N-MFP2 0000740766 XXXXXXXX 2024-03-28 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 48 104 95042435289.30 96768339410.22 92774074495.67 94904769279.61 100012628628.26 97720498789.75 99549517549.00 95039831581.81 97169680212.08 103217095278.05 0.8008 0.8063 0.7936 0.8024 0.8293 0.8234 0.8295 0.8129 0.8216 0.8559 2717725648.57 117514448678.25 117518879598.99 358456434.58 1765799551.20 118829262130.94 118830579656.00 1.0000 0.0537 1.0000 1.0000 0.9999 1.0000 1.0000 C000000287 10000000.00 80136755545.97 80137791964.40 1.0000 1.0000 0.9999 1.0000 1.0000 2140374474.40 5071849948.03 12201707769.72 11416454632.41 11544078505.08 14634421238.89 10799052807.00 9737371272.38 7695297452.16 7517484847.55 44380511008.36 48377581939.26 0.0520 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. 2,730,177.27 C000000286 10000000.00 11657953627.33 11658014849.44 1.0000 1.0000 0.9999 1.0000 1.0000 99953822.90 88735867.06 647854791.12 395740890.53 277011858.92 297264123.16 316806715.04 245065015.97 814032130.79 288792779.60 2155659318.77 1315598676.32 0.0495 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. 377,473.57 C000000288 10000000.00 2873622410.16 2873689635.28 1.0000 1.0000 0.9999 1.0000 1.0000 74639025.23 32485992.60 146750683.69 206364802.80 234644880.11 155827827.96 202943871.50 197488664.95 246200934.75 182185816.44 905179395.28 774353104.75 0.0510 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. 94,974.95 C000000289 10000000.00 3055554641.37 3055580172.07 1.0000 1.0000 0.9999 1.0000 1.0000 11305288.94 39540907.69 199816827.92 352007065.69 1024896009.52 1049530202.72 174968413.98 105643898.04 160569705.54 98757276.25 1571556245.90 1645479350.39 0.0480 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. 102,672.68 C000223301 1000.00 6597523487.54 6597575286.96 1.0000 1.0000 0.9999 1.0000 1.0000 69501999.81 2352331.35 147822799.34 127053009.51 35172032.46 115050507.24 155874026.92 153757535.71 155616647.34 74355137.93 563987505.87 472568521.74 0.0440 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. 221,757.32 C000223302 2500.00 7974420635.41 7974458221.25 1.0000 1.0000 0.9999 1.0000 1.0000 73052821.06 62884243.03 233238334.02 236546653.95 259149569.08 172571650.52 281530705.65 154257467.06 276459461.06 293366880.88 1123430890.87 919626895.44 0.0495 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. 267,135.70 C000233952 50000000.00 5772017680.90 5772052887.07 1.0000 1.0000 0.9999 1.0000 1.0000 264825668.97 399359139.47 1173573996.55 954896914.12 821878479.04 1260717753.12 1220828309.09 1017492600.05 425727472.74 118299675.97 3906833926.39 3750766082.73 0.0520 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. 192,050.16 C000243326 50000000.00 761414102.26 761416639.53 1.0000 1.0000 0.9999 1.0000 1.0000 2632402.99 0.00 132837207.82 4648825.64 331600.22 10739903.38 50427068.60 52369293.11 51491068.14 278541879.78 237719347.77 346299901.91 0.0520 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. 32,146.08 ABN AMRO BANK NV ABN AMRO BANK NV BYM4GPQZ5 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) 2040-11-15 1.375 50498961.17 32655648.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 1.875 53298109.41 37202797.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 0.500 47569027.64 42399972.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-09-30 0.375 48471524.11 42399993.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 47799297.05 42399983.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-31 1.000 48511118.23 42399975.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.250 33361972.35 30841649.07 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 265000000.00 265000000.00 0.0022 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM4GPR01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-12-01 3.000 1.00 0.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 52594124.00 27062451.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 3.000 69179232.00 53619025.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 72711019.00 66031441.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 31888880.00 30748291.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 593000.00 571686.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.500 22659850.00 22458744.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.000 11514806.00 11741843.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 3.000 5335578.00 3442734.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-11-01 2.500 30575563.00 21520106.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 52954888.00 53274596.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-01 5.000 2469180.00 15514.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 4.000 134461005.00 38069863.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-05-01 4.000 25947101.00 5530763.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-02-01 4.500 28123242.00 5791121.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.000 36127216.00 7268339.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-05-01 4.000 2914296.00 1282686.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 4.500 49993000.00 11580630.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-08-01 2.500 56424000.00 39908808.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-11-01 3.000 43611356.00 31100031.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 17471965.00 13003234.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-03-01 3.000 59942842.00 45362231.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.500 53921140.00 43521418.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 45093370.00 41102539.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 1614857.00 1366945.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-01-01 2.000 19.00 9.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-05-01 2.000 12.00 8.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 3.000 99993000.00 74729381.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 4.500 19993000.00 17175386.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 75413390.00 67341688.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 18845000.00 16653772.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 8814726.00 8624695.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 3.000 10.00 8.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 4.500 21.00 1.51 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0531 745000000.00 745000000.00 0.0063 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM4GU793 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) 2029-11-15 1.750 7479000.00 6640075.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-08-01 3.500 1008.00 102.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-04-01 5.000 1000.00 30.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-05-01 5.000 2000.00 66.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-07-01 5.000 1000.00 57.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-12-01 3.000 1008.00 201.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-01-01 2.000 2000.00 1389.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 1024.00 526.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-12-01 4.000 124552.00 53265.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-05-01 2.000 1000.00 670.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 2.500 1000.00 763.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 3.000 1024.00 793.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.000 2000.00 1546.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 2048.00 1859.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.000 1024.00 938.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 6.000 2048.00 1973.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 4.500 1000.00 884.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.500 1000.00 784.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 1000.00 964.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 1000.00 815.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 3.500 25999.00 22174.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 4.500 2048.00 1898.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 4.500 2000.00 1770.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 2000.00 1928.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 1000.00 963.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-02-01 4.500 2016.00 1859.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 2000.00 1871.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-03-01 2.000 1008.00 764.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 4.000 2000.00 1784.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.500 2024.00 2006.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.000 1008.00 1027.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 3.000 1008.00 868.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 3.000 2000.00 1719.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 2016.00 1934.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 3.500 6453096.00 5821152.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-03-01 2.000 1008.00 815.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 6.500 2048.00 2119.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 4.000 2048.00 1955.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-07-01 2.500 2000.00 789.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 1000.00 940.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-12-01 2.000 1000.00 589.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-03-01 2.500 2000.00 1091.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 2.000 1000.00 667.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 3.000 1000.00 733.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 2.000 2000.00 1374.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 3.000 2000.00 1290.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-11-01 2.500 2048.00 1441.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 3.500 2000.00 1615.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 3.000 1000.00 793.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 4.500 1000.00 863.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 4.500 1008.00 882.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 4.500 2000.00 1812.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 4.500 1000.00 888.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 2048.00 1895.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 4.500 1024.00 941.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.000 531302.00 504422.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 4.500 1008.00 939.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 4.500 1000.00 957.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 2048.00 2010.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 2016.00 1975.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 4.000 1000.00 929.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 3.500 1000.00 887.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 2064.00 2076.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.000 2000.00 1850.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-01 5.000 2396880.00 324528.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-01 5.000 1012190.00 132824.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-01 5.000 1000.00 6.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-07-01 5.000 1000.00 89.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-07-01 5.000 2000.00 363.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 4.500 2048.00 334.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-05-01 4.000 2000.00 482.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-05-01 4.000 1024.00 218.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-05-01 4.000 1024.00 158.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.000 2048.00 412.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.500 2000.00 457.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-05-01 4.000 2000.00 880.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 4.000 2000.00 687.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 4.000 2048.00 684.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.500 1008.00 268.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 4.500 1000.00 231.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-10-01 2.500 2000.00 1014.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-11-01 2.000 292999.00 169317.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-06-01 3.000 1000.00 635.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-08-01 2.500 1000.00 707.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-08-01 2.500 1000.00 707.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-11-01 3.000 1024.00 730.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 3.000 1000.00 684.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 3.000 1000.00 598.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 2.000 1000.00 682.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 2048.00 1524.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-03-01 3.000 1024.00 774.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.500 2048.00 1653.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 4.000 1000.00 856.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 2.500 1000.00 785.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 4.000 2000.00 1409.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 4.000 2000.00 1384.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 3.500 1000.00 826.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 3.500 2000.00 1741.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 3.500 2000.00 1597.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 1000.00 898.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 4.500 2000.00 1859.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1000.00 734.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 3.500 2000.00 1684.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 1040.00 947.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 6.500 2000.00 2040.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 5.000 2000.00 1749.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 5.500 2000.00 1823.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 2002.00 1694.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 1000.00 924.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 2000.00 1873.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 4.500 2000.00 1891.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 2000.00 1874.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 2002.00 2000.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 4.500 2000.00 1907.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1000.00 924.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 7.000 1000.00 940.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 2000.00 1930.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1000.00 885.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1643612.00 1642974.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.000 2000.00 1952.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.500 2000.00 2076.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 5.500 2016.00 1941.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 2008.00 2040.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 2024.00 2007.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 7.000 2000.00 1586.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.500 1000.00 1044.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 5.500 1126936.00 1127019.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.500 1000.00 1029.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 5.000 2000.00 1964.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-09-01 3.000 125999.00 52716.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-12-01 2.000 1000.00 660.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-01-01 2.000 2000.00 1011.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-08-01 2.000 1040.00 699.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-09-01 2.500 1000.00 514.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-01-01 2.000 2000.00 1196.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 3.000 1000.00 592.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-05-01 2.000 1000.00 692.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-06-01 2.000 1000.00 675.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 3.000 2000.00 1494.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.500 1000.00 793.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 4.500 2016.00 1723.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 4.500 2000.00 1718.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.500 1000.00 855.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1040.00 928.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 4.000 2008.00 1758.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1000.00 883.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 2111472.00 2065952.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1000.00 948.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.500 7521312.00 7794919.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 3.000 1000.00 828.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.000 2000.00 1934.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-11-01 2.000 74118919.00 43290493.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-03-01 5.500 2000.00 2022.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-01-01 3.000 1024.00 239.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-04-01 1.500 1024.00 658.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-02-01 2.500 2000.00 1461.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 3.000 2000.00 1571.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-04-01 5.500 2000.00 1799.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-03-01 1.500 2000.00 1188.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-07-01 2.000 1000.00 640.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-06-01 2.000 2048.00 1294.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 4.500 1000.00 72.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-07-01 3.000 596998.00 105646.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.500 1000.00 822.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.500 2000.00 2059.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 6.000 1000.00 1034.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.500 2008.00 2009.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.500 2000.00 2098.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 5.500 2000.00 2025.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 1430882.00 1406233.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 1000.00 984.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.000 1000.00 1026.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-11-01 5.000 120998.00 57752.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-25 3.500 2000.00 1487.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 5677080.00 1472558.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 5.000 2600504.00 289470.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 4.500 3013576.00 570584.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 1080094.00 239739.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-01 4.000 4069504.00 287772.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 4.000 1000.00 181.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 4.500 15178784.00 2641794.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.000 2000.00 1963.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.000 1000.00 981.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 1000.00 1051.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 1000.00 1004.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.000 2079736.00 2001288.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.000 1008.00 915.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 1024700.00 1066443.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 1000.00 1003.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 4.000 5745512.00 501788.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-02-01 3.500 2000.00 586.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-01-01 4.000 1024.00 406.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2057-09-01 3.500 1000.00 404.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 4.000 1120.00 400.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 4.000 195868.00 155964.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.500 6757256.00 2226917.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.000 1000.00 659.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 2000.00 1312.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 1008.00 746.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 1024.00 985.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 5.000 1008.00 892.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.000 1000.00 728.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.500 1000.00 853.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 3.500 1000.00 790.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 7.000 1721502.00 1563752.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.500 1000.00 907.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 1000.00 767.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 3101516.00 2364748.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 1008.00 937.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 6.000 2618300.00 2364729.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 1024.00 943.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 1000.00 939.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 1607200.00 1613599.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 2000.00 1946.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 1000.00 995.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 7.000 1000.00 1030.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 2000.00 1884.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1000.00 994.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 7.000 1000.00 894.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 7.000 1466810.00 1516811.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 1040.00 347.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 1024.00 247.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.500 1906504.00 655926.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 2016.00 419.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.000 1024.00 185.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 2048.00 720.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 2008.00 497.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 4.000 1024.00 236.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 2.500 1000.00 437.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 2024.00 1108.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 1024.00 489.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-01 2.500 1000.00 478.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-10-01 2.500 2000.00 1089.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-01 2.000 1024.00 606.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 2.500 1000.00 582.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 2.000 1000.00 668.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 3.500 2032.00 1336.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 2016.00 1316.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.000 2519552.00 1887228.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 2.500 1024.00 707.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.500 2016.00 1477.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 3.500 2016.00 1321.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.000 2016.00 1502.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.000 1008.00 639.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.500 1024.00 739.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 2.500 6138088.00 4450032.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 1024.00 721.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.000 2048.00 1493.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 1024.00 813.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 1000.00 834.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.500 1000.00 908.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 6.000 1817300.00 1544399.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 1000.00 864.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 2048.00 1938.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 2048.00 1917.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 1120.00 1027.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 2300.00 2151.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 1024.00 932.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 1000.00 912.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 1024.00 968.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 2001.00 1893.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 1024.00 1011.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 6.000 1024.00 1038.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 6.000 2048.00 2039.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 2000.00 2067.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 3.500 1000.00 605.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 3.000 996000.00 424624.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-02-01 2.000 1000.00 540.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 3.500 1024.00 448.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 2.500 95000.00 64083.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 1000.00 689.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 2.000 1000.00 681.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.000 95000.00 66128.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 3.000 794000.00 552054.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.500 1000.00 756.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 4.000 2000.00 1503.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.000 1008.00 783.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 560074.00 499408.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 6.000 2000.00 1740.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 2000.00 1649.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 1024.00 940.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 1008.00 877.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 2048.00 1637.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-05-01 3.500 66000.00 53717.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 4.500 2000.00 1776.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 198336.00 183325.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 2.500 1000.00 800.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 3.500 2000.00 1719.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 2016.00 1807.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 2799284.00 2390885.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.000 2048.00 2032.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 4.000 1024.00 910.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 1024.00 976.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 4.500 279024.00 262893.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 1008.00 1020.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 859085.00 839081.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 2000.00 1851.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 2016.00 1749.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 4.500 312000.00 297017.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 1000.00 978.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 92387200.00 91773614.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 1008.00 1027.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 4.500 2000.00 1907.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 2000.00 2102.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 4.500 2048.00 1939.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 3.500 2801112.00 2552034.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.000 1000.00 1009.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.500 1008.00 922.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 3.000 32347.00 27978.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 6.000 1024.00 183.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 1024.00 897.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.500 1000.00 1025.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.000 2000.00 2025.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-02-20 8.500 1000.00 11.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-11-20 0.000 100000.00 76285.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-01-20 6.000 15832447.00 3199468.06 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0531 200000000.00 200000000.00 0.0017 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM4GU6W3 U.S. Treasury Repurchase Agreement, if 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43509.09 15243.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 6173386.36 2138961.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 172727.27 59292.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 69831.81 23752.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 71104.54 23982.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 92136.36 30815.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 516463.63 171309.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 0.000 38454.54 12686.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 0.000 43454.54 14223.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 35222.72 11412.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 0.000 34731.81 11194.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 52136.36 25903.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 118681.81 37832.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 103863.63 50852.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 126404.54 39921.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 18881.81 9121.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.000 55218.18 17317.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 173140.90 82497.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 0.000 11154.54 3468.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 39454.54 18596.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 0.000 71718.18 22100.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 139454.54 64866.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-11-15 0.000 183786.36 56260.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 27500.00 12637.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.000 149527.27 45466.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 119045.45 53979.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-05-15 0.000 52190.90 15774.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 76363.63 34257.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-08-15 0.000 97700.00 29331.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 227.27 100.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-11-15 0.000 45045.45 13583.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-02-15 0.000 83309.09 24713.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 136818.18 59382.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-05-15 0.000 97031.81 28578.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 68181.81 29217.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-08-15 0.000 40559.09 11896.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-11-15 0.000 44090.90 13007.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2054-02-15 0.000 45454.54 13138.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 7.500 800627.27 835683.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 7.625 138372.72 142858.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 6.875 212118.18 220104.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 6.000 30236.36 31252.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 6.750 39477.27 41757.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 23472.72 25253.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 6.375 83322.72 89145.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 6.125 348186.36 376884.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 3159.09 6497.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 5.250 23377.27 24809.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 5.250 700.00 736.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 1006995.45 2096584.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 6.125 30954.54 33967.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 6.250 49295.45 55729.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 5.375 24459.09 26444.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 101959.09 198634.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 405022.72 665088.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 2.000 3818.18 5926.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 4.500 180881.81 189276.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 61245.45 94800.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 5.000 66818.18 73948.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-15 1.750 305600.00 447622.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 4.375 268900.00 276008.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 4.500 99704.54 104668.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 2.500 441445.45 654274.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 4.250 343268.18 348627.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 4.500 583127.27 601834.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 242850.00 351613.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 403672.72 383578.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 2.125 1113263.63 1591271.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.375 1168.18 1187.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 3.750 932695.45 864901.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 3.125 647045.45 552453.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.125 18850.00 15887.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 57481.81 62610.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.000 152422.72 126772.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 2.750 268004.54 211680.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 47177.27 37487.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 149681.81 154120.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 2.875 964963.63 778790.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 33422.72 30774.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 1012663.63 905123.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 473227.27 549438.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 3.125 4722.72 3895.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 3.000 820095.45 667412.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 311763.63 313227.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 454286.36 356197.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 3.000 750.00 605.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 2.500 655454.54 477200.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 391840.90 408697.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 2.500 244500.00 179130.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 231022.72 159160.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 2.875 1046954.54 820120.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 3.000 837877.27 663929.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 752604.54 742413.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 141081.81 106338.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 2.750 398740.90 302821.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 157336.36 155090.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 348286.36 273879.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 150054.54 144186.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 584468.18 442692.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 1068963.63 553838.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 1.625 70786.36 40552.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 1.375 158040.90 102688.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.125 4504.54 3190.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 1.875 472531.81 331211.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 2.000 935895.45 584162.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 1.750 63459.09 43055.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-11-15 1.875 912450.00 554944.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.125 731645.45 477077.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-05-15 2.875 231.81 178.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.375 182254.54 158562.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-02-15 1.500 1627213.63 1478603.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-05-15 3.625 45.45 40.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-11-15 4.750 42945.45 46738.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2054-02-15 2.125 200313.63 204234.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 4.500 363.63 368.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 6045.45 5480.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 45000.00 38811.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 29090.90 24643.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 15227.27 12752.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 45000.00 40388.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 42045.45 37371.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 41818.18 36825.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 7000.00 6097.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 101068.18 100395.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 219463.63 215046.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 56818.18 54968.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 43681.81 41759.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 70727.27 66829.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 46581.81 43535.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 146500.00 135500.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 31363.63 26007.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 45000.00 37057.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 66000.00 53774.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 0.000 54.54 44.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 11318.18 9066.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 26636.36 20635.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 21681.81 16602.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 43181.81 32787.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 51590.90 35709.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 27272.72 18497.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 0.000 1180363.63 863371.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 3097469.68 2216038.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 2947136.54 2062176.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 2669033.31 1827153.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 506600.00 338965.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 57106.04 37488.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-08-15 0.000 64409.09 41317.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 69818.18 43785.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 22227.27 13622.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 38363.63 22981.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-08-15 0.000 9095.45 5326.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 18227.27 10409.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 66681.81 50374.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 1793231.81 1326111.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 1428204.54 1033564.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 0.000 962681.81 681423.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 0.000 4104477.27 2842473.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 0.000 345386.36 233917.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-11-15 0.000 93681.81 62182.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 74681.81 48485.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 412081.81 261438.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 300.00 298.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 2112286.36 2072148.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 1432009.09 1388020.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 1219250.00 1165835.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 71745.45 67887.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 30954.54 28967.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 724772.72 671829.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 1990636.36 1826866.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 113186.36 102874.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 1008752.27 906375.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 600177.27 534177.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 2973790.90 2622119.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 1265000.00 1103355.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 2005709.09 1732152.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 2264904.54 1935933.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 1380440.90 1168609.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 2483522.72 2062371.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 1135636.36 952085.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 1096909.09 902281.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-05-15 0.000 4636.36 2875.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 254672.72 154252.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 1626936.36 1324015.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 755181.81 601925.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 0.000 1962045.45 1581475.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 0.000 1376727.27 1084750.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 593500.00 457462.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 0.000 3583378.77 2792749.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 1494000.00 1140087.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 1875869.68 1401831.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 632740.90 374375.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-11-15 0.000 1231495.45 712288.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 4336500.00 2445465.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 1051363.63 585993.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 0.000 941878.77 512522.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-11-15 0.000 1502136.36 446546.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 57545.45 31686.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 488863.63 262530.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 16227.27 8610.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 1507363.63 777862.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.000 1281272.72 380462.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-05-15 0.000 450136.36 132943.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-08-15 0.000 889227.27 261821.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 36154.54 18922.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 415181.81 211293.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 1213772.72 609662.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 29718.18 14731.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-11-15 0.000 368613.63 108607.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-02-15 0.000 1160500.00 338716.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 0.000 15772.72 7717.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-05-15 0.000 167136.36 48471.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-08-15 0.000 28909.09 8358.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 20590.90 9909.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-11-15 0.000 337818.18 96962.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 1936181.81 916226.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 196045.45 91399.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 547227.27 252234.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 341954.54 128916.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 335136.36 152625.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 52409.09 23540.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 66090.90 29221.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 755727.27 330006.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 976668.18 421906.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 445272.72 189840.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 77559.09 32727.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 8090.90 3373.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 158614.86 65395.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 1197940.90 488484.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 248185.54 100120.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 206013.31 81992.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 36727.27 14473.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 162136.36 63136.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 29272.72 11266.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 270787.86 103138.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 470545.45 175311.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 318318.18 117203.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 44281.81 16156.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 324836.36 117068.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 219622.72 78409.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 308018.18 108520.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 52000.00 18152.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 152480.59 52651.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 537481.81 183516.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 435486.36 147357.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 2672.72 894.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 147727.27 48948.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 31163.63 10226.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 121772.72 39614.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 616854.54 198778.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 3303909.09 1054683.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 0.000 2093318.18 662574.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 0.000 107090.90 33653.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 852500.00 265425.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 0.000 7772.72 2404.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 266818.18 81734.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 2256363.63 686708.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.000 5206000.00 1573388.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 0.000 4256227.27 1277672.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 0.000 2896500.00 864199.74 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 100000000.00 100000000.00 0.0008 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA BYM4GPQQ5 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) 2024-06-27 0.000 30575.38 30171.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-05 0.000 30769.23 30329.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-20 0.000 218233.84 215575.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-16 0.000 6076.92 6033.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-13 0.000 538230.76 532224.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-11 0.000 6239.99 6145.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-08 0.000 50830.76 49865.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-05 0.000 215.38 210.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-03 0.000 124615.38 121357.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-25 0.000 2174710.76 2165794.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-09 0.000 55538.46 55196.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-23 0.000 1904879.99 1889307.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-30 0.000 769.23 762.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-06 0.000 1538464.61 1522835.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-02 0.000 30772.30 30749.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-09 0.000 1393.84 1391.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-16 0.000 214830.76 214233.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-18 0.000 3089815.38 3040137.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-25 0.000 461538.46 453655.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-07 0.000 23258.46 23121.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-22 0.000 1846.15 1807.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-29 0.000 155618.46 152210.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-02 0.000 999369.23 985450.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-20 0.000 803184.61 765314.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-09 0.000 4321747.69 4257293.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-16 0.000 27689.23 27248.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 18.46 19.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 6.625 153818.46 164517.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 16209.23 33362.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 19753.84 20885.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 6.250 15372.30 17384.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 56759.99 110627.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 4.750 22276.92 23791.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 4.375 153258.46 156879.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 4.500 25298.46 26474.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 4846.15 4943.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 2.125 24923.07 35510.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.125 42529.23 35722.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.000 9.23 7.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 3.625 1969.23 1753.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 31612.30 31031.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 3.000 20403883.07 16002368.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 455350.76 356458.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 2.000 33.84 21.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 1452.30 747.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 1.875 3.07 1.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 2.375 3.07 2.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 2.000 3710864.61 2626058.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.125 3.07 1.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 2.375 53507.69 39892.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-08-15 4.125 4482584.61 4321120.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 4.375 305138.46 302815.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2054-02-15 4.250 1850486.15 1825733.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 2.125 3292.30 3267.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 2.250 44178.46 43820.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-31 2.250 9938.46 9780.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 2.875 22683.07 21730.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 2.875 3.07 3.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 2.750 17199.99 16751.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-30 3.000 23929.23 23670.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 3.000 19323.07 19045.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 1846.15 1781.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 2.625 6153.84 5981.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 2.250 211941.53 204856.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 2.250 923.07 928.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 2.375 19015.38 18373.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 1.750 137630.76 136912.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-07-15 0.250 67655.38 75258.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 2.375 405941.53 402531.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 2.000 769230.76 742398.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 1.625 307.69 291.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 2.000 2479.99 2349.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 2.500 615.38 618.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.125 3.07 3.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 2.375 153855.38 146304.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.125 582313.84 569033.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-15 0.750 11083.07 13033.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 2.875 18904.61 18514.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 1.750 3310.76 3279.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 61.53 57.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 1.500 3179046.15 3129516.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-31 1.625 892.30 837.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.625 240892.30 225284.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-31 1.750 15153.84 14180.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-31 1.750 30.76 30.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-01-15 0.125 332950.76 361298.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 0.500 126338.46 121114.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 0.500 769.23 685.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-31 0.375 288953.84 253862.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-30 0.250 213187.69 199519.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.875 3841507.69 3124705.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-29 1.125 615384.61 546297.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 1264206.15 1121403.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.375 183535.38 180969.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-31 1.000 18461.53 16135.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 0.750 5076.92 4648.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-15 0.375 1323.07 1293.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-09-30 1.250 11319.99 10013.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-15 0.125 1584615.38 1707113.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-01-15 0.125 307692.30 298997.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 1.875 9230769.23 7821447.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-28 1.875 426756.92 383388.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-03-31 2.500 9230.76 8864.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-03-31 2.250 6769.23 6840.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-31 2.625 1692307.69 1620394.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 3.000 31261.53 30729.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 3.000 2984.61 2974.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-31 2.750 55769.23 53263.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 3.250 2953.84 2935.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-30 4.500 3.07 3.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-15 4.000 763.07 762.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-12-31 3.875 92292.30 91549.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-12-31 3.875 56203.07 55901.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 3.875 16676.92 16579.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 3.875 99686.15 99105.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-01-15 1.125 3.07 2.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 4.000 112443.07 111672.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 1.250 6.15 6.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 4.500 52984.61 53444.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-31 5.000 11498.46 11573.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-15 4.625 765661.53 769544.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-09-30 4.625 19870.76 20781.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-15 4.625 200461.53 205475.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 5.470 15999.99 16137.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 5.000 519999.99 532551.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-10-15 2.375 3149138.46 3280335.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 4.875 314003.07 319727.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-30 4.375 2313.84 2362.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-15 4.375 298.46 301.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-12-31 3.750 7231519.99 7103854.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-12-31 3.750 3327953.84 3291565.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 4.250 36707.69 36813.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 4.000 221.53 220.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-01-31 4.000 3785138.46 3762706.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-01-15 1.750 10120769.23 10059424.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 4.000 326421.53 322776.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 4.125 3071323.07 3064349.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-28 4.625 430799.99 432429.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-03-15 4.250 1910359.99 1907254.43 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 100000000.00 100000000.00 0.0008 N Y Y N - N/A - BNP PARIBAS BNP PARIBAS BYM4GPRR2 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) 2024-07-11 0.000 17000.00 16743.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-23 0.000 108041000.00 107157764.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 7.625 532100.00 549232.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 2.875 5264400.00 4994727.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 2.625 84365800.00 82005173.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-15 0.875 175800.00 205170.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 14782400.00 18226321.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-01-15 0.125 100.00 105.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 0.750 9989600.00 9299643.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-31 1.250 15288100.00 13604852.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 4.625 4699800.00 4738076.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-30 5.000 141534900.00 145479500.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-10-15 2.375 89603900.00 93336898.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-30 4.375 29763600.00 30385799.92 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 500000000.00 500000000.00 0.0042 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM4GU7N2 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) 2032-04-15 3.375 5568900.00 10854029.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 3.750 44088300.00 40747329.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-09-30 3.000 80874000.00 79999840.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 0.250 62510400.00 79999714.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 0.250 191000.00 179810.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-04-30 5.225 11224600.00 11314901.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-03-31 3.625 80479600.00 79999770.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 3.875 44178900.00 44535307.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 1.250 79606800.00 79999861.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 5.000 2317200.00 2373130.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 96444648.37 79996302.92 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0530 500000000.00 500000000.00 0.0042 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM4GU5L8 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) 2024-07-09 0.000 73090000.00 71999935.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 1403400.00 1241580.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 2.750 90918400.00 71999883.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 21000.00 17624.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.875 10647400.00 8660660.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-30 0.625 300900.00 264226.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-31 1.250 80908000.00 71999884.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 4.500 71089200.00 71999847.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-28 4.000 47233000.00 46849159.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-15 4.625 71866400.00 71999915.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 5.470 9296800.00 9376751.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-15 4.375 21315700.00 21558308.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 11251740.57 11032219.11 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0530 450000000.00 450000000.00 0.0038 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM4GPRN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 7847200.00 7007149.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 6710600.00 3951107.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 2.375 22993200.00 15781684.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.000 4491300.00 4494245.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-31 0.250 133190600.00 125387959.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-01-31 0.750 227523200.00 199527482.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 1.125 214704000.00 176501519.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 0.750 92942700.00 86204731.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-31 2.750 51177200.00 48187850.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 4.375 2203800.00 2231862.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-15 3.875 9961500.00 9903517.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-30 3.875 20447500.00 20535423.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-30 3.500 189853600.00 187115326.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-01-15 1.750 196676800.00 195484683.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 0.000 339325090.39 239999885.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 39790510.02 36127395.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 202679255.03 171540222.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 0.000 19997.29 17953.07 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 1500000000.00 1500000000.00 0.0126 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM4GPR76 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 2036-12-01 1.500 4306488.00 2970846.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 3.500 27403776.00 24853933.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 6.000 313590271.00 304580989.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-11-01 4.500 205637000.00 38854222.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2039-07-15 1.216 29392894.00 2986.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 3.500 39693696.00 3319203.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-06-25 4.000 17880352.00 1004773.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 61457344.00 6966883.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-11-25 0.000 6557672.00 4899408.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 4994.00 3652.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-07-20 1.453 50003967.00 1938.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-01-20 1.555 16103000.00 130446.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-09-20 0.556 71393279.00 25203.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 4.500 53675259.00 1861663.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-20 6.000 5708000.00 170756.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-12-20 0.025 47945040.00 1090233.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.882 99999999.00 1627266.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-08-20 0.043 71162624.00 3010649.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 6.000 53736831.00 3141706.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 2.500 66472400.00 6283675.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 64716544.00 5360521.46 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 400000000.00 400000000.00 0.0034 N Y Y N - N/A - CITIGROUP GLOBAL MARKETS CITIGROUP GLOBAL MARKETS BYM4GPRW1 MBNUM2BPBDO7JBLYG310 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) MBNUM2BPBDO7JBLYG310 2024-05-15 2.500 70022200.00 70399990.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2027-06-30 0.500 79503200.00 70399987.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2025-07-31 0.250 74780800.00 70399952.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2028-09-30 1.250 79585100.00 70399987.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2028-10-31 1.375 2032900.00 1804427.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2026-03-15 4.625 70269400.00 70399948.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2028-03-31 3.625 70817700.00 70395475.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2028-10-31 4.875 33800.00 35369.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2028-10-31 4.875 700.00 732.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2028-10-15 2.375 100.00 104.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2029-01-15 2.500 359500.00 533306.84 U.S. Treasuries (including strips) United States 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Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 780.00 640.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-03-01 2.000 105899.82 83402.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 5.000 202129480.80 197579182.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 3.000 4634744.40 3081669.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 2.500 988.25 680.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 1275044.93 1165994.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 32302.92 30112.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed 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Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.500 1540876.74 1517831.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 4.500 759751.20 664805.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 796209.18 799805.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 1006357.56 988844.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.000 2408987.10 2293130.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 4.500 1666823.34 1575627.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 6.500 2959284.89 2858249.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.000 4833932.21 4700193.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 7188558.00 6962811.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 2600332.02 2622996.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 390414.17 381238.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 625729.26 595791.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.500 2500855.50 2590218.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 2.000 25703.34 20342.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 5.500 1682923.32 1684625.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.500 1013173.20 1016372.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.500 986690.64 990924.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.500 10532152.80 10631713.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.500 4502.94 647.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 6.000 1672017.36 1591188.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 2671828.37 2609499.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 834522.00 676389.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 552379.62 559172.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 378834.29 381301.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.500 1229865.00 1235027.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 816441.59 819818.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.500 1641059.16 1650048.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.500 1029388.62 1034189.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.500 3120.00 542.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-01 4.440 27213186.00 26913568.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.500 1719900.00 1202206.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 5.000 814356.66 784891.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.530 7898.28 7476.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 2484382.68 2130482.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 1299242.10 1294961.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Mortgage-Backed Securities 2051-11-01 3.000 44349708.00 32253889.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 780.00 672.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 3.500 897.78 745.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 3.000 872042.34 728188.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.500 938377.44 809530.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.000 1613439.36 1580384.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 231291.84 212518.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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S&P RATING A-1+ 2024-04-01 2024-05-20 2024-05-20 N N N 0.0533 47998552.80 47998552.80 0.0004 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AYRL2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-04-01 2024-07-02 2024-07-02 N N N 0.0533 719990568.00 719990568.00 0.0061 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AYYD2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-04-01 2024-05-16 2024-05-16 N N N 0.0533 199994552.00 199994552.00 0.0017 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130B0HG7 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-04-01 2025-09-19 2025-09-19 N N N 0.0541 292606534.35 292606534.35 0.0025 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3130AXWA2 U.S. Government Agency Debt Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-05-22 2024-12-20 2024-12-20 N N N 0.0550 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Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-08-01 3.500 2050000.00 565827.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-10-01 5.000 43073920.00 5655394.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 11378544.00 10195936.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 32236992.00 29478149.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 6.000 4140728.00 3784962.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.500 74164992.00 75257961.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 2.500 5000000.00 1359747.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.000 4262000.00 4208064.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-08-01 4.500 2690896.00 908554.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-08-01 3.970 3462936.00 2770021.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-03-01 2.770 5000000.00 3814882.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-02-01 3.500 100000000.00 33193414.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-01-01 2.500 7415000.00 3672139.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.000 1017606.00 741019.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 4.000 14218640.00 11602821.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 5.000 2121264.00 1757604.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 5.000 13449136.00 11949760.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 4320000.00 4018573.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 4.500 1551058.00 1455766.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 6.000 1061142.00 1062844.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 6.500 10723296.00 10498165.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1198956.00 1172333.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 4.500 1843896.00 1718054.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 4.500 2174132.00 2058209.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.000 10922288.00 10721467.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 7.000 465136.00 446560.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 7.000 6221912.00 6470583.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 7.000 1162092.00 1204266.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 7.000 1060500.00 1104146.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 7.000 1702578.00 1776215.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 7.000 2198770.00 2109341.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 7.000 4473344.00 4368524.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 7.000 4927552.00 5119491.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.000 10992512.00 11218576.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.500 6061104.00 6049223.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.500 2108556.00 2222739.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.000 9162576.00 9315080.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 4115928.00 4314947.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 1119448.00 1162017.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-08-01 3.000 4402000.00 2153191.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 4.000 4190000.00 3596463.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.500 15230448.00 14204022.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 5.500 5515650.00 5525429.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 1068294.00 1114628.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 5324352.00 5523717.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 6.500 1039234.00 1075023.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 3.879 4000000.00 3672644.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 4.000 1500000.00 220583.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 3.500 15938432.00 2698371.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 4.500 35517568.00 5261545.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-01 4.000 2444000.00 570864.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-01 3.450 1000000.00 834327.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 3.509 6582000.00 6027548.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.750 7750000.00 7212177.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-08-01 3.810 9626000.00 8984816.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 3.529 29421120.00 27772669.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 3.500 24626784.00 3115099.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 1975000.00 397249.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 4.000 300000.00 37273.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.500 5529312.00 1278209.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.000 1660000.00 359676.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-01 4.000 460000.00 41218.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.000 1025000.00 221879.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 4.000 4100000.00 766786.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 1301240.00 1159970.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 10519120.00 10521363.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 2625000.00 2583875.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 5652510.00 5824058.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 7.000 1565600.00 1616886.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 7.000 2936320.00 2537007.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 6.000 1620514.00 1638270.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 7.500 973197.00 1015314.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-04-01 3.500 2000000.00 228291.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 5000000.00 772088.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 1500000.00 132238.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 2.500 5000000.00 1126344.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 2.500 442000.00 109581.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 6500000.00 1784039.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 3377016.00 2680748.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 207970.00 23184.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 2.500 10000000.00 2259072.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-01-01 3.980 15500000.00 14923865.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-06-01 3.890 2000000.00 1910309.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-02-01 3.725 6042536.00 5610583.75 Agency Mortgage-Backed Securities Federal 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 20593856.00 20617777.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.000 77643392.00 68578628.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 4.000 5211680.00 4751145.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 1545000.00 1482733.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 92645504.00 78450518.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.000 254077184.00 201667641.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 53054016.00 44341423.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.000 63591424.00 55292202.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.000 118897920.00 102655614.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 6.000 28860096.00 27911966.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 5632232.00 5230072.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.000 2792472.00 2652010.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.500 46767104.00 38097837.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.500 36686400.00 38102787.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.500 37716288.00 38910435.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 6.500 16458368.00 16135188.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 7.000 13393040.00 13609239.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 89225344.00 90026622.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 69807616.00 70730686.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 141399296.00 143465711.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 2.500 22435920.00 19533282.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 5.500 12377760.00 12349538.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 43204224.00 44365035.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-25 2.500 23597376.00 19004340.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-25 3.500 30971936.00 26875006.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 1569774.00 1591741.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 3087676.00 2509440.34 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 68504704.00 20502775.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 108206800.00 30511746.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.500 845307.00 129476.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 50179264.00 18786966.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.000 6409336.00 619194.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 5.000 400000.00 97620.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 3.500 129000.00 25895.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 455599.00 197247.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.500 7712000.00 1955197.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 3.000 2000000.00 388167.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 2.000 20000000.00 9249976.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 39005504.00 23022651.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.500 174000000.00 100997933.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.500 31223000.00 18737235.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 3.000 3775000.00 2385681.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 3.500 146375.00 91271.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 5.000 1106138.00 257968.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 1.000 33104768.00 20026490.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-03-01 2.500 2000000.00 1232157.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 4.000 9193632.00 6183793.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 3.000 5014648.00 3247909.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 225000.00 144918.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 2.000 138952704.00 90374829.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 2.000 114242720.00 73116950.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 2.000 5200000.00 3536150.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.500 387700000.00 276650989.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 3.500 317173.00 190605.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-25 2.500 5854056.00 4674437.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-25 4.000 13542016.00 12282090.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 5.500 4327232.00 4331898.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 10781088.00 10989232.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 7.000 11233136.00 11646773.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 1541224.00 1555150.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 1324438.00 1337084.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 1370520.00 1424869.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.000 2344880.00 2301856.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 2718580.00 2741094.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 1557080.00 1600618.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 5.500 140758000.00 2891807.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-10-01 6.000 1780000.00 15342.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 5.500 5398472.00 274819.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-05-01 5.000 7500000.00 343692.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-10-01 6.000 10005980.00 493138.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 6.000 3287572.00 178784.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 5.500 289892864.00 6104194.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 238323.00 25654.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 75000.00 18090.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 3.000 88000.00 18624.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-02-01 4.000 1020334.00 23145.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 5.500 1164896.00 32462.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 4.500 400000.00 73176.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 3.500 1100000.00 90453.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-07-01 4.000 1800000.00 205770.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 4.000 2800000.00 378426.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.000 13780000.00 1456720.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 390000.00 76993.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 5914288.00 1163164.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 1300000.00 125638.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 5.000 2223596.00 180290.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-01 2.500 1390000.00 288728.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.000 212230.00 88685.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 50490.00 9116.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.000 107000000.00 72847433.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 4.000 3851472.00 2894628.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 4.000 3135948.00 2377648.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.000 109884160.00 74160327.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 2.000 167983104.00 115070356.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 332000.00 228323.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.000 40251648.00 31899560.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 2.000 10980000.00 8379644.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 7335000.00 5381818.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 297000.00 211008.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 5094032.00 3880865.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 100000.00 75423.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.000 41758300.00 32155296.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 200000.00 159885.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.500 1612930.00 1172637.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 5.500 511000.00 445864.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 12000.00 10547.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 101775.00 87143.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 327387.00 276171.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 128106880.00 106917128.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 39891584.00 34626296.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.500 147651328.00 127733069.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.500 4666864.00 3832554.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.000 1105000.00 958426.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.500 203182848.00 187514152.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 68840000.00 56646137.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.000 386354.00 263079.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 5.000 10281648.00 8976854.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.000 152221184.00 134248457.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 74213632.00 63150980.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 100000.00 91436.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 30000.00 27013.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 4.500 48557520.00 42811984.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 6.000 1029104.00 1035108.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 6.500 2225216.00 2253359.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 229372928.00 209042302.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 7.000 2929316.00 2845328.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 2529052.00 2128428.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.000 25864.00 21752.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 3012028.00 2850696.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 7.000 1046000.00 1106150.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 4.000 13507424.00 12175269.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.500 6255744.00 6384232.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 7.000 1046966.00 1033643.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 6.500 4002656.00 3908772.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 7.000 1051982.00 979351.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.000 100000.00 96168.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 50023168.00 47852013.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.000 15282032.00 14946728.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 29840000.00 29451792.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 5.000 38500000.00 37281436.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.000 34719104.00 35334048.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 7.000 1243914.00 1295412.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 4.500 4272088.00 967712.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 16570000.00 2684158.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 3.000 493000.00 199287.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 550000.00 172783.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 92000.00 21255.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 191800320.00 60561499.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 11400080.00 2930944.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-03-01 3.500 731663.00 174419.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 2.500 410000.00 206691.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 2.500 375000.00 179811.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 2.500 16600000.00 8736403.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.000 2749632.00 1620199.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-01 2.500 4036112.00 2240314.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-01-01 2.000 6000000.00 3498749.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 5.000 63020864.00 28026410.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 1921000.00 852565.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 3.500 1795830.00 803999.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 1.500 75000.00 49375.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 4.000 17946280.00 6058400.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-01 2.000 2025000.00 1215008.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.500 2532208.00 1774277.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 802583552.00 570532484.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-01 3.500 3413000.00 447227.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 5.000 1126990.00 273074.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 2.500 570000.00 256396.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 2.000 200243000.00 115199976.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-05-01 1.500 4000000.00 2164571.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 2.500 531095.00 320058.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 2.500 104968704.00 67486616.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 7.500 271109632.00 267966086.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 7.500 20439760.00 21361266.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 1.500 50000.00 36026.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 3.000 109000.00 78178.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 3.500 404000.00 339524.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 20000000.00 17871426.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.000 73472000.00 65172789.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 16989760.00 15479173.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 10092000.00 9280819.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 33465240.00 31121166.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 4.500 510652.00 481002.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 5.500 46023424.00 44833219.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 6.500 1185206.00 1149182.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.500 497285760.00 485142038.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 6316336.00 2338879.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 354843.00 251045.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 2.500 1195000.00 790490.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 1000000.00 692516.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 775000.00 555886.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.000 1550000.00 1143748.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 84000.00 60992.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.000 553801.00 399730.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 656000.00 486684.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.000 225000.00 176119.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 500000.00 400428.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 3.000 3912292.00 2765081.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.500 90516640.00 77871914.07 Agency Mortgage-Backed Securities Federal National Mortgage 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2.500 4400000.00 3230362.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.500 2137920.00 1771599.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 14772272.00 11820206.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.000 2267352.00 1841916.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.000 74620544.00 63976546.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 6.000 200167.00 161900.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 25344480.00 21815545.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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5.500 32089728.00 320318.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 5.500 114450000.00 2301612.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 4.000 8772768.00 796334.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-01 4.000 5348000.00 627577.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 3500000.00 575800.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 3.500 12000000.00 609249.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.500 274534.00 146660.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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NOMURA SECURITIES INTERNATIONAL INC BYM4GPRE1 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 2043-10-01 5.786 24352900.00 23846594.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-08-01 5.990 3584272.00 3402927.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 6.153 820688.00 792534.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2028-06-01 2.500 2973400.00 262991.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2038-11-15 0.000 16000.00 7978.33 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2024-09-13 2.875 10000.00 9899.47 Agency Mortgage-Backed Securities 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117796.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-02-01 5.000 427090.00 414225.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 19851100.00 17720658.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 132200.00 124521.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 4.500 62922800.00 57847257.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.000 60000.00 55645.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.500 200000.00 191667.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 516243.00 478560.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 4.500 255147.00 230753.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 378596.00 353984.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 100000.00 94707.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 95200.00 91331.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.500 112703232.00 114312975.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.500 113543304.00 113653781.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 4.000 12289200.00 11615985.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-09-01 2.000 1108368.00 582474.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-08-01 3.000 50228403.00 26295326.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.500 1664600.00 874057.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-05-01 3.000 59800.00 31649.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 706546.00 649371.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 60000000.00 55521472.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 7.000 175300.00 162334.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 4.500 5516800.00 5074840.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 52996800.00 49660649.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 4.000 571980.00 533068.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.000 1049691.00 991883.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 4.500 33101000.00 30665436.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 30676273.00 30067363.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.000 14373264.00 13572425.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-05-01 4.500 26084900.00 24022374.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 4.000 266000.00 246145.34 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2032-06-16 4.500 3000.00 3044.95 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2027-12-10 2.500 10000.00 9440.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.000 5673699.00 2951766.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-09-01 2.500 386400.00 275366.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 2.000 25676280.00 18377173.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 4.500 1101208.00 1029790.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 3107821.00 2742882.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.000 1098900.00 991493.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 4.000 2998100.00 2733694.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 4.500 3525800.00 3314624.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 6.000 1007262.00 935695.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 6.000 9762900.00 9141155.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.000 6558611.00 6297528.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 292736.00 273487.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 4.500 2451770.00 2312924.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 6.500 190700.00 179572.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 657000.00 623013.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.000 13864429.00 13374193.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2028-04-15 3.625 1300.00 2675.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 100.00 164.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 142900.00 221322.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-01-15 2.500 38800.00 57558.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-02-15 2.125 300.00 433.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-02-15 2.125 200.00 284.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2041-05-15 4.375 1627100.00 1648897.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 37500.00 40698.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.625 16000.00 16411.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.750 200.00 200.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 400.00 415.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 100.00 98.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 6200.00 6081.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2049-02-15 1.000 129100.00 123425.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 560500.00 421792.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.125 728600.00 512864.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.125 200.00 129.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2042-08-15 3.375 100496200.00 87100481.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2053-02-15 1.500 94500.00 85309.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2054-02-15 2.125 504500.00 511189.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 6.000 991300.00 888067.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 361724.00 333589.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.500 559270.00 522357.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.500 31700.00 30611.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 12321387.00 12455025.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2041-02-01 1.500 500000.00 305771.38 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2037-03-26 3.470 148000.00 131214.54 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2038-08-27 2.339 3000.00 2231.59 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2025-04-01 0.950 177000.00 170798.06 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2025-09-29 0.530 9000.00 8462.47 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2027-10-14 1.149 5000.00 4458.04 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2024-09-26 4.250 1000.00 995.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2025-02-14 1.750 1000.00 973.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2025-02-10 5.495 7000.00 7054.41 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2026-04-20 4.875 4000.00 4100.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2025-10-10 5.125 7000.00 7201.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-03-01 2.500 637900.00 388501.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 2.500 300000.00 229100.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-06-01 2.500 2179908.00 905582.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-07-01 2.500 108000.00 57035.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-10-01 2.500 17728000.00 10731928.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 5.000 4335600.00 4049008.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 5.000 500000.00 455142.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 5.000 71172800.00 63750358.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 380000.00 354303.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.500 77000.00 71245.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.000 985400.00 916054.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.000 65728331.00 61648557.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 4.500 17776900.00 16438876.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 6.000 871962.00 800057.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.500 17356605.00 16863593.92 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2036-04-01 5.980 2000.00 2290.76 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2038-01-15 6.150 5000.00 5791.69 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2036-04-01 5.879 1731000.00 1975110.81 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2056-04-01 5.375 10000.00 10960.91 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2038-06-15 5.500 2000.00 2169.49 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2042-12-15 3.500 2000.00 1683.96 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2024-09-15 2.875 2000.00 1978.44 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2065-09-15 4.250 10000.00 8716.69 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2052-09-15 4.250 655000.00 584092.79 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2034-09-15 0.000 16000.00 9532.31 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2035-03-15 0.000 2000.00 1170.79 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2038-01-15 0.000 13000.00 6474.90 Agency Mortgage-Backed Securities Tennessee Valley Authority-Agency Debentures and Agency Strips 2039-09-15 0.000 3000.00 1355.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-07-01 5.500 258000.00 230864.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-12-01 5.000 73913.00 52731.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-02-01 4.000 11433100.00 10422469.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.500 1520745.00 1543978.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 4.500 1170600.00 1121995.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2029-09-15 6.750 70000.00 78376.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-03-15 0.000 5000.00 3652.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-03-15 0.000 9000.00 6574.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-01-15 0.000 4000.00 2940.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2031-07-15 0.000 10000.00 7168.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2039-02-18 6.000 200000.00 200910.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2030-01-15 0.000 27000.00 20794.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2030-11-15 0.000 3000.00 2226.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-07-15 0.000 18000.00 9472.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2029-05-15 6.250 6000.00 6681.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2030-05-15 7.250 8000.00 9486.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2034-01-15 0.000 79000.00 50625.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2037-07-15 0.000 1000.00 526.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2025-08-25 0.375 9000.00 8463.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2027-10-08 0.750 5000.00 4432.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2026-04-24 2.125 21000.00 20171.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2028-03-23 0.000 3000.00 2506.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2033-10-03 0.000 34000.00 22045.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-01 3.690 5298200.00 5033838.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-05-01 4.434 21238294.00 1872361.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 5.588 17650000.00 2344611.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-01 5.767 5700000.00 691554.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-10-01 2.470 16639680.00 15726669.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-02-01 2.970 119385100.00 113790773.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-04-01 3.230 37000000.00 33283741.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-07-01 3.040 52060000.00 48221004.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-07-01 2.940 26930000.00 24435240.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 3.060 36670000.00 33393224.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-06-01 2.850 40000000.00 36783746.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-07-01 2.940 43700000.00 39618419.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 4.000 5192100.00 981007.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 1303419.00 1180853.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 4.000 1084418.00 1007835.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 2329640.00 2172653.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2055-02-01 3.000 118000.00 72178.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 4.000 30621757.00 4425447.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-04-01 3.919 998600.00 902949.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 2.960 2962500.00 2180899.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-01 2.240 241400.00 161707.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.500 600000.00 426525.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.500 400000.00 284964.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.710 44700278.00 41257697.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 5.500 1064684.00 563756.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 2.000 1850000.00 981122.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-01 2.310 4417000.00 3125480.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-01 2.265 15475000.00 10872235.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-12-01 2.410 9714463.00 6960670.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.720 8029000.00 7391781.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 4.059 16853000.00 16040196.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 3.899 8564000.00 8051915.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.759 1901500.00 1757609.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-05-01 4.860 12848700.00 12925166.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 3.000 23587488.00 16745269.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 2.500 238000.00 169766.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.500 1487305.00 908830.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 2385000.00 1696416.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 1104323.00 1055698.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 4.500 1167550.00 1118506.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 176703.00 152776.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 12451645.00 11555432.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.500 7897692.00 6925246.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 4.500 1575757.00 1441379.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.000 2603713.00 2519739.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 21021494.00 19606404.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 1008700.00 978830.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.000 825963.00 800842.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 4.500 1017497.00 958678.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 3229200.00 3097107.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 6281189.00 5759068.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 2438232.00 2312261.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 1232500.00 1167957.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 5884859.00 5704393.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 10545418.00 9447382.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.500 1953400.00 1756754.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 11879521.00 11091306.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 36318078.00 34468276.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 3141982.00 2963800.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-12-01 4.849 10318000.00 10413223.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 4.629 18187000.00 17870318.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 101629076.00 54157255.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 2.500 1839886.00 976833.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 2.500 1999000.00 1062794.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 2.500 175000.00 123960.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.500 1034400.00 965931.10 Agency Mortgage-Backed Securities Federal 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2048-05-15 3.125 377300.00 305589.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 3.000 2085700.00 1630801.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 8376000.00 4311643.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 1.875 31876200.00 22250016.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 2.000 548800.00 388367.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 2.250 12448900.00 8201411.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 2.375 526400.00 392451.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-02-15 3.625 55800.00 49137.07 U.S. Treasuries (including strips) United 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17656200.00 21089145.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 1.375 121700.00 118239.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 0.500 98126000.00 87463207.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.625 15744900.00 12763143.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-31 0.375 8982000.00 7891200.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 0.375 707100.00 656757.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 0.750 28114800.00 26172981.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 0.750 20849000.00 19337532.04 U.S. Treasuries (including strips) United States 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6444700.00 6217903.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-06-30 3.250 3057100.00 2943183.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 3.000 20600600.00 20250028.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 5.337 12280500.00 12382407.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 4.375 21041900.00 21309840.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 4.125 11385700.00 11490829.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-01-31 3.500 20761200.00 20113466.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-01-15 1.125 6116200.00 5952055.99 U.S. Treasuries (including strips) United 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(including strips) ES7IP3U3RHIGC71XBU11 2030-07-15 0.125 23690700.00 25661652.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-01-15 0.125 8526000.00 8983330.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-07-15 0.125 31306600.00 31871954.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-07-31 0.625 142400.00 130354.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-11-15 1.375 4136900.00 3402322.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-10-15 1.625 20159800.00 20947748.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2033-07-15 1.375 3136300.00 3064373.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2033-08-15 3.875 329200.00 322185.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-10-31 5.000 1001000.00 1025161.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-10-31 4.875 96600.00 101085.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-11-30 4.375 41188500.00 42049534.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-01-31 4.000 368000.00 365819.13 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-01 7.000 42425.00 43940.66 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 250000000.00 250000000.00 0.0021 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA BYM4GPRF8 ES7IP3U3RHIGC71XBU11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.180 89547489.00 2888657.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 4.000 56461446.00 8778322.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.830 25000000.00 1473650.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 1.630 50000000.00 4764780.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 4.000 50000000.00 8923800.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-20 0.730 51000000.00 1403916.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.000 11296161.00 1747085.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.000 399000.00 275753.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-20 3.246 27838829.00 23510672.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 6.439 50000000.00 48698425.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 6.519 50000000.00 48822127.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-11-20 1.030 74999996.00 2426728.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.280 11391018.00 686413.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.380 91991454.00 2040964.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized 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100000000.00 2320146.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.930 44733204.00 5270140.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-11-20 0.000 200000000.00 3140767.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.930 23621587.00 2748689.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.930 20731279.00 2403284.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 1.330 107116847.00 3570142.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.000 13461539.00 10063972.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.000 10492308.00 7844157.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.000 13846154.00 10351513.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 0.430 81284907.00 4088046.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 2.500 23530790.00 3145282.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.380 13934168.00 807078.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-11-20 0.680 100000000.00 2505538.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-11-20 1.010 100000000.00 5217208.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-03-20 3.500 8936000.00 1160421.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-20 6.669 25000000.00 25088509.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-20 6.469 50000000.00 49955412.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-20 0.730 50000000.00 1867329.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-03-20 6.000 13000000.00 2138305.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 4.500 28549495.00 5931557.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 0.500 49423840.00 990854.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.500 42063213.00 740191.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.680 42063213.00 1897735.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 5.000 1878446.00 1834148.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-04-18 0.000 100000.00 99692.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-05 0.000 76900.00 75800.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-11 0.000 40000.00 39396.23 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-08 0.000 83900.00 82306.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-30 0.000 336500.00 333407.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-01-23 0.000 282500.00 271170.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-25 0.000 226100.00 222238.43 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-07 0.000 473500.00 470720.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-14 0.000 63000.00 62567.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-05-28 0.000 201000.00 199207.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-06-04 0.000 127400.00 126147.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-08-22 0.000 43700.00 42782.30 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-06-11 0.000 154800.00 153120.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-06-18 0.000 68000.00 67194.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-02-15 7.625 1000.00 1032.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-02-15 6.625 629000.00 672749.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-11-15 6.125 1852200.00 2006451.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2041-11-15 3.125 1752900.00 1491402.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2044-08-15 3.125 4756600.00 3910047.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2040-08-15 1.125 1339000.00 828622.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2041-11-15 2.000 69900.00 49465.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2053-11-15 4.750 1031000.00 1116208.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-06-30 1.750 5396000.00 5367837.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-08-15 1.625 115800.00 101981.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-01-31 1.375 132377400.00 128613269.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-09-30 0.375 130078900.00 113785251.10 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-11-30 0.375 6150000.00 5731481.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-07-31 1.000 761000.00 665133.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-09-15 0.375 61500.00 60140.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-09-30 0.875 63229800.00 58189137.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2032-07-15 0.625 6510000.00 6271595.76 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-07-31 5.337 19530400.00 19692469.90 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-09-30 4.125 20769100.00 21054901.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-11-15 4.500 25000.00 25320.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2033-02-15 3.500 113200.00 107759.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 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109352000.00 111637973.68 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2034-02-15 4.000 24300.00 24028.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.606 65268356.00 1769043.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.656 19007904.00 405998.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.606 29576285.00 988336.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.000 75000000.00 282653.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.656 16000000.00 309636.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.606 1825623.00 51664.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.656 24720896.00 477343.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 0.756 8721213.00 260568.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 4.000 24084250.00 1424076.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.656 30268291.00 296065.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 5.000 3019680.00 92220.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.656 12172000.00 265520.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.000 100000000.00 1014667.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.606 18047607.00 168572.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.615 10950000.00 402567.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-20 0.000 20000000.00 174051.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-20 0.606 49643799.00 611754.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 5979787.00 60052.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.606 45042032.00 602883.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.500 27098285.00 402043.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-20 0.606 20459891.00 262998.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.459 14000000.00 401450.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 4.000 16165142.00 747657.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 0.156 105035671.00 4023797.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 6.500 14973000.00 867486.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 3.500 3593468.00 59232.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 4.000 4548204.00 106815.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.556 43806386.00 1722860.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 0.656 7200000.00 136397.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.606 25000000.00 1724145.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 3390000.00 260408.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.996 2247000.00 87389.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.606 127282213.00 3466389.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-20 4.000 35000000.00 1329553.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.606 26146783.00 679871.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 12532000.00 859870.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.706 14583333.00 660889.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.656 45349669.00 958980.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 0.756 46200000.00 2459134.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 3.500 4777554.00 405541.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.246 13698974.00 394846.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.656 17000000.00 507248.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.500 14080049.00 1071806.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 41662874.00 2960962.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 2.500 3459000.00 347219.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 76615875.00 6969893.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 14583333.00 1409891.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 4.000 42282280.00 2906921.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.000 5509220.00 205367.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 3.000 28969908.00 2963431.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-20 4.500 27292399.00 2211284.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 54105631.00 4751393.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 3.000 40000000.00 4251976.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 10800000.00 829934.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 100000000.00 9117771.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 1900000.00 192890.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 22752607.00 228740.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 6.500 42249024.00 2279778.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 22351228.00 2578216.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 3.000 8025458.00 1043960.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.000 37500000.00 2709925.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.000 50000000.00 3870190.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.856 27000000.00 2148762.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.000 54680654.00 4121474.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 0.000 45000000.00 411021.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 3.000 72734460.00 6666572.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 92939032.00 9177074.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 109634056.00 12431338.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 32792031.00 3444427.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 31095616.00 2546542.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 2.000 55756000.00 4546697.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 18419173.00 2279711.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.500 7369000.00 729061.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 4.000 26465147.00 3527985.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 32337000.00 2737094.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.000 36652333.00 3577174.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 4.000 52865489.00 2530336.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 3.000 23580333.00 2889171.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.000 34218204.00 3027166.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 33574039.00 3047894.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 30195974.00 2840536.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 30218981.00 2760819.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 8885000.00 687288.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.856 63854585.00 2603920.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 13600000.00 1553839.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 2.500 37648955.00 3031216.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 6286000.00 657190.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.000 35546109.00 185992.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 3.000 66333333.00 5900326.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 0.856 72046465.00 2519300.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 39425751.00 3305698.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 25193542.00 3438177.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.500 20561000.00 2518024.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 55084161.00 5342426.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.500 12799000.00 1535078.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 33333333.00 3134749.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 8899000.00 780981.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 3.500 37831658.00 2854394.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.000 75820849.00 618830.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 2.500 21864966.00 1683763.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 4.000 8713000.00 1422658.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 6512000.00 835780.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 10000000.00 971121.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 8720067.00 766860.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 16069511.00 1854487.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 6600000.00 730484.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 8750000.00 740047.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 64000000.00 5494330.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 56250089.00 4710179.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 30789539.00 2892032.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 0.979 10500000.00 1013424.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2035-12-25 1.500 33333333.00 906646.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 4.000 31981561.00 2577669.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 27754500.00 2455809.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 12500000.00 1339862.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 5822370.00 577001.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 22800000.00 2535761.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 44477600.00 4950393.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 15104000.00 1658213.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2035-12-25 4.000 18673371.00 771308.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-15 0.000 59528576.00 911134.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 9232666.00 1195794.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.000 7500000.00 649950.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 0.979 17850000.00 1734967.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 0.979 5495811.00 407884.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.000 6000000.00 469747.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 4.000 29850264.00 3822991.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 8159241.00 1046158.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 7034737.00 825442.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 60900000.00 6007744.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 40418999.00 5158012.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-06-25 4.000 10268858.00 996760.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-15 0.716 24181142.00 1126776.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-15 0.716 21533123.00 582100.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-08-15 0.162 174767323.00 1966282.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-15 0.766 48728649.00 1648988.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-15 5.000 16181051.00 626034.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 4.000 21223121.00 1079548.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-04-25 0.630 18000000.00 1292175.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-15 5.000 10427542.00 42340.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-06-15 0.289 18586321.00 103164.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2026-09-15 3.500 21821142.00 49.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-15 1.066 4212763.00 33183.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-05-15 3.000 82083333.00 80756.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-05-15 3.000 35000000.00 21373.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-08-15 0.716 245865.00 1533.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 3.000 60511093.00 655314.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 6.000 71242350.00 515831.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-15 3.500 83744460.00 146315.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.000 36166666.00 227576.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-15 3.000 26735571.00 296144.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-15 3.500 5357233.00 139151.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-15 3.000 53115734.00 587799.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 3.000 25831961.00 232830.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-15 4.000 6250000.00 79639.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-15 3.000 40333333.00 574142.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-15 1.266 12757550.00 277782.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-15 3.000 12515000.00 191092.23 Agency 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ES7IP3U3RHIGC71XBU11 2043-12-15 0.666 35692773.00 415574.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.516 21000000.00 176483.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.616 67488151.00 609309.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 0.666 88000000.00 589562.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.616 42328875.00 485699.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-15 4.500 19743075.00 205908.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-15 0.516 46882557.00 643659.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-15 0.168 171076974.00 594020.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 5.000 61727268.00 804120.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 4.500 44400000.00 777643.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-15 0.666 127616621.00 1673733.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 2.500 40575448.00 3554582.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 0.000 155389000.00 630859.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 17149833.00 2521548.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 27370069.00 3087256.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.500 9515730.00 1394081.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 70494500.00 7398665.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 70336.00 39456.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 6559869.00 865768.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 6.000 11950000.00 1332225.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-20 3.000 22617333.00 1056323.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.856 15000000.00 1372549.29 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 ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 14378469.00 1959611.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 18372560.00 2664888.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 0.000 125000000.00 1581685.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 32106666.00 3471798.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 4.500 11342000.00 1230961.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 15103376.00 664752.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 60000000.00 7448815.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.500 17100000.00 2501709.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 0.000 50000000.00 1358641.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 28209976.00 4306556.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 23597851.00 1436001.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 26819000.00 3743892.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 6107000.00 671172.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 4236000.00 351073.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 32013000.00 3227528.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-20 3.000 106150000.00 11233088.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 4.000 11224000.00 1688468.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 0.716 71199737.00 1975670.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 0.716 39666828.00 1372859.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-15 0.766 40500000.00 536886.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-15 0.766 97046210.00 1293801.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 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Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.615 15800000.00 164804.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2046-12-25 4.000 2718750.00 87118.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.615 11843806.00 240776.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.565 15088000.00 236065.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-10-25 0.565 8333333.00 394388.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 5.500 3765612.00 230761.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 4.500 17375306.00 1861862.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2039-04-25 3.000 17325500.00 327912.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 3.500 3700000.00 329604.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 5.000 38859984.00 2202699.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-04-25 3.000 27623917.00 2652751.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 0.615 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Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 12500000.00 1008346.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 0.000 12500000.00 398795.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-11-25 4.000 9196319.00 1157745.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 3.000 7800000.00 664591.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 21000000.00 2662544.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2031-01-25 2.000 34861502.00 713342.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.566 500077.00 528.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-06-25 3.500 12500000.00 1247992.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-15 5.500 6966201.00 529198.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-06-25 3.500 32142857.00 3245725.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-02-25 4.500 49614244.00 6193162.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-08-25 3.000 51610000.00 6206764.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 4.500 6851769.00 938407.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.500 107574136.00 13025794.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-10-25 4.500 12700000.00 1749945.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.000 10553161.00 1095861.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-08-25 0.000 8000000.00 517616.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-08-25 4.500 13310445.00 1808971.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-01-25 4.500 13000000.00 1862971.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-10-25 0.000 4344464.00 2550176.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 0.000 12000000.00 238717.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 65000000.00 7763926.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 3.000 16738250.00 1434613.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 4.000 24858310.00 3133744.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2046-01-25 4.000 8385445.00 618304.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-06-25 0.000 200000000.00 6248572.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-09-25 4.000 17466132.00 1551517.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 4.500 12513000.00 1446388.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 10035000.00 1099905.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 102495743.00 7720188.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 334392934.00 1786738.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 150000000.00 2010311.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.500 51308875.00 5199981.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 37257309.00 577527.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 37584545.00 559829.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 15236154.00 1985433.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 21015416.00 1795650.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 3.000 8304000.00 1126418.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 7279999.00 786194.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 31756281.00 4301915.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 2559134.00 252118.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.500 20739000.00 2606413.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 65765005.00 621167.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 108371129.00 957697.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 73016666.00 5631622.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 1.500 37327548.00 23814714.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 25833333.00 2386440.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.950 63404453.00 2891034.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.280 31565206.00 1259680.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.180 400000000.00 6454373.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.280 81818184.00 4923068.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-20 0.706 8434800.00 798714.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-11-16 1.158 16356101.00 1589662.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 15030014.00 1866560.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.930 72000000.00 1964548.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.830 100000000.00 2482178.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.180 350000000.00 6093521.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.950 45290327.00 3032596.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.530 100000000.00 3418546.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.480 100000000.00 3351699.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.880 50000000.00 2854641.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-11-25 0.565 60000000.00 291087.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-25 1.165 61850000.00 223872.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 0.465 30577245.00 151239.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.065 22264215.00 153263.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-25 1.175 103496483.00 107239.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-25 1.165 20987052.00 51432.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-25 1.165 46117723.00 49885.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-25 1.115 50000000.00 949809.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 1.065 49291146.00 885742.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.515 35250000.00 229182.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.115 50000000.00 544167.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 0.565 25411721.00 100500.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.115 31333333.00 747483.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 0.565 128000000.00 1023718.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.515 63846143.00 306894.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.565 13741213.00 80149.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.485 51770999.00 402216.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 1.015 46241000.00 1164096.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-02-25 1.215 21648056.00 92174.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 1.015 15585300.00 86765.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.115 32571428.00 364693.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.065 40435399.00 308394.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.065 60000000.00 1174438.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 0.000 2487412.00 337603.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.065 32908594.00 277987.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 1.065 8095770.00 68343.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-25 1.165 38778854.00 96763.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.065 40000000.00 307918.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 1.065 38333333.00 330466.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 1.165 36126447.00 211417.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 0.000 195799075.00 24661030.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 0.515 29855065.00 199715.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.065 92142857.00 613184.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.065 61712836.00 1309942.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 6.000 50000000.00 1013797.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.566 108854301.00 1262080.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-15 4.000 9553794.00 159220.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-15 0.746 30841164.00 651543.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-11-15 0.000 65963488.00 368173.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-15 3.500 17289000.00 227649.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-15 0.616 26666666.00 296738.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-15 0.666 187089676.00 2468214.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 0.666 22368052.00 200585.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 3.500 14285714.00 515094.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-04-15 3.000 16748568.00 185735.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 0.616 12089020.00 118078.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-04-15 2.500 20000000.00 177010.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-01-15 3.000 23333333.00 431071.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-15 0.666 130081060.00 1859272.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.000 6379768.00 45464.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 0.516 50000000.00 1773542.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-11-15 0.084 45287202.00 237122.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-15 4.000 23334500.00 273313.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-15 0.666 387826929.00 5452190.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-15 0.566 21335039.00 638088.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-15 0.566 50000000.00 1911685.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.666 20000000.00 245282.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-10-15 0.174 7974218.00 66376.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-15 0.000 753845.00 226613.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-15 0.616 16808475.00 765426.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-15 0.616 46378072.00 1139917.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-15 0.616 51751947.00 1773254.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-15 0.716 10750000.00 446145.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.000 40000000.00 212057.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.716 7610383.00 280963.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.032 40195530.00 503250.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 130158.00 109102.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-12-20 2.500 551547.00 97683.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-01-20 2.500 632123.00 498170.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 118034.00 99425.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-07-25 0.000 40000000.00 614613.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 75389684.00 2821914.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 100000000.00 3826355.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 39857459.00 1461799.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-10-25 0.000 55660000.00 2100188.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-15 4.000 4289093.00 689398.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-11-25 4.000 31000000.00 5271276.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-11-25 0.379 21555710.00 2135220.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-08-25 0.000 9711321.00 7038592.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-09-25 3.106 13333333.00 11651166.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-11-25 0.029 83679876.00 3004675.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-11-25 0.669 42624881.00 1675365.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-12-25 1.679 100000000.00 5326515.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-12-25 0.729 50000000.00 1776235.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-11-25 4.000 32571652.00 6291123.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.113 68944996.00 3200161.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2054-04-25 1.731 87654791.00 4962512.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2054-04-25 1.231 72441115.00 3150870.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-11-25 7.000 147589139.00 77219.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-08-25 5.500 26200000.00 62230.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-02-15 5.500 1000.00 106.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-11-25 0.322 1481000.00 171565.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-01-25 10.000 4500000.00 126006.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-06-25 5.500 163000000.00 213662.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-07-25 0.965 143600000.00 88259.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-08-25 1.615 50000000.00 41999.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-08-25 3.230 9262430.00 338804.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-25 6.500 16532577.00 68284.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-25 1.265 26404000.00 47994.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-25 0.665 32000000.00 36196.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-07-25 0.645 35467249.00 4936.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 1.265 32165142.00 66385.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-25 1.265 60000000.00 189073.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 1.155 100000000.00 107757.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 0.195 268645998.00 581006.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.730 84041709.00 5478357.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.000 80454641.00 1686569.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 11720000.00 454002.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 5.000 6091833.00 1120690.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 84088575.00 273811.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 11609250.00 7086695.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 91633880.00 11122578.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 3.500 443571.00 36681.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-03-20 3.500 7352048.00 4227620.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 24556284.00 1995698.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-03-20 0.000 120644652.00 1077033.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-07-20 0.756 10947855.00 661663.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 0.000 30000000.00 201025.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 143296246.00 1778657.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 4.500 10766109.00 1204845.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 4.000 9917011.00 1616762.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 0.000 12702689.00 241466.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 27711544.00 3062283.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 0.000 33943807.00 19728198.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 4.500 3470345.00 528242.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.730 51250000.00 3528349.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.000 47958269.00 1485557.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.780 6516430.00 446345.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.000 8814000.00 787537.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.730 17255500.00 1107914.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 5.000 1031440.00 987149.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 2.335 15000000.00 12273616.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 250000000.00 3965447.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 20000000.00 337858.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.710 11000000.00 766231.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.680 13250000.00 690920.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 4.500 419000.00 393123.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.680 33878377.00 1737801.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.330 31551398.00 941615.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 6.000 27657572.00 3660426.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.980 38738422.00 1895458.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.370 40000000.00 1207365.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 2.500 26092186.00 3298607.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.930 50000000.00 3011393.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.180 30000000.00 835478.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.930 50892359.00 2071763.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.180 76842479.00 1854633.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.180 28157521.00 899122.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.000 72380596.00 1522275.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.930 43579064.00 2885663.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.180 50000000.00 1456122.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.180 40000000.00 1194665.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.000 55193281.00 1425775.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.830 85000000.00 4241674.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.880 50000000.00 2920104.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.380 50000000.00 1009036.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.930 77168089.00 2324170.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.930 58511103.00 3891290.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.960 5000000.00 416455.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.380 30000000.00 1015113.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.930 135439658.00 6345015.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.930 17666834.00 1542322.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.880 53000000.00 2370650.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.970 41764617.00 2332022.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 4.500 17681828.00 16059026.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.980 50000000.00 3108149.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.180 30000000.00 891367.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.930 58683404.00 2997121.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.000 100000000.00 3317281.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.830 16699918.00 1383698.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.830 87027242.00 4688108.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 26752227.00 3087396.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.680 21334746.00 1557984.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-25 1.765 50000600.00 83713.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-02-15 0.666 54822828.00 30249.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.266 50000000.00 105845.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.516 11460724.00 30661.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 0.986 26538458.00 48997.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-15 1.216 115857995.00 337647.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-15 6.701 8333334.00 220747.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.716 110000000.00 96476.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-15 1.216 214277126.00 258602.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-10-25 1.065 75072000.00 82866.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-10-25 1.145 13876000.00 59601.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-25 1.115 61330239.00 184822.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-25 1.265 79428902.00 74071.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-25 1.315 21700000.00 6383.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-25 1.205 39285000.00 107004.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.766 100000000.00 87395.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-25 1.175 73200765.00 82340.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-01-25 1.165 25020000.00 60984.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-02-25 1.305 75901811.00 95561.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-25 1.335 37350000.00 33288.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-05-25 5.000 60000000.00 36939.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-25 0.615 50000000.00 74244.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.716 55000000.00 232211.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.156 93446806.00 126055.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-09-15 1.166 15000000.00 17694.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-15 1.051 24000000.00 67960.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-15 1.036 16862278.00 79826.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-06-25 0.995 152000000.00 124877.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 0.665 23155000.00 78023.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 1.215 50000000.00 76534.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-11-25 1.765 54503257.00 60822.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 1.355 72006900.00 68370.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 1.165 188178601.00 205268.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 1.165 60000000.00 38452.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-25 2.315 45000000.00 43464.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 5.000 11248823.00 115533.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-06-25 0.000 230769231.00 16740851.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 0.615 39324532.00 113432.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 0.000 59862667.00 4209572.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 0.565 32662225.00 372623.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 3.500 65268540.00 616796.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 0.565 52222924.00 316302.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.565 72474235.00 1135161.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 1.165 42726454.00 588934.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 0.615 12141368.00 88701.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 1.165 20651920.00 505624.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.665 61707188.00 219288.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 0.615 19679885.00 154727.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 5000000.00 110231.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-11-25 3.500 92408253.00 150347.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 3.500 7722000.00 68249.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 1.165 16443162.00 338830.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 0.715 58000000.00 1361024.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 67416571.00 425003.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 0.665 250653364.00 5060625.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 1.265 4733000.00 81133.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 4.500 5500000.00 78056.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 1.815 41059127.00 400494.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-08-25 0.765 64417143.00 61359.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-25 3.000 10162707.00 129850.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-25 3.000 28163967.00 45329.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 0.715 43313000.00 847353.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.715 45024388.00 716968.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-25 4.000 21488021.00 148127.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.000 3669382.00 774038.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.715 10400000.00 131895.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.715 16516526.00 457294.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.665 201419720.00 2944022.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.665 53982840.00 841835.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-07-20 6.000 87330.00 87017.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-05-20 3.500 246656.00 70028.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-05-20 4.000 60241.00 54446.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-10-20 3.500 110557.00 87398.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 70343.00 68317.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-20 5.000 76997.00 75374.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-10-20 5.000 65414.00 63881.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 370372.00 317106.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-04-20 5.500 95570.00 9031.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-08-20 3.500 5384426.00 2832199.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-03-20 3.000 2377336.00 528555.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 7429479.00 5620819.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 8797495.00 5108430.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2062-09-20 4.500 695780.00 647781.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-03-20 5.500 654623.00 395160.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-05-20 6.000 1049867.00 1068382.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-05-20 6.000 3115417.00 3207688.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-06-20 6.500 652454.00 213556.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 7.000 583454.00 592680.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 6.500 1064615.00 1080113.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 6.500 573309.00 581925.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-08-20 6.500 907712.00 921696.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-08-20 6.500 1623279.00 1647270.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-08-20 2.500 365159.00 287426.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 3.500 459665.00 400002.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-09-20 3.500 783126.00 683268.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-07-16 0.658 179600000.00 84446.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-20 1.206 40504237.00 37691.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-09-16 1.158 100000000.00 5609.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-16 0.708 100000000.00 37579.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-01-20 1.306 50000000.00 37003.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-01-16 1.308 69630125.00 87694.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-16 0.918 100000000.00 28560.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-20 0.906 119568891.00 129433.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-20 0.806 43052857.00 27968.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-02-25 3.500 24865853.00 228080.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-04-25 3.000 60458722.00 796777.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 3.500 17702571.00 174183.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.715 32817148.00 903500.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.715 34421052.00 947747.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 3.000 15450430.00 222843.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 0.715 95877039.00 2339121.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 0.765 11460000.00 171347.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 0.765 17117888.00 188300.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 0.000 28571428.00 148939.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 14062714.00 81917.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 0.000 4000000.00 450968.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 0.000 20000000.00 8408388.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-25 3.000 15346667.00 197557.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 4.000 32886021.00 108553.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 4.500 11574444.00 57363.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 4.000 28402812.00 475508.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 4.000 4712500.00 72911.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 3.500 94278857.00 1581609.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 4.500 19208332.00 136355.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 4.000 19500000.00 142304.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-09-25 1.315 37575333.00 183088.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-25 3.000 35666666.00 486858.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 4.000 34134000.00 63385.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 0.765 31205455.00 572926.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 3.500 16733429.00 35627.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-07-25 0.715 13271684.00 162647.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 0.715 47156928.00 875314.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 5.000 23520000.00 138648.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-25 0.665 57565000.00 731412.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-25 0.665 375692263.00 2235472.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.465 46153846.00 1017732.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.000 13655000.00 2298231.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-25 4.500 27718601.00 117342.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 5.000 62643330.00 303428.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-25 0.000 23004715.00 747116.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-25 4.500 37075514.00 43026.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.465 100000000.00 2073742.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.465 148231925.00 4281210.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.545 24729418.00 387607.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.465 94109919.00 2211519.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.000 2675000.00 331791.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-25 1.165 28500000.00 241923.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 0.665 25228625.00 100996.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-25 0.665 127972003.00 400528.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 5.000 2974000.00 56385.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-25 0.000 30000000.00 82927.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-25 1.265 73424980.00 1968393.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-25 5.500 46900792.00 1013059.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-25 0.000 219487269.00 853250.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-08-25 0.118 41760620.00 168061.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 3.000 42062093.00 181578.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-25 0.765 56000000.00 406673.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-25 4.500 13574666.00 86479.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-11-25 1.215 45888103.00 609098.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-06-25 4.500 6225777.00 70791.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-25 0.665 25000000.00 892576.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-25 0.615 9250953.00 262264.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-25 0.665 26891448.00 423720.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-25 0.165 21854256.00 214593.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2055-03-25 0.715 36776024.00 316941.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 6.500 16044023.00 445143.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 5.500 18557677.00 450077.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-25 4.000 4144352.00 109189.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-25 0.715 28710332.00 620240.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2055-04-25 0.067 15783742.00 68521.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 0.165 14650000.00 148925.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 0.185 27685939.00 543130.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 1.305 72630507.00 323168.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 0.685 29696198.00 69907.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-06-25 1.295 186379283.00 323265.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-25 1.015 21500000.00 69344.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-09-25 0.990 50000000.00 61967.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-25 0.965 57625000.00 189809.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 1.065 60532151.00 40149.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-15 6.500 111538461.00 527114.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-01-15 0.976 46360000.00 75629.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-06-15 0.916 72620000.00 126953.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 1.066 260670000.00 743958.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 0.785 67962510.00 106827.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-25 6.000 124093000.00 301244.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.816 100000000.00 414315.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.566 100000000.00 291122.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-15 0.826 100000000.00 106393.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-25 0.000 12500000.00 732646.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 1.115 50000000.00 109688.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 0.000 47538735.00 884873.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-25 0.000 26000000.00 37932.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 0.485 41190490.00 121977.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.245 201905021.00 555906.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.095 31000000.00 266681.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-03-15 2.545 18000000.00 51414.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.365 100000000.00 78984.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.715 35500000.00 131748.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-25 1.305 75553825.00 184665.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.715 106249118.00 95519.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.715 50000000.00 62058.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-25 6.500 1198742.00 246309.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.865 127032000.00 92575.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-15 5.000 30000000.00 51796.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-15 6.500 15018154.00 29115.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-25 0.795 118012223.00 386413.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-25 0.895 113636362.00 390585.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 4.500 12166666.00 374249.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-25 3.500 14000000.00 204213.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 0.165 115287659.00 1060676.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 0.169 13800000.00 56088.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 6.000 38904959.00 1130866.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-25 0.765 37667000.00 506516.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-25 0.815 30200841.00 394931.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-25 0.000 12894566.00 49145.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-25 0.000 98172297.00 289641.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 0.165 135000000.00 1369375.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-25 0.665 75620103.00 919993.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-03-25 0.715 85155762.00 577899.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-25 3.500 14285714.00 293362.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 0.565 25000000.00 1037641.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 0.000 77923169.00 241346.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-03-25 3.500 10778285.00 54350.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-25 3.500 18084212.00 276350.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-25 0.515 23923267.00 834507.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 6.000 14651350.00 526351.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-25 0.565 52811235.00 1232949.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-25 0.515 33332298.00 1388104.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 3.000 8825000.00 220231.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-25 3.000 15500000.00 303497.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 4.500 25694519.00 714831.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-25 3.500 10060000.00 182742.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-25 0.665 35357264.00 437027.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-25 0.565 9025000.00 119802.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-25 0.665 147449897.00 2788012.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 3.500 27676142.00 233615.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-25 0.565 43035150.00 1095757.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-25 0.565 35053963.00 1236820.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-25 0.565 39260025.00 1248410.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-25 0.615 2470000.00 82903.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-25 0.665 20669656.00 323599.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.615 50000000.00 147722.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-25 1.155 25041834.00 117755.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 0.187 81446027.00 130743.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-25 5.000 60500000.00 33096.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-25 0.965 15663000.00 85547.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 1.015 40000000.00 104133.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 0.685 55000000.00 93908.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.615 50000000.00 147722.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-25 0.635 59113364.00 74392.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 6.500 37264176.00 211955.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.000 4500000.00 111591.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.565 59000000.00 376252.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-25 4.500 60733333.00 175489.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.000 46229037.00 113165.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.000 56541379.00 52778.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-25 0.000 11000000.00 692208.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-25 0.065 117773970.00 198035.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 1.500 100000000.00 7810580.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-01-25 6.000 25000000.00 4689036.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-04-25 3.000 1562930.00 274692.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-04-25 3.500 29719493.00 5732255.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2038-08-25 4.771 401721.00 44706.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-07-25 3.026 2779719.00 396325.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-09-25 5.289 4226172.00 761260.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-12-25 2.874 576853.00 54055.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-09-25 5.241 408922.00 55828.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2038-06-25 2.350 545082.00 37873.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-05-20 3.500 822182.00 183126.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 216328.00 166895.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-01-20 3.500 500740.00 261675.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-02-20 3.500 1046927.00 568063.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-07-20 4.500 34104779.00 5696967.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 185260.00 98708.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 264449.00 223708.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 221346.00 171341.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-03-25 5.500 65493687.00 2260969.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-04-25 6.000 18688931.00 768562.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-04-25 6.000 18513919.00 655494.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-25 0.715 18684486.00 639024.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-25 4.000 15851805.00 45431.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-25 0.715 33304475.00 1260917.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-07-25 0.665 65842947.00 2746422.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-25 0.715 40931200.00 1867744.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-25 0.715 43934290.00 1761430.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-25 0.000 100000000.00 622399.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 4.000 40082625.00 711358.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 0.715 42557094.00 1241013.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 0.715 42926212.00 1394473.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 4.000 20820250.00 416663.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 0.715 9006867.00 235555.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 0.715 57036974.00 1575091.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-25 0.765 61226988.00 1956788.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 5.000 12512865.00 815584.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 0.715 14491428.00 566223.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-25 0.815 39632837.00 785694.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-25 0.815 41410012.00 741979.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 3.000 7150000.00 205948.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 0.765 3190904.00 131716.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-25 6.000 16716011.00 987262.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 4.000 19000000.00 400686.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2058-05-25 0.011 53378775.00 233132.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-25 0.765 185428571.00 2980197.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.765 30328456.00 863996.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.765 24090139.00 655358.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.765 31746386.00 907196.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.765 11487480.00 508939.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.765 10000000.00 130899.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.765 55413670.00 962428.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-25 0.615 35950659.00 783179.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-16 0.608 233333333.00 208942.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-01-20 5.000 50000000.00 1028653.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-20 1.156 23000000.00 517581.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-20 0.676 6291390.00 135027.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-20 5.019 11402625.00 385607.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.358 94323131.00 233712.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-16 1.058 55127000.00 126631.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 1.376 130000000.00 135713.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 0.756 80769230.00 34548.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 0.808 50562947.00 109048.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.368 45300000.00 109648.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-20 1.056 175000000.00 83524.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-16 0.658 80600000.00 48658.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 0.706 50000000.00 13391.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 1.106 161860000.00 51508.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-11-16 1.108 44000000.00 37294.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-20 1.072 250000000.00 104421.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-06-16 0.798 40000000.00 76223.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 0.758 60000000.00 121414.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 1.256 258300000.00 513253.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-20 1.166 113054981.00 34440.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 1.006 102500000.00 83126.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-20 0.886 50000000.00 140324.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 6.000 229297083.00 101655.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-20 0.556 50000000.00 102024.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-16 1.158 64972949.00 65561.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-16 0.678 38063784.00 156614.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-16 0.108 50000000.00 355159.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 4.000 23970000.00 661067.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-16 0.358 157025072.00 278054.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-20 1.106 17149033.00 190721.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-20 0.556 15945911.00 147556.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-16 1.158 12538194.00 72732.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-20 0.806 238276991.00 813146.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 1.000 9005035.00 74167.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 4.000 8000000.00 244405.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-25 0.765 69494133.00 983649.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-25 0.815 55448263.00 1206948.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2031-02-25 3.609 1769977.00 1519435.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.565 22014245.00 233895.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.565 22000000.00 724169.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 0.715 52540009.00 807164.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 0.715 20707928.00 799545.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 5.000 13071003.00 663277.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-25 0.715 26348852.00 446735.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 4.000 20826720.00 368146.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-25 3.000 5000000.00 143176.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-25 0.765 18459000.00 438668.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-25 0.715 8804902.00 239412.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-25 3.500 13094590.00 463104.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.565 17750000.00 794521.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.565 6143786.00 209029.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.565 15350000.00 411836.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-07-25 0.565 22540888.00 1419701.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.615 14000000.00 676323.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.565 16417651.00 242539.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.665 14370772.00 372785.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-25 0.615 18620935.00 455551.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-09-25 5.000 19134766.00 1025989.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-25 0.615 19001938.00 528695.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.615 38821776.00 851798.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.615 11500000.00 126351.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-25 0.615 78462075.00 2508225.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-25 0.615 11700000.00 147973.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.615 10000000.00 507040.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-25 4.000 10910000.00 217207.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-25 1.165 33942838.00 1365550.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.645 16117495.00 819989.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 4.000 24315620.00 72672.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-20 1.026 150000000.00 752352.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 1.108 23068000.00 66846.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 0.558 44840000.00 83291.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-20 5.000 85000000.00 625931.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-11-16 0.808 63076745.00 141322.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-20 1.056 15900000.00 60222.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-16 0.608 52834339.00 120881.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-20 1.156 38000000.00 44731.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-20 0.606 62417102.00 451368.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-16 0.508 27196000.00 216487.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-16 1.108 76318500.00 654466.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-20 1.156 45697200.00 251120.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-20 1.206 129491000.00 628023.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-16 0.508 17000000.00 157998.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-16 0.658 25000000.00 233709.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-20 5.750 16441321.00 236483.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-20 0.656 13061200.00 100571.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-20 0.656 6000000.00 80685.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-20 1.256 8785000.00 143643.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-20 0.656 18570000.00 189815.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-16 0.658 30430320.00 198324.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-20 1.156 115593750.00 958768.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-02-20 3.500 18921428.00 16325.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-20 1.206 13336859.00 108999.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-20 1.206 42925000.00 706678.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-20 0.606 28656548.00 232443.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-20 5.000 21703095.00 214349.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-16 0.658 32671801.00 154572.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-16 1.258 18250000.00 220734.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-20 4.000 18000000.00 316796.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-16 4.500 9676333.00 97614.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-20 2.500 40332084.00 77303.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-20 0.656 15000000.00 156660.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.630 43343592.00 2909462.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-16 0.108 35091627.00 143344.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-16 0.708 22530812.00 97759.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-20 0.786 37714285.00 228840.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-20 3.500 6662768.00 64518.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-20 1.256 17901716.00 108336.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 0.706 136303380.00 715025.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.696 43000000.00 677008.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-16 0.108 33000000.00 277895.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.106 43369209.00 123222.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 5.000 14700000.00 125102.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-20 3.500 8351857.00 266016.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-20 4.500 6833711.00 55010.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-20 0.756 28603895.00 92082.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-16 0.708 26500000.00 369930.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-20 0.656 2749998.00 30111.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.756 73333333.00 470581.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.756 17272370.00 63250.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-20 0.706 64075000.00 482781.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.806 29003466.00 263807.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.156 68045228.00 603936.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-16 0.658 37514550.00 287226.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-16 0.108 66782668.00 389291.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-20 0.156 46718608.00 179569.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 1.306 85277575.00 854603.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 5.500 34904033.00 402348.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-20 0.756 215529899.00 948921.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 0.758 25000000.00 195180.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 0.758 24713912.00 245004.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-16 0.658 49000004.00 320899.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-20 0.656 54035286.00 539628.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-20 0.156 30000000.00 295429.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-20 0.756 27092277.00 166511.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-20 0.756 41322633.00 208091.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-16 4.500 5285713.00 84953.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.156 34400000.00 492009.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 1.604 22894670.00 99576.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-20 5.000 9261106.00 149734.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.706 28571428.00 713382.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.276 43805827.00 248191.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 3.500 18571428.00 87141.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 0.806 26477206.00 366583.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-20 0.756 39093773.00 206600.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-20 4.500 19293000.00 341511.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-16 0.158 66231125.00 698751.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-20 1.176 14361249.00 41659.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 0.156 63760190.00 838670.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-12-20 0.756 29461770.00 211847.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 4.000 9328677.00 114511.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 6.000 38029926.00 749504.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-20 0.156 19626700.00 224592.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-20 3.500 15629051.00 321347.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 17923000.00 384263.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-20 0.806 4200671.00 134485.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 0.756 32230011.00 390953.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 1.156 27887049.00 128500.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 0.459 16708873.00 64438.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 15518366.00 150565.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-20 0.459 16748033.00 71119.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 6.000 35697123.00 836685.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-20 3.500 28571428.00 115742.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 39243492.00 893615.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.236 68906615.00 1433909.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-16 4.000 12402000.00 63110.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.656 34187896.00 712334.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.459 17141698.00 78383.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 1.306 27730074.00 592940.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-20 5.000 15644305.00 55686.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.236 44885490.00 384176.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-25 0.515 39694486.00 1864659.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-25 5.500 3293909.00 225821.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.615 8100000.00 319222.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.665 30735472.00 815206.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.635 7181250.00 544617.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 4.500 1888889.00 147925.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 0.635 13792087.00 716216.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-25 0.000 30426187.00 575389.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 1.715 8529663.00 110265.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 0.665 8000000.00 39251.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 0.665 54965980.00 1743813.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.615 2481000.00 79384.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.633 17514836.00 874958.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.565 28912500.00 1173260.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.615 19675387.00 384612.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.165 18768837.00 447684.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.615 12591070.00 430465.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-11-25 0.565 32518304.00 1297277.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 0.565 4385000.00 290780.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-25 0.615 30508731.00 1747883.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-25 0.615 50026193.00 2753581.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 0.565 12825500.00 829837.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 4.000 6014095.00 337466.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-25 0.665 54672031.00 1854547.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-25 3.500 14319571.00 228367.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-25 0.515 18530951.00 1060786.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-07-25 0.615 15000000.00 621674.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-25 3.500 11546571.00 316087.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-25 3.500 6666666.00 188128.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.500 13915215.00 1312269.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 8333333.00 933709.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.500 26646000.00 3068756.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-25 3.000 27380447.00 833783.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.196 30193362.00 268564.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.459 17474886.00 119103.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.206 36225000.00 493044.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.459 17548852.00 135391.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-20 4.500 7165270.00 106155.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 3.500 5350984.00 63570.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-20 0.556 36853079.00 359947.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.000 16849250.00 278391.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 4.000 56071519.00 239109.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.000 9625875.00 173102.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-16 5.000 18322189.00 186916.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 3.500 7142857.00 408634.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-16 5.500 19473899.00 774926.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 0.806 39948442.00 2024438.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 4.000 10625000.00 317638.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-20 0.656 19781353.00 528525.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-16 0.459 13253848.00 331414.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.806 56350717.00 1187306.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-16 5.000 26428870.00 892949.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 0.656 26601199.00 855372.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-20 3.464 32325751.00 637992.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 4.000 10298210.00 308443.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-20 0.756 22186064.00 491726.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-16 0.808 52958685.00 1075758.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 4.000 6776299.00 346919.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 3.500 9011428.00 102032.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 3.500 43406142.00 347707.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-02-16 0.676 100000000.00 4486943.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-16 5.500 8003236.00 37497.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-20 0.656 53277272.00 932960.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 0.158 36566799.00 467103.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-20 0.000 148500000.00 453177.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.756 4448261.00 94770.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-16 0.608 6170386.00 185111.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-04-20 3.500 88868.00 74568.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 213780.00 127347.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2041-07-20 7.000 62513.00 58078.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 2.500 445304.00 240492.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 17400000.00 1972892.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-06-25 0.665 17392919.00 100189.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.665 5994990.00 126761.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 5978571.00 410929.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2030-05-25 3.500 85787164.00 890655.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.665 14861349.00 622593.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 5.000 114386394.00 7988927.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.645 11174032.00 495589.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.615 34769874.00 1004111.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.615 40019492.00 1151397.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 6000000.00 470256.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 4.500 36018965.00 2022046.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 4.500 121260492.00 5570126.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 4.000 33000000.00 3142658.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 0.665 15000000.00 409921.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-07-25 5.500 4101822.00 472772.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 3.000 25416667.00 3047386.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 2.500 11000000.00 597215.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 37949556.00 2403697.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2060-10-25 0.289 44331404.00 956255.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 30448210.00 2755793.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 0.715 46000000.00 2954887.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 0.705 26008878.00 1482205.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 8000000.00 943270.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 89420343.00 7476654.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 4.000 97680232.00 9266558.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 4.000 21929158.00 2079994.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 3555900.00 378038.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 45000000.00 5265443.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 5.000 51239689.00 4293492.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.000 24654901.00 2501299.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 24325999.00 2585911.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 31500000.00 2848826.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 41500000.00 4424134.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-25 2.500 20000000.00 1881249.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 1.500 66666666.00 2171535.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 17000000.00 1906892.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 27442193.00 3266166.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 20068000.00 1757884.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 23525000.00 2351535.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 90276520.00 9615762.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 4.000 25839000.00 1141985.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 2.500 34683500.00 3475981.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 16856292.00 1657625.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 1.500 22927492.00 661201.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 1.500 134284742.00 4538030.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 10786000.00 1370224.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 4.500 20000000.00 2406639.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 100000.00 11529.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.500 19638447.00 1499461.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 5000000.00 553779.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-25 1.500 15777717.00 486135.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 26146459.00 3015257.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 4.500 18824593.00 1153763.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 3.500 3891255.00 358484.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-25 3.500 78151170.00 5106081.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.500 14305794.00 1805281.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 0.222 67786392.00 1543321.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-25 2.000 12011000.00 1341930.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 4.000 109937530.00 15590039.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 36381741.00 4575118.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 5367000.00 560932.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 35552900.00 2847217.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-04-25 6.000 34370819.00 4129111.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-25 3.500 25000000.00 3608821.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 12171500.00 881125.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-25 3.000 11105094.00 1558939.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-03-25 3.500 14055195.00 302354.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-05-25 2.000 20125000.00 484409.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 0.000 4492213.00 1741411.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 37383467.00 4472311.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 3.000 26666666.00 1746540.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.000 29145920.00 3285343.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.000 22500000.00 2448020.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.500 42353700.00 4764455.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-25 2.500 14417200.00 1494683.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 7243000.00 607741.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 2.500 22702800.00 3347886.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-25 3.000 50958444.00 5262740.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 16499999.00 1708316.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2061-11-25 5.500 43092577.00 5268939.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 3.000 18665764.00 2070744.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 43431425.00 5799251.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 29688961.00 4342689.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 28219356.00 3171559.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2056-12-25 0.192 50000000.00 1113335.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 4.000 28898423.00 3111558.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 4.000 32175205.00 4575258.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-25 3.000 55651859.00 7524114.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-03-25 0.035 136016372.00 3195364.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-25 4.500 13953497.00 1096538.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-25 3.500 27058857.00 2831114.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-25 0.000 235000000.00 1253581.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-25 3.500 17138016.00 2476041.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-25 4.000 42893749.00 4639324.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-25 0.279 27333210.00 1876651.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 14605459.00 1402099.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 2.500 54201749.00 5151150.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 71507608.00 2498979.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 200000000.00 7095446.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 248280009.00 9174338.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-25 4.500 16222222.00 1615573.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.806 11354168.00 336919.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.000 60000000.00 310498.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-20 0.276 30000000.00 516936.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-20 4.000 22349777.00 537975.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-20 1.156 8000000.00 233115.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.756 5359620.00 127279.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 0.756 10287430.00 298487.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-20 0.806 24698979.00 410695.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.000 54424493.00 319250.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-20 0.806 14500000.00 279204.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.756 10613109.00 140089.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.806 46000000.00 968445.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 0.756 11563352.00 128317.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.756 77108333.00 662452.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.756 19565606.00 221067.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.706 10500000.00 320687.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.706 32265116.00 875997.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.756 39736717.00 749077.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.756 30737202.00 335548.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.706 2500000.00 51013.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.656 40000000.00 832459.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 0.676 45033333.00 677089.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 0.656 11600000.00 239848.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.606 55278077.00 559198.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.656 9801000.00 243367.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.606 35000000.00 542529.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 28668923.00 3645801.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.606 31666666.00 496301.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.606 29233333.00 468095.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 4.500 19191530.00 685673.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.606 7500000.00 285830.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.000 50000000.00 208182.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-25 4.500 10019110.00 987557.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-25 0.679 55629259.00 3638476.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-25 0.389 7700000.00 51607.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 193190486.00 7034473.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 200000000.00 7116074.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 4.000 50571885.00 6515514.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-25 1.529 40220480.00 2437345.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 1.029 66931785.00 2776304.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-25 0.000 25000000.00 955497.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-25 4.000 9874064.00 1712216.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-25 0.929 102884004.00 5284871.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 0.929 59576234.00 3168958.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 0.379 75000000.00 2538052.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 0.929 159780763.00 6282759.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-03-25 1.679 31270975.00 1966953.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-25 0.179 59738524.00 3363231.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 3.500 27569821.00 4772140.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-25 1.679 40766989.00 2997371.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-25 1.079 14900000.00 1100249.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-25 0.579 88173290.00 4654751.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-25 2.000 76000000.00 9232599.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-25 1.079 50000000.00 3092143.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-25 0.379 106795684.00 3957010.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-25 0.279 50043784.00 1762451.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-25 6.083 47440592.00 5767046.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-25 6.000 27039624.00 5255067.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-25 1.579 75000000.00 6047850.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-11-25 0.279 50000000.00 1746841.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 0.129 100000000.00 4827771.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 0.879 84017305.00 3779983.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 0.879 196049280.00 8537970.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 1.679 40458086.00 3033762.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-04-25 1.720 18000000.00 1439159.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2047-09-15 4.500 61446470.00 3361944.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-03-15 2.500 28624000.00 3887685.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-07-01 4.000 1000.00 247.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2041-10-01 4.000 1000.00 154.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-11-01 3.000 2000.00 578.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-11-01 5.000 1000.00 922.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-02-01 3.000 242370.00 218204.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-01 3.000 1000.00 802.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-02-01 6.000 7884832.00 7585741.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-09-15 6.500 80.00 1.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.065 50000000.00 330597.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 4.500 1052.00 990.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.650 29648630.00 2238822.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.130 27618156.00 1642344.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 702284.00 538865.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.000 50000000.00 1008096.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.680 71695272.00 4157357.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 22491565.00 3180950.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.230 92598202.00 3062015.95 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 2925000000.00 2925000000.00 0.0246 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA BYM4GPRG6 ES7IP3U3RHIGC71XBU11 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 Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-08-15 0.716 69838692.00 435544.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-15 0.616 11525618.00 210419.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.566 42654372.00 765041.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 1.166 25000000.00 526739.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.666 77705785.00 1310509.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.000 1934900.00 186777.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.000 2152846.00 360170.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 4.500 6378996.00 74403.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-15 3.500 37953000.00 694567.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.666 22243120.00 381866.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 5.000 24299245.00 59121.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.686 30181968.00 733667.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-04-15 3.000 36917831.00 453171.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-15 0.716 44429230.00 970094.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-15 1.266 13724716.00 298841.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-15 0.000 7084817.00 600231.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 0.000 27004098.00 4299553.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-15 0.616 42343980.00 267612.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-15 0.516 47295652.00 623329.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-07-15 0.000 15303929.00 1593918.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.000 7913762.00 1213661.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-06-15 0.616 42820800.00 134017.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-15 0.566 23484774.00 384764.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-15 1.716 47237010.00 447694.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-15 6.000 24827275.00 631077.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-10-15 3.500 5294000.00 79558.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-15 4.000 30931500.00 591468.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-15 4.500 3245554.00 76364.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-15 0.666 6518488.00 91638.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-15 4.000 12375000.00 803701.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-11-15 7.500 133800.00 139553.38 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-08-15 6.125 417100.00 457809.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-05-15 6.250 2947900.00 3333792.61 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2044-05-15 3.375 20527900.00 17754487.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2047-05-15 3.000 384000.00 305386.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2040-08-15 1.125 37838400.00 23415804.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-07-31 0.375 163798200.00 143906092.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-01-31 0.375 110368200.00 102151312.37 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2032-08-15 2.750 14042500.00 12651338.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-11-30 3.875 7102000.00 7086581.86 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-11-30 3.875 28733500.00 28671120.82 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-03-15 4.625 119252000.00 119473550.12 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-07-31 4.125 49235000.00 49318181.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-08-31 4.375 361122900.00 364285904.82 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-10-31 4.875 69628200.00 72861410.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-02-15 4.125 112812200.00 112556072.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.466 25000000.00 488156.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.716 26066353.00 962327.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-15 0.636 13674459.00 217743.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-15 4.000 13042546.00 243544.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 18364666.00 1936021.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 6700000.00 741552.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 23725100.00 1984113.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and 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Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 32302666.00 3270865.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 9500000.00 1230419.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-04-25 2.000 15140396.00 1233606.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 21700000.00 2062720.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 2.000 47070346.00 4036256.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 36600000.00 4500232.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 3.000 35000000.00 3962249.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-15 3.500 4767944.00 109490.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 3.000 35000000.00 3111399.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 2.000 31718171.00 2661878.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2056-08-15 0.666 49760000.00 2927613.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-15 4.000 41621261.00 490207.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-15 5.500 2896150.00 189502.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.615 43468661.00 1373873.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 5.500 7138489.00 519534.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-09-25 0.565 15088000.00 236065.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-11-25 0.565 12870000.00 754427.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 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Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 5.000 18579015.00 1402758.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-15 0.000 29422746.00 962737.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-05-25 3.500 9400000.00 837374.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 0.615 18445571.00 1582199.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-07-25 0.665 34180109.00 2950704.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 30000000.00 4008222.74 Agency Collateralized Mortgage Obligation Federal 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Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 2.500 24000000.00 2049725.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-08-25 2.500 43213487.00 3758993.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2045-07-25 5.000 13229798.00 893383.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 3.000 18267888.00 1995559.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 63416663.00 6353655.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-09-25 2.000 6607500.00 482399.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 94255575.00 9899274.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-08-25 4.000 4139000.00 550344.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2041-04-25 3.500 25764420.00 1831712.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2048-09-25 3.500 65723312.00 7020813.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.566 150000000.00 158601.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2030-09-15 1.246 120500000.00 111540.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.000 58000000.00 94857.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-01-25 4.000 31000000.00 4108289.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-06-25 4.000 14000000.00 1525495.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-07-25 2.500 4989853.00 512746.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-07-25 4.500 29698437.00 3931447.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-07-25 3.000 32669500.00 4382163.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-15 4.000 21178156.00 2542809.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2049-04-25 2.500 24632600.00 2437797.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-04-25 3.000 20592013.00 2990134.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2033-09-25 3.000 48880752.00 2656713.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 49118182.00 5227878.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-11-25 3.000 57000000.00 5581023.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-12-25 4.500 34408546.00 5254506.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-01-25 2.500 47897529.00 6949175.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 2.500 6437414.00 746868.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2042-02-25 2.500 23984261.00 2774641.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2037-01-25 3.000 19120983.00 1576696.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-03-25 3.000 59883254.00 9028471.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 100001.00 3667.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-15 4.000 3035839.00 487959.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-04-25 0.229 66534768.00 2082730.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-10-25 0.000 7692308.00 5616782.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-15 0.566 111662100.00 10055667.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2054-02-25 0.479 100000000.00 4558128.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2054-03-25 0.479 66666666.00 3249026.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-15 5.500 124807100.00 69484.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-05-15 1.316 17179588.00 51434.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.199 45257372.00 76157.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.816 20617366.00 62278.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-15 1.216 93333333.00 205179.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-15 0.846 60357142.00 89227.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-15 1.366 38965736.00 89459.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-15 6.000 21643000.00 99504.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-08-15 0.000 4067750.00 253163.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency 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Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-06-20 3.000 12000000.00 652940.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-09-20 5.000 1042529.00 154841.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-03-20 6.500 3087557.00 831052.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-07-20 4.500 6362948.00 1062886.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.500 14000000.00 3017984.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 4.500 3787415.00 1104642.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 5.000 1108209.00 326700.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 5.500 733117.00 302512.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 6.000 823809.00 167717.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2037-10-20 6.500 417185.00 170888.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 3526846.00 1540983.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-07-20 3.000 7333846.00 2670655.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 3.500 3409652.00 1171292.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 4.000 4722646.00 1533403.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-11-20 4.000 3041357.00 506091.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-08-20 7.000 84789.00 79853.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-07-20 2.000 1695490.00 1087406.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 5.000 7229472.00 6975434.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-20 4.500 3421.00 3147.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-08-20 3.500 2811913.00 789130.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-10-15 4.000 8159150.00 1505847.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 6.000 1644027.00 1713301.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-08-15 5.500 2529886.00 2562771.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-08-15 6.000 1335844.00 1380256.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 4.500 1118654.00 911730.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 4.500 1811398.00 1199198.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-08-20 6.000 1161575.00 110860.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-08-20 4.500 6592884.00 1596989.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-12-20 4.000 3028808.00 1404714.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-01-20 6.000 1955132.00 387991.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-06-20 6.000 1094008.00 407843.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-08-20 4.000 2791496.00 238901.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-06-20 4.500 600000.00 464265.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 4620313.00 1296407.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1107108.00 304030.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 10927060.00 1089841.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1112549.00 199744.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1044528.00 454019.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1299716.00 254840.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2664319.00 965964.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1109550.00 478049.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2231288.00 496671.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 1576419.00 783047.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 2118072.00 1201550.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 1304938.00 727967.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 2245289.00 1146449.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 2116218.00 1259709.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2104531.00 1264469.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2131633.00 753085.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1283345.00 714126.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 5617731.00 3665156.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2772252.00 1609760.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 3.000 1108844.00 902984.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 3.000 1669077.00 1375689.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 5.000 813982.00 475682.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 3.500 2641770.00 1447702.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 995549.00 593260.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-08-20 2.000 1033106.00 561434.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-12-20 4.000 1396540.00 1038008.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-05-20 2.500 1670725.00 1004605.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 4.000 1097365.00 976839.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 4.000 1028306.00 438874.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2040-08-20 5.000 1646711.00 1149540.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2046-12-20 3.000 2511180.00 1910344.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 2227862.00 1006676.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 1646934.00 1266003.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-15 4.500 2748285.00 2709316.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-20 6.000 1716347.00 1472152.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-15 5.500 1519206.00 1524362.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-03-20 4.000 2199467.00 1988386.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-01-20 4.000 1482893.00 1081607.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2039-07-20 5.500 1138430.00 943735.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2036-04-20 5.500 1412965.00 127210.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2035-08-20 5.500 2760925.00 220023.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-10-15 4.500 1444208.00 397825.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-05-20 6.000 2367516.00 1016387.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 5.500 1986980.00 2007808.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 6.000 1411464.00 1448080.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 6.500 2965247.00 2879516.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-06-20 6.000 9221058.00 7003244.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 5.000 1979466.00 1932746.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 6.500 4030971.00 3480628.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-08-20 6.500 366093.00 249049.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-11-20 6.500 1857006.00 1948101.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-11-20 6.500 1340161.00 1396425.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 7.000 1117116.00 1167261.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 7.000 1179588.00 1036803.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2046-01-20 4.000 1584637.00 1468828.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-11-20 6.500 2642342.00 2544525.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-11-20 7.000 1314673.00 1349713.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 6.500 2184622.00 2291379.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-08-20 4.000 215047.00 194855.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 7.000 1437432.00 1474954.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 6.000 1577139.00 1622201.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 6.000 2033670.00 2049439.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-11-20 3.500 442662.00 388193.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-01-20 4.000 287746.00 260781.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-02-20 2.500 160536.00 127719.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-11-20 4.000 169430.00 153714.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-02-20 4.000 66217.00 60396.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-03-20 4.500 206564.00 194587.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-02-20 4.500 532251.00 498856.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-03-20 4.000 161369.00 146850.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-02-20 2.500 352433.00 283957.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-02-20 4.500 239852.00 226151.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-08-20 2.500 309843.00 250864.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-03-20 3.000 533057.00 445377.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2039-02-20 7.500 1630738.00 33753.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2039-09-15 4.500 7010230.00 227567.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2027-05-20 7.000 1284206.00 113668.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2031-02-20 7.000 1628331.00 226355.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2032-05-15 6.500 1422657.00 310461.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2030-11-15 6.500 1033784.00 53745.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2031-05-15 6.500 1231390.00 214090.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2033-05-20 6.500 412866.00 19245.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-02-20 6.500 4392931.00 124690.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2033-07-15 6.000 1112844.00 152296.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2031-08-20 7.500 1082579.00 90446.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-02-20 4.000 100591625.00 38171569.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-06-20 5.500 13199269.00 4775495.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-06-20 4.500 98210002.00 37134443.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 7000000.00 7255297.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-04-20 5.500 11200557.00 10946415.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-04-15 5.500 8197485.00 445691.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-12-15 6.500 2337478.00 119072.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2039-01-20 7.250 1310308.00 196408.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-05-20 0.896 82670759.00 57968.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-02-20 0.056 106778739.00 68222.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-20 0.496 100000000.00 697090.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-20 1.306 26138580.00 121097.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-07-20 1.386 50000000.00 27483.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-07-20 0.656 100000000.00 103888.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-16 0.658 42037019.00 773800.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-16 3.500 22733000.00 1052331.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-20 0.606 20004238.00 343030.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 1.376 70000000.00 73076.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 0.746 20700000.00 61615.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 1.106 59500000.00 18934.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 0.656 90300000.00 55335.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 0.758 35250000.00 67428.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-20 0.656 26000000.00 42814.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-16 5.500 2739257.00 69141.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-20 0.000 29000000.00 292332.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-16 0.708 7689881.00 247223.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 1.008 50750000.00 119783.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 0.558 44900000.00 83402.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-20 0.316 34400000.00 108219.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-20 0.000 36000000.00 1078038.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-20 0.606 43078000.00 162638.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-16 0.608 25800000.00 68578.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-20 1.156 4340000.00 96445.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-20 1.256 7500000.00 70166.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-16 5.500 7072909.00 125220.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-20 3.000 11286666.00 316041.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-16 4.500 5214568.00 49096.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-16 3.500 13065039.00 591332.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-20 3.500 9400000.00 64973.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-01 2.316 163954545.00 96970.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-15 2.266 75000000.00 55658.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-10-15 2.316 184580000.00 89787.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-11-01 4.000 1000.00 112.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-15 3.500 2798030.00 54717.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-04-15 0.516 100000000.00 105093.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-06-15 0.516 48620912.00 303324.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.066 42705734.00 867085.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-15 0.516 81951976.00 1050635.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-15 0.566 25000000.00 273720.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.616 50539734.00 451686.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-15 0.566 51800000.00 383198.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 0.716 15566471.00 111717.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 3.000 29968438.00 903194.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 3.500 68588097.00 1883689.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 4.000 43017680.00 996380.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.000 25563538.00 273620.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.500 8600000.00 109258.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.500 9300000.00 85303.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 3.000 166600000.00 3761361.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-15 4.000 56500000.00 726558.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-15 3.000 75640114.00 101170.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 0.516 82532704.00 1400497.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 4.000 25962443.00 435731.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 4.577 8452570.00 186473.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-15 0.516 46915040.00 1297094.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-15 0.486 52540047.00 1829804.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-15 0.546 113846153.00 1852868.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-15 0.516 21029934.00 319042.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 0.616 53638238.00 1102573.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-15 0.616 50328508.00 1341538.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-10-15 4.000 63244190.00 11737439.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2037-11-01 4.500 121848.00 94547.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-06-01 3.500 581498.00 512084.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-02-01 2.000 837914.00 591403.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.106 132000000.00 795273.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-16 4.500 67285500.00 83017.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-20 0.856 31250000.00 189104.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-16 4.500 57475000.00 1470358.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-20 0.000 77333553.00 160747.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-16 0.658 50009662.00 617484.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.706 36206662.00 162502.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-20 0.706 37269289.00 126186.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-16 0.758 214561080.00 1549266.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.276 35000000.00 223908.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-11-20 0.156 9500000.00 144287.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 0.156 38537211.00 506899.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-16 0.808 28000000.00 635761.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-20 7.000 29089813.00 533882.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 5.500 12400000.00 160639.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 4.000 9588250.00 115373.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2058-01-16 0.608 10000000.00 78177.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.706 3500000.00 86632.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.500 11910581.00 24666.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 4.000 9796228.00 229028.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.000 10903250.00 476047.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-20 5.000 14329000.00 594516.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 6.000 12022470.00 315967.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-16 5.000 3471000.00 206342.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-16 5.000 7153283.00 94531.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-20 6.000 31360274.00 1141296.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 0.756 19097714.00 572259.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 0.756 30121153.00 538210.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 0.756 15500000.00 471923.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-10-16 1.000 230000000.00 2567343.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-07-16 1.100 210000000.00 4414565.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-05-16 1.100 182000000.00 4527172.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-01-16 1.100 202425136.00 4653685.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-01-16 1.000 261361236.00 5952629.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2046-03-01 3.500 1017898.00 455649.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-01 5.000 983246.00 849454.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-08-01 6.000 514618.00 505953.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-04-01 6.500 505050.00 521379.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-01 3.000 2015.00 1617.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-10-15 2.466 239996632.00 5439.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-11-01 2.500 514828.00 258243.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-02-01 2.500 664000.00 476832.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-08-01 4.000 588781.00 543525.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-05-01 5.500 2245341.00 2197090.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2043-01-25 5.000 9869632.00 1670938.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-09-15 6.500 2.00 0.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-15 0.000 21556000.00 366600.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-15 0.000 132362786.00 361285.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 0.616 37165902.00 57147.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-15 1.066 39570872.00 78706.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-15 0.000 4081000.00 80963.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-15 1.066 29250000.00 120319.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-15 0.386 100000000.00 137328.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-02-15 0.000 4545718.00 1246051.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-15 0.000 14000000.00 929251.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-15 1.166 74504333.00 236397.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-15 1.106 100000000.00 220267.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.516 461538461.00 573654.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 6.000 6596544.00 92597.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-08-15 1.016 41663645.00 204988.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-15 0.000 7624894.00 493428.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-15 1.216 43627875.00 214485.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-15 0.566 82831666.00 138301.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-15 1.016 42160437.00 234715.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-12-15 1.166 37142857.00 160757.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-15 0.516 62591952.00 280748.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-15 1.066 29203275.00 230028.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 0.516 25742360.00 316464.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 1.106 86751597.00 712150.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 0.506 85892593.00 891177.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-07-20 0.756 30000000.00 685205.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-20 4.000 12328000.00 110749.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.756 38000000.00 904562.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.000 50000000.00 218380.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-16 0.758 5553716.00 84201.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 5.000 12718112.00 465377.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.606 60437869.00 1543931.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-09-16 0.698 70414848.00 3834974.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-10-16 0.743 70664064.00 4729421.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 4.500 36372403.00 2026495.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 200000.00 25433.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.606 9500000.00 362051.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-20 4.500 2073146.00 83318.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.656 38755091.00 1623867.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.000 25745836.00 114135.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 3.500 127000000.00 3720060.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.656 11525000.00 324538.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-20 0.656 28344859.00 714204.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 31474000.00 2191400.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-20 0.395 138116787.00 723113.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.459 14903029.00 427345.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.000 18958000.00 347754.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 3.000 40550416.00 3375107.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.606 25485118.00 1757602.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.606 63144646.00 1719674.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 0.000 26806396.00 619701.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 0.806 10675000.00 621125.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 300000.00 30105.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 53558456.00 322418.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 41471358.00 1062256.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 40726237.00 5015054.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 3.000 59144366.00 6690258.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 7270000.00 759892.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 2.500 51918800.00 4045342.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.716 20578643.00 101936.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-15 1.066 40419858.00 31944.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-15 1.066 19633000.00 130044.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-15 5.000 17607116.00 124249.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-02-15 1.216 36225033.00 216568.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-15 0.616 41095926.00 215089.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 0.566 31050000.00 339362.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.266 7479158.00 104240.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.266 38592250.00 509235.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.186 37430744.00 707102.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-15 0.016 21296957.00 30827.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-15 1.166 48358419.00 1210200.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.000 30985000.00 2414476.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.000 28613480.00 3827275.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 1580827.00 195656.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 4.000 59206728.00 6644309.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 0.000 58333333.00 568040.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.500 54669341.00 5920342.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.500 6819093.00 816407.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 16404666.00 1813076.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 3268294.00 355571.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 16823000.00 2265397.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 27945234.00 3669541.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.856 50000000.00 2808656.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 4950000.00 507093.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.000 50301685.00 1138471.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 41666666.00 3990270.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 0.856 13743253.00 575644.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 2.500 56000000.00 4160715.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 5027000.00 505251.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.856 50000000.00 2518495.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.500 50265070.00 6127538.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 17601902.00 1893976.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 32495166.00 3028360.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.500 43628680.00 853513.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 3426000.00 373366.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 2.500 5109601.00 426914.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 2.500 20982500.00 1818405.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 4538000.00 493264.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 52927440.00 5441172.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 4.500 9104000.00 988068.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 41017107.00 3827510.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.000 7534375.00 584515.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 0.000 50000000.00 607014.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 0.000 50000000.00 521762.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 7763000.00 853170.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 40000000.00 4238323.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 9580000.00 1050033.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 52339814.00 3942341.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.500 60595040.00 6868672.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 4.500 63535932.00 8025035.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 50000000.00 3856395.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 1.500 32707629.00 20867238.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.230 100000000.00 1694589.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.080 100000000.00 1516814.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.930 150000000.00 8936022.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.180 50000000.00 1491037.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 2.500 39927349.00 4823037.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 4.000 3000000.00 535280.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.500 8474000.00 1168738.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 16979000.00 2063250.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 5.000 7584000.00 840835.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 2500000.00 1035298.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 0.000 17297311.00 328806.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.000 7075000.00 632156.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 30000000.00 568250.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.680 33333333.00 2228630.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.680 34321623.00 1760538.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.500 40000000.00 4945787.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 34295502.00 4821156.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 6.000 842428.00 111493.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.980 19261578.00 942462.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 22124287.00 2688336.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.000 22426123.00 537463.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 4.500 2045954.00 1895236.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 4.500 8162196.00 7611937.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.880 55555555.00 3769344.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 6.000 16763181.00 2781241.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.380 74956217.00 2884423.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.830 4389293.00 236448.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.230 77619700.00 1368372.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.000 130000000.00 3883177.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.000 12500000.00 355854.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 4.000 1000.00 849.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.130 3421558.00 203466.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.550 6443637.00 55010.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.660 30000000.00 2047838.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.230 7401798.00 244760.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 4.000 35000000.00 6077265.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.600 30557249.00 369525.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.630 31441699.00 1906470.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.580 24625170.00 1448661.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.630 50000000.00 1457321.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 22550843.00 4039409.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.026 162000000.00 2764198.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.000 15744753.00 12053520.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.280 50000000.00 3012958.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.380 8008546.00 177681.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.980 6038581.00 191612.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 1.080 3829832.00 142164.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 6.619 50000000.00 38344138.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.180 50000000.00 1118112.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 1.680 64285710.00 2784581.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.280 100000000.00 2331358.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 1.180 60000000.00 2138028.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.930 1927399.00 224278.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.930 1925413.00 223204.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 0.430 3375303.00 169753.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-09-20 0.000 21630872.00 14821798.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.380 50000000.00 2896042.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 0.580 50000000.00 2099087.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 4.000 36677515.00 7022377.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 1.730 68000000.00 5064099.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.350 27769829.00 216848.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-20 1.060 48000000.00 2270225.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-20 1.080 215000000.00 13241180.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.830 28997426.00 2029342.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 1.130 47807423.00 3861115.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 7.000 18537935.00 3224886.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 0.000 120000000.00 2859340.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-20 7.000 77686832.00 13216843.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-20 0.730 209205.00 7813.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-20 1.680 61953134.00 3863624.33 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 2110000000.00 2110000000.00 0.0178 N Y Y N - N/A - SOCIETE GENERALE SOCIETE GENERALE BYM4GPRH4 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) 2047-02-15 0.875 113100.00 111022.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 6.500 49012636.00 49283786.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-20 5.500 1000.00 994.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 6.000 15708293.00 15760095.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-20 6.500 6059128.00 6115858.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-20 6.500 6300.00 6378.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-20 5.000 1000.00 981.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 5.500 130170.00 130363.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.000 236409.00 233390.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 5.500 86010880.00 86333045.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 7.500 1317999.00 1364304.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 4.500 1949000.00 297746.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-20 3.500 99000.00 31032.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 4.000 1072756.00 283122.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 3.500 2999.00 91.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-20 5.000 2000.00 89.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 3000.00 760.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 4.000 2000.00 550.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-20 4.500 550000.00 239569.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-20 5.500 2685992.00 1186046.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-20 5.500 1000.00 418.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-20 2.500 225000.00 103355.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-20 5.500 2000.00 1049.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-09-20 7.500 1000.00 427.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-20 2.500 2238.00 1800.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-20 3.500 1001.00 98.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-20 3.500 1000.00 140.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-20 3.500 1001.00 212.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-20 4.000 655000.00 100124.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-20 4.500 1000.00 150.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 3.500 4162.00 601.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 3.500 2000.00 716.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 5.500 2976230.00 2900814.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 7.000 9058832.00 9172704.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-20 7.000 1563901.00 1621793.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 6.500 4001.00 4048.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 6.500 1114492.00 1128646.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 7.500 201999.00 208502.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 6.500 1237732.00 1271254.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 6.000 1000.00 1028.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 6.500 1000.00 1031.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1006.00 1003.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1000.00 997.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-20 7.000 3114.00 3281.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 7.000 2046844.00 2110152.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 7.000 2810228.00 2929176.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 8.000 2438820.00 2528195.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 7.000 4070544.00 4182086.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 7.000 1000.00 1068.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 6.000 250810.00 254412.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 7.500 1433768.00 1480693.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 7.000 1000.00 1053.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 7.500 1000.00 1032.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.000 1000.00 973.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 6.000 3420008.00 3516226.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.500 1000.00 997.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 6.000 1000.00 1028.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1000.00 1013.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 6019158.00 6021830.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.500 1000.00 1010.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1000.00 1013.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 4205992.00 4242281.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1001.00 1013.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.000 1000.00 979.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-03-20 3.500 1251.00 58.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-20 3.500 3000.00 344.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.500 191000.00 50834.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.500 1093.00 354.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.500 1000.00 254.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-10-20 6.000 125012.00 493.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-20 5.500 65622.00 414.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-07-20 4.000 497016.00 23400.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-20 5.000 34000.00 504.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-20 5.000 1000.00 89.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 4.500 25803391.00 2949154.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-20 5.000 535000.00 57422.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-20 3.000 499000.00 79220.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-20 3.000 1464831.00 243550.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-20 3.000 24716341.00 10624970.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-20 4.000 2175712.00 852652.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-20 4.000 4011.00 1699.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-20 5.000 84000.00 40146.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-20 3.000 210000.00 38936.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 5.500 1000.00 137.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-03-20 2.500 2000.00 436.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-20 6.500 75011.00 1322.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-01-20 4.000 1000.00 63.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-10-20 5.000 1101000.00 35930.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-20 4.500 1999.00 89.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-20 5.000 2000.00 82.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-20 5.000 3000.00 127.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-08-20 5.000 50000.00 2282.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-20 5.000 821000.00 39134.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-20 4.500 622000.00 36902.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-20 4.500 2000.00 94.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-20 4.500 3000.00 138.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-20 5.000 1769.00 75.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-20 3.500 1693750.00 134268.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-20 3.500 1220000.00 98696.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-12-20 5.000 528000.00 35707.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-02-20 6.000 1446444.00 70449.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-20 4.500 2096402.00 65194.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-20 4.500 1000000.00 171439.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-03-20 4.500 1220.00 97.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-20 3.500 18751074.00 2028381.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-11-20 4.000 1000.00 95.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-20 3.000 1397000.00 173471.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-20 4.000 1000.00 64.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-20 3.000 1000.00 146.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 4.000 39665140.00 3838908.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 4.500 365910782.00 27409241.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-20 4.000 22948503.00 2659446.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-20 4.500 2973004.00 223592.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-20 6.000 2000.00 191.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-20 3.000 94011.00 14163.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.000 499993856.00 35877780.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.500 293637906.00 24729601.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.500 119879366.00 9638404.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-20 4.000 278234879.00 18928836.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-20 4.000 300000000.00 21395180.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-20 4.500 391040256.00 30981277.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-20 3.000 277154.00 30998.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-20 4.000 8704.00 643.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-20 4.500 450000000.00 36053974.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-20 4.000 13733616.00 1048499.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 4.500 3712.00 286.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 4.000 349995904.00 26972985.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-20 4.000 285937239.00 21972425.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-20 4.500 8960.00 596.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 3.000 1001.00 94.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 4.000 113135720.00 9844045.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 4.500 16501180.00 1252309.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-20 4.000 373384808.00 34145284.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 3.000 458000.00 48017.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 4.000 5760.00 599.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 4.500 2100.00 167.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 3.500 8364.00 772.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 4.000 1259165.00 128071.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-20 3.000 425000.00 48304.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-20 3.500 68960014.00 6964789.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-20 3.000 7186.00 915.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-20 3.500 1254800.00 128856.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-03-20 6.000 2003.00 178.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-20 3.500 5120.00 551.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-20 4.500 369419.00 28121.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-20 3.500 1349542.00 144991.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-20 5.000 1000.00 95.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-20 3.500 48000.00 5173.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-20 3.500 7204224.00 828863.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-20 6.000 1292413.00 136792.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 3.000 391509.00 51192.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 3.500 3993780.00 482723.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-20 4.000 449000.00 44406.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 4.500 1077.00 95.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 3.000 1000.00 176.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.000 17633.00 1841.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.000 66857008.00 7192781.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-20 3.500 310000.00 49300.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-20 4.000 4096.00 452.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-20 4.500 20430.00 2331.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-20 3.500 1000.00 139.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.500 10300768.00 1465519.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-20 7.000 2011308.00 187853.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.000 30000.00 4630.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-20 3.500 1000.00 143.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-20 6.500 1000.00 172.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-20 3.000 695000.00 112021.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-20 4.500 2000.00 238.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-20 5.000 499000.00 66425.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-20 3.500 1008.00 143.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-20 4.500 5035720.00 429124.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 4.000 3486636.00 381310.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-20 5.000 296312.00 32893.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 3.000 46716.00 7194.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.500 143113485.00 14827021.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-20 3.500 1127789.00 163833.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-20 3.500 122630619.00 16772458.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-20 4.000 1000.00 123.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-20 5.000 3000.00 327.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-20 3.000 6596547.00 1023866.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-20 3.500 613987666.00 86466208.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-20 4.000 3000.00 358.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-20 5.000 379085.00 45934.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-20 4.000 1894.00 222.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-20 3.500 1000.00 139.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-20 4.000 111349068.00 10518741.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 4.500 61000.00 5132.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-20 3.000 1996000.00 368624.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 5.000 1000.00 155.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-20 3.500 2000.00 279.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-20 4.000 76228977.00 8393458.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-20 3.500 1000.00 125.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-20 4.500 3367980.00 293721.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-20 6.000 189000.00 41111.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-20 4.500 257292783.00 20421045.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-20 4.500 53223597.00 4566053.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-20 4.000 1010989.00 147814.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-20 3.000 1000.00 154.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 3.000 15062288.00 4229502.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-20 3.500 1000.00 270.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-20 3.500 497000.00 150458.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-20 4.000 3110.00 940.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-20 5.500 2000.00 860.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-20 2.000 2000.00 990.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-20 5.000 1000.00 294.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-20 3.500 304264.00 114349.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-20 4.000 5028.00 1818.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-20 2.000 532200.00 283361.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-20 3.000 235000.00 91330.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-20 3.000 6126.00 2407.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-20 2.000 1000.00 556.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-20 3.000 1281.00 518.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-20 3.500 5010231.00 2049552.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-20 4.500 1000.00 303.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-20 4.000 1184.00 982.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-20 2.500 1000.00 745.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-20 4.000 112000.00 95188.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-20 6.000 25056.00 343.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-20 7.000 2782777.00 25828.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-20 7.000 2269000.00 29261.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-10-20 6.000 1000.00 10.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-20 5.500 1627481.00 25212.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-20 5.000 3405.00 77.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2039-03-20 6.000 2538142.00 33041.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 3.500 1024.00 492.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 1.500 1000.00 604.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 2.500 1000.00 556.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-20 3.000 99027.00 52252.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 3.500 1130.00 556.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-20 4.000 4104.00 1914.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-20 5.000 73000.00 29998.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-20 5.500 572429.00 275686.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 3.000 20318386.00 11417669.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 3.500 2191885.00 1197012.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 4.000 5372.00 2663.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 2.500 4034.00 2557.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 3.500 210231.00 120557.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 4.000 162250746.00 84752417.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-20 2.500 196992.00 129695.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency 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Association-Agency Mortgage-Backed Securities 2051-09-20 4.000 1120.00 727.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-20 3.500 134271633.00 97818002.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-20 3.000 1000.00 713.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-12-20 2.500 3996000.00 2681080.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-20 2.500 1286520.00 919508.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-20 5.500 3004.00 1830.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 4.000 361543.00 291621.31 Agency Mortgage-Backed Securities Government 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1000.00 914.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 7.000 50001.00 36054.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 3.500 1000.00 858.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 5.000 68506847.00 63026536.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 5.500 24841184.00 22720338.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 6.000 1597269.00 1361944.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 6.500 14378985.00 10593202.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed 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Association-Agency Mortgage-Backed Securities 2053-01-20 6.500 5101974.00 4197366.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.500 7910288.00 7499259.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 4.500 2000.00 1897.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 5.000 4016.00 3897.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.500 78225362.00 76809836.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 6.500 32470072.00 31369437.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 4.500 1000.00 951.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 5.500 69948383.00 69117325.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 6.000 26490.00 26342.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 5.000 25119.00 24528.33 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 1600000000.00 1600000000.00 0.0135 N Y Y N - N/A - SOCIETE GENERALE SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 4290 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-05-02 0.000 20825100.00 20718371.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2024-09-26 0.000 100.00 97.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2038-02-15 4.375 60751000.00 62186247.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2042-02-15 0.750 53095700.00 57624149.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-02-15 0.625 11655100.00 11954620.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2043-11-15 3.750 69541200.00 63815451.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2045-02-15 0.750 150316600.00 150370938.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2046-11-15 2.875 200000.00 155985.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2047-02-15 0.875 68569000.00 67309697.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2048-02-15 1.000 97729300.00 95858964.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2049-02-15 1.000 62737500.00 59979740.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2050-02-15 0.250 149548100.00 112539240.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2051-02-15 0.125 107456700.00 75639169.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2051-11-15 1.875 76257300.00 46099709.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2052-02-15 2.250 92986700.00 61260210.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2042-05-15 3.250 76382400.00 65767025.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-06-30 0.875 144200.00 133368.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-12-31 1.375 1421900.00 1253702.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2029-02-28 1.875 25429600.00 22845358.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2026-03-15 4.625 2946100.00 2951573.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 2028-06-30 4.000 10511400.00 10510036.98 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-11-01 4.000 7345.00 829.60 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2037-07-01 4.000 21438190.00 15927069.85 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-01 2.500 1001.00 655.68 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2045-02-20 4.000 3906307.00 378063.81 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-01-20 3.000 1000.00 131.12 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-05-20 3.500 11261486.00 1528008.16 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2046-09-20 3.500 6825968.00 952990.15 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-02-20 3.500 1008.00 135.26 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-20 3.500 1000.00 143.58 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-06-20 4.500 1000.00 85.21 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2047-11-20 4.000 1000.00 128.24 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-02-20 5.000 1000.00 103.90 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-10-20 5.000 1000.00 81.53 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-11-20 4.500 399000.00 34796.73 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-06-20 2.000 1030.00 639.71 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-07-20 3.000 691273.00 430091.56 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-08-20 2.500 197000.00 132102.35 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2052-02-20 3.000 8112.00 6120.34 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-04-20 3.000 698000.00 564577.98 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2057-12-15 3.970 1000.00 908.25 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-01-15 5.669 6086400.00 6100111.16 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2058-12-15 5.960 2299000.00 2406739.08 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-10-20 7.000 1000.00 1037.65 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2054-03-20 6.500 1238522.00 1281359.99 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2054-02-20 6.500 1059212.00 1090760.35 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2054-03-20 5.500 1000.00 1013.87 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2041-02-20 4.000 1658000.00 102912.23 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2048-05-15 4.000 833325.00 84830.58 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-04-04 2024-04-04 2024-04-04 N N N 0.0533 1000000000.00 1000000000.00 0.0084 N N Y N - N/A - SUMITOMO MITSUI BANKING SUMITOMO MITSUI BANKING BYM4GPSL4 5U0XI89JRFVHWIBS4F54 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) 5U0XI89JRFVHWIBS4F54 2037-02-15 4.750 80006626.77 85623713.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2037-05-15 5.000 276377952.75 305871513.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2044-08-15 3.125 11294645.66 9315911.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2049-11-15 2.375 15986898.42 11120552.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2040-11-15 1.375 55275590.55 35915802.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2041-11-15 2.000 92125984.25 65472061.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2042-02-15 2.375 110551181.10 82758325.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2042-05-15 3.250 30376792.91 26255976.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2042-08-15 3.375 95158679.52 82788453.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2027-08-15 2.250 253714.96 237715.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2027-11-15 2.250 3179267.71 2986012.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2025-03-31 2.625 46062992.12 45593925.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2025-04-30 2.875 109757515.74 108616426.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2028-08-15 2.875 36850117.32 34950910.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2025-08-31 2.750 221102362.20 215306471.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2025-09-30 3.000 108206943.30 107007804.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2028-11-15 3.125 110551181.10 106661893.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2026-01-31 2.625 59881889.76 57983907.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2024-04-30 2.250 221102362.20 222600367.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2029-05-15 2.375 62514205.51 57789515.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2024-06-30 1.750 153169398.42 152447628.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2025-02-15 2.000 243519746.45 237612856.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2024-05-31 2.000 127073976.37 127212198.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2024-06-30 2.000 46062992.12 45901641.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 2025-07-31 2.875 219196736.22 214601947.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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T6FIZBDPKLYJKFCRVK44 2025-05-15 2.125 22500.00 21986.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 0.375 912000.00 1160782.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-30 2.000 218300.00 217445.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 2.750 507500.00 497898.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 1.750 2228000.00 2207258.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.250 363600.00 357745.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 1.500 499700.00 491914.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-15 1.750 800.00 710.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.625 200.00 187.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.750 499800.00 467708.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-01-15 0.125 2621900.00 2845131.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 1.125 23900.00 23079.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 0.125 2718900.00 3165794.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 0.500 28100.00 25046.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.625 931000.00 754687.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 0.250 57600.00 54420.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 0.250 54000.00 50369.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.875 31100.00 25296.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 0.625 20800.00 18264.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 0.375 6400.00 5964.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 0.625 1800.00 1575.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-15 1.125 9700.00 7974.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-29 1.125 3000.00 2663.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-15 0.375 1112100.00 1111266.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-30 0.750 1500.00 1391.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.250 932000.00 926578.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 1.250 33100.00 29455.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-15 0.250 9697900.00 9598500.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-06-30 0.875 100.00 92.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.375 79000.00 77895.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 622800.00 634046.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-31 0.625 701000.00 641700.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 339000.00 332817.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-09-30 1.250 500.00 442.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.625 738100.00 721955.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.750 400.00 390.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.250 31800.00 29397.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-30 1.500 1000.00 890.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.250 500000.00 461024.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-01-15 0.125 200.00 194.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 1.875 498000.00 421967.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-02-28 1.875 27000.00 25191.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-03-31 2.375 88000.00 81767.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.250 316000.00 319342.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-15 0.125 8900.00 9167.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.500 60000.00 60447.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.500 1744000.00 1749107.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-31 2.625 1000.00 957.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-06-30 3.250 607900.00 585247.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 3.000 3319200.00 3262715.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 3.000 15000.00 14950.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 5.337 596000.00 600945.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-09-30 3.875 984500.00 987145.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-15 4.250 549900.00 556274.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 4.375 137100.00 138845.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-10-31 4.000 438600.00 441053.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 4.500 943400.00 955484.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-30 3.875 436800.00 434864.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 3.875 485900.00 484845.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-15 4.000 461200.00 461124.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 3.875 200.00 198.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 5.500 38000.00 38357.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 4.125 988000.00 986529.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-29 4.000 15000.00 14891.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-28 4.000 727100.00 721191.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-15 4.625 18200.00 18233.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-03-31 3.625 100.00 99.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-15 3.750 100400.00 100461.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-15 1.250 100.00 100.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 3.875 551500.00 553871.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-04-30 3.500 300.00 292.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-30 3.500 999800.00 985379.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-05-15 3.375 987600.00 938145.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 4.250 758700.00 763247.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 3.625 500500.00 494359.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 4.625 535700.00 540062.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-07-15 0.375 1000000.00 1200845.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.875 199500.00 196915.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-09-30 2.125 138000.00 137281.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 2.250 249900.00 247875.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 2.125 578300.00 570486.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-31 2.250 313800.00 308804.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 2.500 2545500.00 2501098.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-15 2.750 495100.00 469527.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 2.750 2597600.00 2549116.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 2.625 107000.00 105898.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 2.875 400.00 383.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 3.000 455900.00 450972.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 3.000 800.00 788.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 2.875 476100.00 466481.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-15 0.875 105900.00 123592.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 2.625 3099000.00 2892541.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-04-30 2.250 95100.00 95703.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 2.375 1000.00 924.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 1300.00 1244.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 2.375 279600.00 277251.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 2.250 114200.00 113046.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 2.000 4600.00 4439.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 0.625 1233300.00 1556075.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-15 0.125 1683000.00 2075096.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 2.000 36800.00 34856.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-03-31 2.125 100.00 101.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 2.500 772300.00 776466.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 4419900.00 5742827.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 4.750 404000.00 406564.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-31 4.125 448900.00 449658.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-07-31 4.000 499900.00 497077.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 5.425 325000.00 327562.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-31 4.375 635000.00 640561.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-15 4.625 425000.00 427155.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-15 4.625 579700.00 594199.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 5.470 250100.00 252250.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-10-31 4.875 1988000.00 2102380.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-10-15 2.375 852400.00 887911.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 4.625 217500.00 222222.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-30 4.375 490600.00 502180.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-30 4.375 884700.00 903194.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 4.250 1894000.00 1899482.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 5.545 2250000.00 2271835.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-01-15 1.750 208000.00 206739.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-28 4.625 14876000.00 14932276.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-02-28 4.250 3729200.00 3752334.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-28 4.250 980000.00 985922.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-03-15 4.250 8239400.00 8226005.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-08-15 0.000 90000.00 65771.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 25000.00 17478.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-02-15 0.000 100000.00 68396.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 0.000 72000.00 48166.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 611.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 0.000 23015.47 13078.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.000 52.60 39.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 0.000 109000.00 80523.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-11-15 0.000 100329.52 66398.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 14000.00 9068.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.000 695478.80 690673.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 25000.00 24512.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.000 169042.00 163754.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 121999.00 116668.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 0.000 198897.00 188003.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 0.000 4000.00 3706.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-15 0.000 9981.07 9062.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 77779.89 67172.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-15 0.000 30999.90 25712.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 0.000 6731.05 5641.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 0.000 4.82 3.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-05-15 0.000 15000.00 9280.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 79000.00 64222.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 0.000 13000.00 10458.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-15 0.000 123.95 96.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.000 49000.00 37359.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-11-15 0.000 2000.00 582.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-08-15 0.000 40000.00 18804.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 0.000 20000.00 9259.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 0.000 10000.00 4398.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-11-15 0.000 1.20 0.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2043-05-15 0.000 6451.00 2643.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 387.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2046-11-15 0.000 22.39 7.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-11-15 0.000 25000.00 8392.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 0.000 1674.63 516.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 4000.00 1207.14 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2024-04-01 2024-04-01 2024-04-01 N N N 0.0532 300000000.00 300000000.00 0.0025 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+ 2024-04-01 2024-07-31 2024-07-31 N N N 0.0537 2620419597.90 2620419597.90 0.0221 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+ 2024-04-01 2025-04-30 2025-04-30 N N N 0.0547 50021109.50 50021109.50 0.0004 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+ 2024-04-01 2025-07-31 2025-07-31 N N N 0.0545 867668988.20 867668988.20 0.0073 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+ 2024-04-01 2024-04-30 2024-04-30 N N N 0.0528 2524391828.50 2524391828.50 0.0212 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CJU6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-04-01 2026-01-31 2026-01-31 N N N 0.0555 1883119736.52 1883119736.52 0.0158 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+ 2024-04-01 2025-01-31 2025-01-31 N N N 0.0550 1164166465.74 1164166465.74 0.0098 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+ 2024-04-01 2024-10-31 2024-10-31 N N N 0.0548 1031442577.37 1031442577.37 0.0087 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CJD4 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-04-01 2025-10-31 2025-10-31 N N N 0.0547 1068398438.76 1068398438.76 0.0090 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 912828ZF0 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-03-31 2025-03-31 2025-03-31 N N N 0.0497 392127292.30 392127292.30 0.0033 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912796Y52 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2024-07-05 N N N 0.0511 3452137710.00 3452137710.00 0.0291 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912797KE6 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-06-11 2024-06-11 2024-06-11 N N N 0.0523 960766467.74 960766467.74 0.0081 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912797KD8 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-29 2024-08-29 2024-08-29 N N N 0.0524 582344474.95 582344474.95 0.0049 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912797KK2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-09-12 2024-09-12 2024-09-12 N N N 0.0522 234427279.20 234427279.20 0.0020 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912797KJ5 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-03-20 2025-03-20 2025-03-20 N N N 0.0505 1086697977.60 1086697977.60 0.0091 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912796Y45 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-06-27 2024-06-27 2024-06-27 N N N 0.0514 2172286864.00 2172286864.00 0.0183 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 912797HF7 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-04-11 2024-04-11 2024-04-11 N N N 0.0533 599127666.00 599127666.00 0.0050 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2024-04-04 /S/Robert Svagna Robert Svagna Treasury Manager