100000000.00 347582.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.572 100000000.00 230525.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-25 0.390 164647495.00 255803.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-15 0.832 100000000.00 98080.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-25 0.000 12500000.00 697529.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-15 1.372 38965736.00 78872.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 1.120 50000000.00 89747.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 0.000 47538735.00 922008.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-25 0.000 26000000.00 38292.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-25 3.000 50958444.00 5571780.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 33431625.00 3164011.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2061-11-25 5.500 43092577.00 5561385.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 3.000 18665764.00 1598220.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 28219356.00 3181022.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2056-12-25 0.000 50000000.00 1421751.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 4.000 28898423.00 3393369.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 4.000 32175205.00 4855445.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-25 3.000 55651859.00 8103130.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-25 4.500 13953497.00 1261213.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-25 0.000 18278845.00 86661.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-25 0.000 394000000.00 1261494.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-25 3.000 24247444.00 1678621.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-25 4.000 42893749.00 4914837.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-25 0.285 27333210.00 1429598.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 71507608.00 2445638.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 200000000.00 6525159.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 61672510.00 1315027.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 248280009.00 7128410.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-25 0.685 46440556.00 2845880.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-25 0.570 26071509.00 768535.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 193190486.00 6322585.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 200000000.00 6462859.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 1.035 66931785.00 2955117.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-25 0.000 25000000.00 859138.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-07-25 4.000 7088157.00 1284349.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-25 4.500 1209391.00 178158.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 0.385 75000000.00 2799953.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 0.935 159780763.00 14005135.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-25 0.185 59738524.00 2046025.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-25 2.000 482000000.00 59256222.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-25 6.712 50043784.00 51725949.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-25 0.287 50043784.00 1658545.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-15 5.000 10427542.00 50741.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-06-15 0.000 18586321.00 91860.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-15 1.022 81740982.00 383944.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2026-09-15 3.500 21821142.00 2033.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-15 4.000 40218343.00 143680.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-05-15 3.000 82083333.00 126054.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-05-15 3.000 35000000.00 37057.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-15 3.500 36000121.00 874808.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 3.000 60511093.00 754669.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 6.000 71242350.00 593574.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-15 3.500 83744460.00 214212.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.000 36166666.00 281269.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-15 3.000 26735571.00 336995.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-15 3.500 5357233.00 155374.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-15 3.000 53115734.00 664193.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 3.000 25831961.00 280407.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 5.000 24299245.00 75275.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-15 3.500 6000000.00 91660.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-04-15 3.000 36917831.00 525038.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-15 4.000 6250000.00 87826.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-15 3.000 40333333.00 651059.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-15 1.272 12757550.00 238659.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-15 3.000 12515000.00 221115.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-15 0.772 20000000.00 10794.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 0.000 20000000.00 3269974.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 0.000 35000000.00 3843993.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-08-15 3.000 1314288.00 1565282.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 1.272 46769958.00 131373.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-15 0.722 124474726.00 554023.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-15 0.622 42343980.00 213338.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-15 0.522 47295652.00 494527.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-15 4.000 7012191.00 7112.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-15 0.722 81268293.00 412859.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.522 21000000.00 224900.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.622 67488151.00 496469.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-15 0.672 71771484.00 560017.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 0.672 88000000.00 485980.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.622 42328875.00 400937.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.572 57500000.00 445480.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-15 4.500 19743075.00 242611.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-15 0.522 46882557.00 529770.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-15 0.000 171076974.00 487921.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-15 0.572 23484774.00 366598.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.000 120808852.00 379440.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 5.000 61727268.00 928708.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 4.500 44400000.00 905964.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-15 0.672 127616621.00 1280457.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-15 0.672 40958642.00 561562.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 6.000 50000000.00 1132283.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-12-15 0.672 19371287.00 250474.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-01-15 0.000 59772761.00 108818.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.572 108854301.00 1026164.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-15 0.672 50865199.00 735917.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-15 4.000 9553794.00 184025.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-15 0.000 101084970.00 676989.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-15 0.752 30841164.00 709546.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 4.500 18999043.00 562294.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-11-15 0.000 78083271.00 447852.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-11-15 0.000 65963488.00 324323.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-15 0.722 56369086.00 529103.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-15 3.500 17289000.00 279690.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-15 0.622 26666666.00 254360.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-15 0.672 187089676.00 2061131.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.000 53919875.00 231380.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.000 8482501.00 55324.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 0.672 22368052.00 161248.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-15 0.000 34376690.00 247363.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 3.500 14285714.00 544303.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-04-15 3.000 16748568.00 215000.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 0.622 12089020.00 88165.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 3.500 29111489.00 983411.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-04-15 2.500 20000000.00 192919.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-01-15 3.000 23333333.00 484500.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 0.490 41190490.00 96921.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.100 31000000.00 224371.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-03-15 2.551 18000000.00 51003.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.370 100000000.00 60552.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.720 35500000.00 108525.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-25 1.310 75553825.00 156549.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.720 106249118.00 74655.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-25 6.500 1198742.00 273585.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.870 127032000.00 79652.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-15 5.000 30000000.00 60913.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-15 6.500 15018154.00 35538.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-25 0.800 118012223.00 307120.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.620 50000000.00 118830.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-25 1.160 25041834.00 99570.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-25 0.670 53404145.00 161361.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 0.000 81446027.00 114402.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-25 5.000 60500000.00 48403.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-25 0.970 15663000.00 69083.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 1.020 40000000.00 84375.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-15 0.000 4067750.00 264485.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.620 50000000.00 118830.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-25 0.640 59113364.00 66021.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 6.500 37264176.00 240094.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.570 59000000.00 326802.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-25 4.500 43533333.00 157648.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.000 46229037.00 77155.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.000 56541379.00 41006.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-25 0.000 11000000.00 703776.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-25 0.070 117773970.00 145528.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-07-01 3.000 27127000.00 4333477.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-07-20 4.500 34104887.00 5699504.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-05-20 3.000 874000.00 683093.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-08-20 3.500 5384426.00 2757416.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-03-20 3.000 2660000.00 583004.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 7429479.00 5648606.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-15 0.672 130081060.00 1582168.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.000 20734245.00 134764.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 0.522 50000000.00 1455097.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-15 0.000 89141265.00 469530.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-11-15 0.000 45287202.00 216078.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-15 4.000 23334500.00 321412.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-15 0.672 387826929.00 4833168.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-15 0.572 21335039.00 514147.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-15 0.572 50000000.00 1581823.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.672 20000000.00 198652.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-10-15 0.000 9771814.00 75122.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-15 0.000 753845.00 204892.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.672 21251328.00 190713.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-15 0.622 16808475.00 632829.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-15 0.672 26863571.00 368020.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-15 4.000 85685865.00 742293.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 0.000 42624919.00 514123.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-15 0.672 13025115.00 131823.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-15 0.672 22998109.00 287438.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-15 0.622 46378072.00 909616.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-15 3.500 143300.00 151730.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-15 0.622 51751947.00 1393454.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-15 0.722 10750000.00 298374.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-15 0.000 33000000.00 153691.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.000 60952154.00 231486.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.000 40191869.00 412605.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 10000000.00 716136.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 8720067.00 802740.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 16069511.00 1766447.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 6600000.00 697040.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 8750000.00 765629.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 64000000.00 5571319.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 0.935 8909091.00 638292.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 30789539.00 3135302.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 0.985 21000000.00 1703546.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2035-12-25 1.500 33333333.00 966403.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 8797495.00 5130587.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 6.500 22979783.00 23664922.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-05-20 6.000 3115417.00 3128773.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-07-16 0.654 179600000.00 96271.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-20 1.210 40504237.00 36175.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-09-16 1.154 100000000.00 9897.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-05-20 0.900 82670759.00 45468.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-16 0.704 100000000.00 34383.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-01-20 1.310 50000000.00 37460.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-01-16 1.304 69630125.00 89852.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-16 0.914 100000000.00 28014.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-20 0.910 119568891.00 110878.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-20 0.810 43052857.00 26559.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-16 0.604 233333333.00 201272.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-01-20 5.000 50000000.00 972342.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-20 0.560 15180000.00 126208.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-20 1.160 23000000.00 442524.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-20 0.680 6291390.00 111753.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-20 5.038 11402625.00 390886.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.354 94323131.00 233390.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-16 1.054 55127000.00 107869.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 1.380 130000000.00 122730.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 0.760 80769230.00 28877.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 0.804 50562947.00 89233.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.364 45300000.00 99809.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-20 1.060 175000000.00 74986.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-16 0.654 80600000.00 40250.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 0.710 50000000.00 13010.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 1.110 161860000.00 51430.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-11-16 1.104 44000000.00 38387.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-20 1.076 250000000.00 96703.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-06-16 0.794 40000000.00 62028.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 0.660 90300000.00 43498.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 0.754 60000000.00 95022.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 5.500 1468000.00 1354452.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 6.164 80000000.00 78551382.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 6.314 83021690.00 81866587.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 7.500 20593000.00 21807025.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 6.434 50000000.00 49415904.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 6.514 50000000.00 49530701.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 6.549 84660210.00 86883937.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 6.064 25548986.00 24465053.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 6.064 22656692.00 21696791.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 6.712 84019143.00 86554013.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 6.363 156300507.00 158582309.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 6.613 60328379.00 61892411.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 6.695 50000000.00 51509299.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 6.650 50000000.00 51403775.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 6.315 100000000.00 101798900.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 7.061 33162715.00 34494872.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 6.561 21391519.00 22157406.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 7.062 28556891.00 29704242.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 6.563 50000000.00 51192190.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 1.260 258300000.00 502908.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-20 1.170 113054981.00 47874.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 1.010 102500000.00 83301.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-20 0.890 50000000.00 119824.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 6.000 229297083.00 137221.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-07-20 0.660 48726503.00 115327.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-20 0.560 50000000.00 78783.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-16 1.154 64972949.00 74857.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-16 0.674 38063784.00 128134.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 0.110 92350000.00 489076.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-16 0.104 50000000.00 255602.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 4.000 23970000.00 718610.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-16 0.354 157025072.00 195347.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-20 1.110 17149033.00 169198.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-20 0.560 15945911.00 126648.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-16 1.154 12538194.00 58669.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-20 0.810 238276991.00 783117.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 4.000 24315620.00 77339.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-20 1.030 150000000.00 663018.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 1.104 23068000.00 57092.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 0.554 44840000.00 59805.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-20 5.000 85000000.00 680976.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-11-16 0.804 63076745.00 117781.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-20 1.060 15900000.00 58561.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-16 0.604 52834340.00 91199.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-20 0.490 34433750.00 140813.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-20 1.160 76000000.00 85667.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-20 0.610 62417102.00 388831.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-16 0.504 27196000.00 173348.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-16 1.104 76318500.00 575925.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-20 1.160 45697200.00 218785.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-20 1.160 19416000.00 107914.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-20 1.210 129491000.00 543607.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-16 0.504 17000000.00 117932.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-16 0.654 25000000.00 190872.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-16 0.000 15000000.00 922750.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-16 0.654 68100000.00 372702.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-20 5.750 16441321.00 268528.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-20 0.660 13061200.00 86525.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-20 0.660 6000000.00 66851.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-20 1.260 8785000.00 134686.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-20 0.660 18570000.00 174868.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-16 0.654 30430320.00 165707.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-20 1.160 115593750.00 813902.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-02-20 3.500 18921428.00 24932.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-20 1.210 13336859.00 97226.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-20 1.210 42925000.00 586429.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-20 0.610 28656548.00 178165.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-20 5.000 21703095.00 281307.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-16 0.654 32671801.00 126786.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-16 1.254 18250000.00 192968.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-20 4.000 18000000.00 337390.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-16 4.500 9676333.00 116209.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-20 2.500 40332084.00 104867.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-20 0.660 15000000.00 128937.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-16 0.104 35091627.00 100315.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-16 0.704 22530812.00 75899.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-20 0.790 37714285.00 220943.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-20 0.710 23510693.00 18808.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-20 3.500 6662768.00 74166.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-20 1.260 17901716.00 106622.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 0.710 136303380.00 671863.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.700 43000000.00 560917.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 5.000 4900000.00 173319.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.110 132000000.00 613498.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-16 0.104 33000000.00 203710.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.110 43369209.00 85211.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 5.000 14700000.00 101963.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-20 3.500 8351857.00 299906.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-20 4.500 6833711.00 67099.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-20 0.760 28603895.00 75194.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-16 0.704 26500000.00 303846.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-20 0.660 2750000.00 23921.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.760 73333333.00 395817.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.760 17272370.00 69594.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-20 0.810 15000000.00 8528.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-20 0.710 64075000.00 393438.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.810 29000000.00 229749.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-16 0.754 27708066.00 46468.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.160 68045228.00 569801.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.710 36206662.00 120888.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-16 0.654 37514550.00 220555.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-16 0.104 66782668.00 256904.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-20 0.710 37269289.00 101874.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-20 0.160 46718608.00 131353.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 1.310 85277575.00 775678.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 5.500 34904033.00 467055.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-20 0.760 215529899.00 787932.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 0.754 25000000.00 155367.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 0.754 24713912.00 207279.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-16 0.654 49000000.00 263836.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-20 4.500 13017055.00 190803.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-20 0.660 54035286.00 531853.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-20 0.160 30000000.00 217342.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-20 0.760 27092277.00 139107.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-20 0.760 41322633.00 169108.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-16 4.500 5285713.00 93426.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.160 34400000.00 365925.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 1.686 22894670.00 102233.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-20 5.000 9261106.00 147212.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.710 28571428.00 584380.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.280 43805827.00 186117.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 4.000 31981561.00 2165581.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 27754500.00 2068833.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 12500000.00 1312931.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 5822370.00 620452.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 22800000.00 2434168.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 44477600.00 4574913.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 4346000.00 559832.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 3.500 18571428.00 91795.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 0.810 26477206.00 354708.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.280 35000000.00 150023.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-11-20 0.160 9500000.00 109186.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-20 0.760 39093773.00 163893.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2029-09-20 3.500 18000000.00 103797.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-16 0.154 66231125.00 492077.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-20 1.180 14361249.00 37964.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 0.160 63760190.00 662102.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-12-20 0.760 29461770.00 175126.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 4.000 9328677.00 124699.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 6.000 38029926.00 871013.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-20 0.160 19626700.00 174563.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-20 3.500 15629051.00 313578.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 17923000.00 417916.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-20 0.810 4200671.00 111934.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 0.760 32230011.00 325494.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 1.160 27887049.00 108372.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 0.455 16708873.00 45758.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 15518366.00 167064.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-20 0.455 16748033.00 51720.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 6.000 35697123.00 937859.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-20 7.000 29089813.00 683670.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-20 3.500 28571428.00 126572.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 4.000 9588250.00 128228.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 3.500 30000000.00 231550.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-16 4.000 12402000.00 68719.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.660 2398536.00 27049.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.660 34187896.00 580922.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.455 17141698.00 57998.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 1.310 27730074.00 500230.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-20 5.000 15644305.00 69316.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.240 44885490.00 290689.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.200 30193362.00 202021.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.455 17474886.00 93243.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.710 2436135.00 34447.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.210 36225000.00 393233.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.455 17548852.00 105819.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-20 4.500 7165270.00 116502.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 3.500 5350984.00 68444.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-20 0.560 36853079.00 300049.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.000 16849250.00 304243.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 4.000 56071519.00 259971.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.000 9625875.00 189674.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-16 5.000 18322189.00 206134.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 3.500 7142857.00 406532.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-16 5.500 19473899.00 909223.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 0.810 39948442.00 1705106.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 4.000 10625000.00 335418.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-20 0.660 19781353.00 430204.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 3.500 19800000.00 1178428.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-16 0.455 13253848.00 261194.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.810 56350717.00 979962.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-16 5.000 26428870.00 982808.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 0.660 26601199.00 691012.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-20 3.479 32325751.00 747368.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 4.000 10298210.00 335777.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-20 0.760 22186064.00 403156.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-16 0.804 52958685.00 878149.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 0.760 8016197.00 198093.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 4.000 6776299.00 342747.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 3.500 9011428.00 107642.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 3.500 43406142.00 371702.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-20 0.000 51789000.00 119598.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-01-16 1.004 119998372.00 5952251.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-04-16 1.165 124963776.00 8117567.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-02-16 0.680 100000000.00 4687284.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-06-16 0.817 100000000.00 4869701.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2061-01-16 1.048 65000000.00 4228849.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-16 5.500 8003236.00 78815.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-20 0.660 53277272.00 746180.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 0.154 36566799.00 306712.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-20 0.660 100224619.00 2638794.87 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 4775000000.00 4775000000.00 0.0404 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 2043-12-01 4.500 1750000.00 227104.33 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-01 4.500 1000.00 318.25 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-01 4.500 4699088.00 1216610.33 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-07-01 4.000 778995.00 655029.50 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2049-02-01 4.500 5618619.00 1810992.92 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-12-01 5.500 1485048.00 1446657.48 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-04-01 5.500 1355498.00 1312960.88 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-08-01 6.500 1313146.00 1326409.50 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-10-01 7.000 1032199.00 1066912.31 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-01-01 4.000 2545384.00 1234580.17 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-07-01 6.000 1322364.00 1318258.44 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-09-01 5.000 61356116.00 54336807.11 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-05-01 3.000 52680192.00 41350070.97 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-04-01 3.000 44585088.00 35124040.68 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-04-01 2.500 46231680.00 36744411.08 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-12-01 5.500 59849425.00 54390447.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-10-05 0.000 100.00 99.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-11-30 0.000 1200.00 1188.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-01-25 0.000 200.00 196.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-10-12 0.000 100.00 99.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-10-26 0.000 100.00 99.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-11-09 0.000 900.00 894.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2023-12-07 0.000 2300.00 2276.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-02-01 0.000 1400.00 1374.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-11-15 7.500 984600.00 1035396.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-02-15 7.625 526000.00 547051.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-08-15 6.875 232700.00 241787.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-02-15 6.000 503000.00 517720.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-08-15 6.750 8989500.00 9508077.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-11-15 6.500 203400.00 217925.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-02-15 6.625 67900.00 72244.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-08-15 6.375 2083700.00 2216672.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2027-11-15 6.125 521100.00 560040.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-08-15 5.500 125000.00 130142.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-11-15 5.250 66700.00 69656.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-02-15 5.250 958600.00 989081.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-08-15 6.125 5276400.00 5698379.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2030-05-15 6.250 307300.00 341737.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2031-02-15 5.375 1967100.00 2071400.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2025-01-15 2.375 42223700.00 68024116.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2036-02-15 4.500 9163700.00 9166895.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2037-02-15 4.750 877800.00 894975.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2037-05-15 5.000 9125900.00 9615889.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2038-02-15 4.375 24974400.00 24258105.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-01-15 2.500 10669300.00 15381597.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2039-08-15 4.500 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Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-09-05 0.000 1600.00 1521.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-08 0.000 676200.00 663026.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.000 1090100.00 1067752.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 0.000 443000.00 432995.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-07 0.000 3270200.00 3192938.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-03 0.000 19069900.00 19058744.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-14 0.000 134000.00 130698.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-28 0.000 4925000.00 4793364.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-10 0.000 1569900.00 1567367.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-17 0.000 147900.00 147508.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-24 0.000 806000.00 803041.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 0.000 639300.00 636308.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-07 0.000 999900.00 994170.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-14 0.000 4822900.00 4790297.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-21 0.000 234200.00 232368.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-28 0.000 350900.00 347794.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-12 0.000 63900.00 63204.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-19 0.000 460000.00 454498.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-26 0.000 170000.00 167791.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-02 0.000 3324700.00 3277908.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-16 0.000 832900.00 819456.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-23 0.000 7759000.00 7625467.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-21 0.000 165400.00 161149.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 1000.00 860.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 126000.00 104961.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 10000.00 7880.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 28000.00 21803.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.000 5000.00 3683.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 0.000 71000.00 50769.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 11000.00 3929.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-11-15 0.000 11000.00 3695.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-11-15 0.000 2000.00 643.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 0.000 5000.00 1575.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 0.000 4000.00 1110.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-05-15 0.000 4000.00 1101.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-08-15 0.000 4000.00 1092.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-05-15 0.000 5000.00 1338.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 7.500 30700.00 32283.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 6.000 99900.00 102823.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 6.375 700.00 744.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 6.125 500.00 537.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 5.250 76400.00 79786.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 5.250 184200.00 190057.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-04-15 3.875 100.00 203.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-08-15 6.125 100.00 107.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-04-15 3.375 652000.00 1228210.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 2.375 284000.00 457535.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 2.000 8617900.00 13068844.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 2.375 43000.00 65024.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 4.750 8900.00 9074.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-05-15 5.000 900.00 948.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-15 1.750 117100.00 166656.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2038-02-15 4.375 100.00 97.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2038-05-15 4.500 4975000.00 4933636.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 2.500 1618300.00 2333052.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-02-15 3.500 400.00 345.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-05-15 4.250 1200.00 1146.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2039-11-15 4.375 700.00 675.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-02-15 4.625 1300.00 1276.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-02-15 2.125 19300.00 26561.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 4.375 18524.00 17809.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-08-15 3.875 11200.00 9961.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 4.250 900.00 848.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-02-15 4.750 300.00 297.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-05-15 4.375 700.00 669.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-08-15 3.750 400.00 346.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 3.125 499800.00 397372.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-02-15 3.125 100.00 78.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-02-15 0.750 206500.00 211924.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-05-15 3.000 22300.00 17251.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-08-15 2.750 300.00 220.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-11-15 2.750 800.00 590.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-02-15 3.125 700.00 542.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-05-15 2.875 5200.00 3893.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-02-15 3.625 986000.00 821267.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-02-15 1.375 5412600.00 5948402.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-05-15 3.375 915900.00 739912.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-11-15 3.000 80000.00 60398.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-02-15 0.750 255600.00 241366.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2045-05-15 3.000 537900.00 403996.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-02-15 2.500 1000.00 671.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-08-15 2.250 900.00 570.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-02-15 0.875 50000.00 46221.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-05-15 3.000 10100.00 7489.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-08-15 2.750 7500.00 5234.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-02-15 1.000 342800.00 316580.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-05-15 3.125 1300.00 983.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2048-08-15 3.000 2000.00 1462.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-02-15 3.000 300.00 219.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-02-15 1.000 235100.00 211002.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2049-08-15 2.250 499900.00 310825.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 0.250 731000.00 511466.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-05-15 1.125 400.00 230.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 1.875 100.00 55.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-02-15 0.125 3766800.00 2460259.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2051-11-15 1.875 3559300.00 1998024.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 2.000 4700.00 3072.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-02-15 2.250 138500.00 84917.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-05-15 3.250 24100.00 19433.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-08-15 3.375 400.00 324.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-11-15 4.000 497400.00 447526.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2053-02-15 1.500 8473000.00 7214671.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2053-05-15 3.625 5000.00 4187.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2053-08-15 4.125 19384000.00 17619167.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 210000.00 208582.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.000 397000.00 388986.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.000 1000000.00 966474.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 1075000.00 1024602.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 0.000 90100.00 82793.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-15 0.375 100.00 115.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 2.125 400.00 390.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 2.250 70100.00 64160.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 2.250 500000.00 487783.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 2.250 499700.00 457924.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 2.125 187800.00 182163.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 2.250 68800.00 66606.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-15 0.500 2458600.00 2812510.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-15 2.750 18100.00 16772.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 2.750 100.00 96.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 2.875 400.00 374.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-15 2.875 4900.00 4533.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-31 2.750 154800.00 148437.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 2.875 12000000.00 12167525.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 3.000 378800.00 368115.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 2.875 6000.00 6058.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-30 2.875 21000.00 21107.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 2.625 99800.00 95396.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-31 2.625 4000000.00 3997204.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 0.875 3136800.00 3532596.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 2.625 434800.00 414004.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-28 2.500 499600.00 472844.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-29 2.375 32100.00 31752.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 2.250 493600.00 468272.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.250 3000.00 2971.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-30 2.375 302000.00 286393.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 2.375 2500.00 2239.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 1300.00 1219.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-30 1.750 732000.00 715008.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-15 0.250 183400.00 195536.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 2.750 1869100.00 1856264.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 2.375 4600.00 4489.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 0.250 1135400.00 1410471.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 2.000 400.00 383.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 1600.00 1523.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 5160600.00 6321088.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-15 1.625 462500.00 428061.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-09-30 1.375 50700.00 51029.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 2.000 6800.00 6297.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 2.250 5000000.00 4965042.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-15 2.250 487900.00 450971.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 2.750 102400.00 103091.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 2.500 2000.00 1981.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.000 371000.00 366629.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 14726000.00 18193426.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.000 300.00 295.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-15 0.750 4608000.00 5232913.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 2.875 239000.00 230624.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.250 394600.00 380036.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 1.750 1000.00 960.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-15 0.125 13757100.00 14263297.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 1.375 200.00 190.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-15 1.500 22000.00 18240.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 0.375 97100.00 90100.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 0.500 25100.00 21658.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.625 43300.00 33533.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 0.250 9900.00 9128.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-06-30 0.500 34500.00 29549.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 0.250 35800.00 32764.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-31 0.500 494000.00 419934.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 0.250 200.00 182.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-15 0.125 1710000.00 1707008.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-15 0.125 2000000.00 2234227.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.250 11000.00 10937.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 0.625 21800.00 18497.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 0.375 400.00 362.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-12-15 0.125 100.00 98.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-15 0.125 32700.00 32202.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-01-15 0.125 13350000.00 13420931.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 0.375 305700.00 275090.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-15 0.375 390700.00 380792.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 5211100.00 5052313.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-08-15 1.250 200.00 156.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-10-31 5.437 100000.00 100900.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.750 371000.00 353234.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-30 1.500 1000.00 860.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-15 1.000 200.00 190.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-15 1.125 800.00 759.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 5.387 503700.00 508169.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-01-31 0.875 29100.00 28697.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-01-15 0.125 100.00 92.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 1.875 255000.00 207261.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 1.500 365000.00 347138.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-28 1.875 3300.00 2865.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.875 100.00 91.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 3.000 200.00 193.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-07-31 2.625 400.00 359.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 5.439 556000.00 560989.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 3.125 974700.00 943471.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 3.250 535000.00 525545.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-09-30 4.250 4000.00 4036.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-15 4.250 24000.00 24074.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 4.375 18900.00 19024.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-10-15 1.625 1982000.00 2001401.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-10-31 4.000 686200.00 672635.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 4.500 500.00 502.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 4.500 1770000.00 1777662.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-30 3.875 240800.00 233444.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-15 4.000 100.00 99.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 3.875 373700.00 365281.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 4.250 100.00 99.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-01-31 3.500 1700.00 1629.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 4.000 100.00 98.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-02-15 3.500 2854000.00 2626053.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-28 4.000 331300.00 319998.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-03-31 3.625 100.00 95.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 3.875 1301200.00 1299897.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-15 3.750 197400.00 195218.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-04-30 3.500 300.00 284.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-30 3.500 4282800.00 4138283.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 4.250 2800.00 2796.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 3.625 19800.00 19187.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-15 4.500 1762000.00 1760614.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-07-15 1.375 3826700.00 3576617.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-07-31 4.000 6386200.00 6182363.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 5.527 20000000.00 20163283.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 3.875 1024000.00 970615.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-31 4.375 5171000.00 5130022.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-15 4.625 234500.00 233574.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-08-15 0.000 75000.00 51847.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 10000.00 6574.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 564.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.000 9999.95 7159.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 0.000 16389.72 11466.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-11-15 0.000 100000.00 61712.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 14000.00 8417.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2023-11-15 0.000 6865.31 6819.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-02-15 0.000 48000.00 47049.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.000 397371.58 384424.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 500000.00 470990.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 39000.00 36288.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 0.000 5000.00 4443.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 0.000 45000.44 38725.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 0.000 20000.00 16837.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 9222.60 7679.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-15 0.000 15000.00 12348.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 28000.00 22039.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 126.36 98.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-08-15 0.000 0.10 0.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 0.000 5000.00 3843.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.000 37087.76 27175.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.000 39899.58 28887.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-11-15 0.000 2000.00 523.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-08-15 0.000 39969.50 16907.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 0.000 412.12 171.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 0.000 10000.00 3946.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-08-15 0.000 207.84 75.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 345.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 4000.00 1081.49 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1 2023-10-02 2023-10-02 2023-10-02 N N N 0.0530 300000000.00 300000000.00 0.0025 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+ 2023-10-02 2024-10-31 2024-10-31 N N N 0.0559 1032215404.66 1032215404.66 0.0087 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+ 2023-10-02 2024-07-31 2024-07-31 N N N 0.0547 2621279757.43 2621279757.43 0.0222 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+ 2023-10-02 2024-04-30 2024-04-30 N N N 0.0537 2299348663.00 2299348663.00 0.0194 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+ 2023-10-02 2025-01-31 2025-01-31 N N N 0.0560 1164780680.93 1164780680.93 0.0098 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+ 2023-10-02 2025-04-30 2025-04-30 N N N 0.0557 50025152.50 50025152.50 0.0004 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+ 2023-10-02 2023-10-31 2023-10-31 N N N 0.0544 900014832.00 900014832.00 0.0076 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CHS3 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2023-10-02 2025-07-31 2025-07-31 N N N 0.0554 867296746.40 867296746.40 0.0073 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912797GN1 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-02-15 2024-02-15 2024-02-15 N N N 0.0540 195998388.00 195998388.00 0.0017 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2023-10-05 /S/Robert Svagna Robert Svagna Treasury Manager