N-MFP2 0000740766 XXXXXXXX 2024-04-30 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 44 99 94039200870.24 93164324423.01 88672642823.46 94559311576.71 94517886527.01 96350111802.71 95854235355.48 91737192644.82 96823861398.07 96782436348.37 0.7963 0.7963 0.7937 0.8080 0.8040 0.8159 0.8193 0.8211 0.8274 0.8233 4664400776.53 112714645181.99 112730473324.78 163754364.61 608758662.39 116949869803.53 116951187327.36 1.0000 0.0536 0.9999 0.9999 0.9999 0.9999 0.9999 C000000287 10000000.00 78412425562.72 78413461980.32 0.9999 0.9999 0.9999 0.9999 0.9999 13683307068.62 15844671322.09 10679803373.54 11662643929.78 7281000927.32 11539086472.01 12771914043.58 8603576377.05 5089054924.23 3579432220.44 49505080337.29 51229410321.37 0.0519 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. 2,527,341.28 C000000286 10000000.00 11862051229.38 11862112451.37 0.9999 0.9999 0.9999 0.9999 0.9999 653602345.03 586490794.52 395533755.54 306391208.69 108747801.82 175301611.92 446748923.06 323823383.04 343543770.96 352071996.31 1948176596.41 1744078994.48 0.0494 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. 384,994.47 C000000288 10000000.00 2767430958.92 2767498184.01 0.9999 0.9999 0.9999 0.9999 0.9999 341957323.56 245012893.20 156079635.06 274275076.46 143197324.31 178522986.39 195118815.38 190409631.31 41903138.95 96227101.17 878256237.26 984447688.53 0.0509 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. 93,952.63 C000000289 10000000.00 3133468718.57 3133494249.24 0.9999 0.9999 0.9999 0.9999 0.9999 185177353.10 147931479.42 25884584.18 250234961.03 47421225.52 93807612.54 435387289.81 109195390.62 50379321.10 65166252.93 744249773.71 666335696.54 0.0479 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. 98,127.03 C000223301 1000.00 6439394288.00 6439446087.35 0.9999 0.9999 0.9999 0.9999 0.9999 328678436.68 157042791.19 235161486.17 346171182.65 48592413.26 232255721.00 167867214.46 91651704.29 5236776.99 116544128.04 785536327.56 943665527.17 0.0439 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. 215,971.47 C000223302 2500.00 8016507158.88 8016544744.64 0.9999 0.9999 0.9999 0.9999 0.9999 412263765.38 279964877.64 380910439.41 368976389.88 268054512.50 385492033.86 226451939.14 366356371.14 263990943.64 108795404.16 1551671600.07 1509585076.68 0.0494 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. 262,229.37 C000233952 50000000.00 5339402328.55 5339437534.66 0.9999 0.9999 0.9999 0.9999 0.9999 1068897860.69 514459321.97 864937221.57 748029678.91 568334882.94 1181218508.81 1320732234.10 1312857938.42 324713870.53 823665974.13 4147616069.83 4580231422.24 0.0519 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. 202,780.32 C000243326 50000000.00 979189558.51 979192095.77 0.9999 0.9999 0.9999 0.9999 0.9999 237540862.55 3520.49 1212430.94 4674754.37 3422554.41 59251249.38 50053771.40 10455194.54 69444.28 292229619.30 74454163.06 0.0519 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. 32,268.98 ABN AMRO BANK NV ABN AMRO BANK NV BYM4KS801 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 45505796.00 28045512.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 1.875 47867736.00 31852499.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-31 1.500 28000000.00 25716146.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-31 0.375 1690276.00 1469436.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-09-30 0.375 1512924.00 1305891.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 0.250 14000000.00 13028358.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-30 0.375 3921960.00 3649361.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-06-30 1.250 51227792.00 44799996.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-31 1.000 52019912.00 44799991.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-30 1.250 48793416.00 44799980.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-30 1.500 28000000.00 24537786.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-07-15 3.000 21605864.00 21254450.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-12-31 3.875 16128.00 15862.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-06-30 4.000 28700.00 28315.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 4.000 299320.00 296422.08 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 280000000.00 280000000.00 0.0024 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM4KS7Y8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 4.500 5268149.00 4524467.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 1925742.00 1595533.32 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0530 6000000.00 6000000.00 0.0001 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM4KS8U5 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) 2031-11-15 1.375 256820400.00 205119982.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-07-31 4.125 111678600.00 110163029.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-30 4.375 204289000.00 205119924.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-28 4.250 175000000.00 171877271.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-03-31 4.125 209649000.00 205119983.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-04-30 4.625 205797200.00 205119921.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-30 4.625 205689300.00 205119952.01 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0529 1282000000.00 1282000000.00 0.0110 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA BYM4KS8J0 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 2039-06-01 5.000 1678.00 74.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-04-01 5.000 2006.00 59.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-05-01 5.000 1000.00 32.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 4.000 7345.00 704.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-02-01 4.500 13419434.00 4618334.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-12-01 3.500 357454.00 184507.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-02-01 3.500 30934237.00 15285840.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 3.000 1120.00 834.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 3.000 5200.00 3761.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 2102.00 1859.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1550368.00 1364454.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 2000.00 1878.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 1024.00 965.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 187703.00 175065.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 3.000 1000.00 835.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.000 1024.00 856.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.500 2048.00 1967.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.000 2016.00 2007.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 1002.00 1047.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 3.000 6000.00 4206.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 3.000 883190.00 544864.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-11-01 2.500 6142.00 4140.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 4.500 2024.00 1798.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 3000.00 2832.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.000 9448618.00 9318857.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-02-01 4.500 24552362.00 4895063.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-25 3.500 2002.00 1429.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 3027.00 760.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-03-01 5.000 3009.00 324.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 4.500 3002.00 410.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.000 457108.00 82913.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-04-01 3.000 1000.00 146.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-01 3.500 1000.00 174.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 3.500 1700.00 281.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.000 2106.00 449.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-01 3.500 1024.00 261.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.500 1035.00 367.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.500 3120.00 996.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.500 2160.00 509.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-01 4.000 2000.00 346.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 4.500 3031.00 651.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 4.500 1000.00 213.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.000 2000.00 1912.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.000 1000.00 956.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.500 1000.00 1018.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 4.500 2000.00 1857.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.500 1000.00 982.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.500 1024.00 1004.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-02-01 4.000 1008.00 257.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.500 17015.00 3843.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-02-01 3.500 2000.00 567.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 4.000 22616144.00 7821290.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 4.000 4081.00 3130.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 2.980 1779912.00 1482169.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.500 3303.00 604.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2059-01-01 3.500 1000.00 853.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 1015.00 365.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.500 4002.00 1280.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 5.500 1145.00 334.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 29620160.00 6377891.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 29788275.00 15952120.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 2000.00 1253.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.000 1000.00 610.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 7099255.00 5044142.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 2072.00 1946.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 5.000 4008.00 3447.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.000 1000.00 703.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.500 1000.00 828.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 1039.00 910.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.000 1001.00 878.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 1000.00 788.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.500 2000.00 1769.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 2003.00 1480.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.500 1000.00 1029.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 2064.00 1826.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 796553.00 728325.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 1190.00 1136.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 1000.00 882.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 1000.00 948.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 1008.00 996.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 1004.00 924.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 2010.00 1945.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 1024.00 328.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.500 38547564.00 12358338.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 2016.00 405.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 2000.00 333.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 3010.00 253.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 5.000 1024.00 180.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 4951383.00 1677210.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 1000.00 240.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 2.500 1000.00 418.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 1024.00 536.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 1008.00 552.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.000 63125.00 28802.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-01 2.500 1000.00 465.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 2.500 1008.00 666.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-10-01 2.500 2001.00 1053.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-01 2.000 3511.00 1988.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 2.000 57978.00 33797.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.500 1024.00 661.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.500 1051.00 727.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 10709425.00 7228199.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 3076.00 2319.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.500 980610.00 869037.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 38772.00 35892.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 916206.00 834928.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 171763.00 152439.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 5315.00 4820.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 397370.00 349750.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 2072.00 1847.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 1000.00 854.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 2137.00 2053.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 6.000 2104.00 2038.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 295847.00 299068.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 2064.00 1845.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 1040.00 798.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-01 6.000 23795505.00 4146496.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 4.000 1024.00 68.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 5056.00 4280.26 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0530 100000000.00 100000000.00 0.0009 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL BYM4KSAU2 NQQ6HPCNCCU6TUTQYE16 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 NQQ6HPCNCCU6TUTQYE16 2051-07-20 3.000 121122886.00 15145741.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2073-03-20 0.581 129750000.00 9902839.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-03-20 0.439 134814450.00 7023025.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-04-20 0.374 154875473.00 8252329.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-06-20 6.130 89242573.00 89838272.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2072-09-20 0.390 146296155.00 8907367.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2052-07-20 0.669 166599255.00 9308019.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2053-04-20 0.269 73377842.00 1965640.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2073-01-20 6.210 95836841.00 96627663.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2063-09-20 1.119 153709662.00 6961098.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2050-12-20 5.000 97454478.00 7656012.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 2051-05-20 3.000 95687500.00 8411988.17 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 250000000.00 250000000.00 0.0021 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL BYM4KS8B7 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) 2031-08-15 0.000 2024720.00 1435160.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 5703466.63 3948692.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 5120480.32 3461874.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 4452298.63 2938548.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 3414736.00 2199817.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 220506.64 138600.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-08-15 0.000 145280.00 89103.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 51200.00 30620.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-08-15 0.000 153216.00 89382.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 176320.00 100250.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-08-15 0.000 177312.00 98252.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-02-15 0.000 187680.00 101233.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 3828160.00 2812154.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 2914168.00 2090533.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-11-15 0.000 2280200.00 1597391.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 0.000 1636400.00 1119613.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-11-15 0.000 1764600.00 1179185.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 0.000 64440.00 42017.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-11-15 0.000 33600.00 21381.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 74000.00 45957.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-11-15 0.000 29504.00 17877.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 58688.00 58569.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 2213844.00 2180972.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 3922416.00 3814153.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 1062440.00 1019976.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 1037952.00 982918.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 870320.00 814803.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 0.000 842400.00 770857.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 77283.17 69955.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 0.000 1126764.00 1007298.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 4730932.00 4184173.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-05-15 0.000 1973520.00 1706234.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 3512288.00 3001046.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 5023272.00 4238059.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 4229016.00 3531274.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 4374840.00 3569160.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 2777120.00 2293828.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 0.000 1646400.00 1328974.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-05-15 0.000 72080.00 42581.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-11-15 0.000 236864.00 136451.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 2722768.00 2171026.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 1224160.00 954658.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 0.000 3138880.00 2474903.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 0.000 2067200.00 1593302.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 0.000 4095040.00 3080575.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-15 0.000 3803040.00 2825434.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 3841850.64 2788392.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-05-15 0.000 894904.00 502177.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-11-15 0.000 1855352.00 1015090.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 7333040.00 3899652.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-08-15 0.000 1699840.00 892371.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 0.000 1391866.64 711633.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-11-15 0.000 2285760.00 612286.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 72000.00 37298.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 0.000 522640.00 263292.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 1854000.00 921486.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-02-15 0.000 2423920.00 1170959.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.000 2348560.00 627896.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-05-15 0.000 631680.00 167666.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-08-15 0.000 392000.00 103387.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-11-15 0.000 18832.00 9223.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 894000.00 425075.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-08-15 0.000 212640.00 99628.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-11-15 0.000 1634784.00 753612.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-11-15 0.000 636840.00 167404.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-02-15 0.000 1381440.00 359504.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-02-15 0.000 144960.00 65964.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-05-15 0.000 36800.00 9479.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-08-15 0.000 148640.00 38049.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 825840.00 370325.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-11-15 0.000 1271680.00 324523.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-08-15 0.000 3259360.00 1439828.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 54720.00 23773.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 749360.00 321599.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2054-02-15 0.000 47600.00 11857.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 328640.00 114238.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 0.000 294320.00 124792.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 0.000 173120.00 72284.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 0.000 37840.00 15596.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.000 141680.00 57603.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 0.000 1476296.00 592856.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 824400.00 326858.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-11-15 0.000 10264.00 4019.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 0.000 256720.00 99259.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 0.000 87162.16 33292.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 1838376.00 693328.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 0.000 39366.56 14666.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 330983.44 121839.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 67360.00 24521.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 153040.00 55042.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-11-15 0.000 41680.00 14807.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 610986.64 214832.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 509040.00 174861.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-11-15 0.000 154000.00 52280.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 274416.00 92066.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-05-15 0.000 116752.00 38687.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 2071576.00 678718.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 54912.00 17763.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.000 300536.00 96093.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 0.000 63485.84 20085.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 1125568.00 352512.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-11-15 0.000 282616.00 87436.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 239904.00 73659.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 0.000 136240.00 41441.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 0.000 239328.00 71961.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-11-15 0.000 44480.00 13245.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-02-15 0.000 782384.00 230872.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 2323040.00 677872.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 0.000 3719040.00 1074772.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 0.000 5840.00 1673.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 357680.00 101509.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 0.000 62320.00 17547.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 534080.00 148655.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-11-15 0.000 3039200.00 836734.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.000 6074960.00 1659496.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-05-15 0.000 7056160.00 1911767.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-08-15 0.000 5220559.99 1406157.83 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 100000000.00 100000000.00 0.0009 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA BYM4KS843 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) 2024-07-05 0.000 2833.33 2806.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-13 0.000 2499999.99 2483852.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-05 0.000 3679.99 3611.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-30 0.000 8163.33 8127.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-06 0.000 473206.66 470636.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-18 0.000 870303.33 860268.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-25 0.000 212049.99 209393.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-21 0.000 83196.66 82940.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 173.33 170.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-02 0.000 3.33 3.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-09-12 0.000 9106.66 8929.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-16 0.000 307466.66 304015.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-23 0.000 3869.99 3822.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-20 0.000 4564743.33 4490210.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 6.500 23.33 25.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 5.500 1299.99 1357.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 5.250 33.33 34.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-05-15 6.250 16619.99 18474.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 49489.99 93809.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-01-15 2.375 9829.99 15215.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-05-15 4.500 3.33 3.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-11-15 3.125 3.33 2.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 3.125 46073.33 36949.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 249666.66 262707.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.000 9.99 7.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-11-15 3.750 829496.66 726349.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 1.375 166663.33 186950.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 3.000 1279766.66 982600.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 2.875 773853.33 574073.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 1.000 120666.66 120664.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 2.250 936.66 608.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 2.875 6666666.66 4938901.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-02-15 0.875 42266.66 39909.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 438329.99 311792.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 1.000 88666.66 83518.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 493299.99 366065.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-11-15 2.375 12166666.66 7950421.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-05-15 1.250 3.33 1.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 0.125 6.66 4.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 1.750 398809.99 256361.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.250 11666.66 9603.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-02-15 1.500 190333.33 163121.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-05-15 3.875 165329.99 148074.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2054-02-15 4.250 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States Treasury-U.S. Treasuries (including strips) 2027-10-31 0.500 212966.66 183924.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-29 1.125 166966.66 146315.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-30 0.750 2827669.99 2602033.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-15 0.125 3.33 3.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 1.625 3.33 2.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.250 13.33 13.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 0.625 83.33 75.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.375 779.99 769.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 0.750 29883.33 27202.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 0.875 14093.33 12827.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-31 1.125 6.66 6.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.750 5899.99 5776.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-01-15 0.125 3.33 3.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-15 0.125 17796.66 18286.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 2.875 966.66 866.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-31 2.500 6766.66 6819.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-15 2.875 1236.66 1218.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 3.000 273.33 274.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-07-15 0.625 403.33 381.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-31 3.000 19.99 20.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-31 3.250 2666.66 2662.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-10-31 4.375 62583.33 62280.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-30 3.875 663666.66 655060.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-12-31 4.250 19636.66 19775.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 4.000 21913.33 21708.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-28 4.625 3296.66 3304.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 3.875 41856.66 41492.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-30 3.875 305183.33 301201.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 4.625 83553.33 84319.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-08-31 4.125 3.33 3.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 5.495 259.99 263.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-10-31 5.000 6896.66 6885.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-10-15 2.375 198273.33 202671.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-30 4.375 199.99 200.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 4.250 1425859.99 1427396.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-01-31 4.250 3.33 3.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 4.125 692166.66 685289.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-28 4.250 188539.99 185684.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-28 4.250 3640009.99 3602535.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-03-31 4.125 3.33 3.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-15 4.500 16107309.99 16002358.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-04-30 4.625 15516886.66 15513550.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-30 4.625 16012286.66 16002359.04 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 100000000.00 100000000.00 0.0009 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM4KU491 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) 2045-08-15 2.875 284083200.00 210743645.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-05-15 3.125 416261600.00 319986213.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 4.375 67389000.00 63942350.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 2.875 238800.00 223372.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-15 2.375 288769600.00 262565575.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-28 1.875 119468800.00 110579009.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-03-31 2.375 80014000.00 72162683.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-15 1.250 135536800.00 134570380.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 449979311.66 305501304.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 0.000 234602823.68 200583302.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 439269457.92 319999453.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 116024115.18 39142707.66 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 2000000000.00 2000000000.00 0.0171 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM4KSAA6 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) 2038-05-15 0.000 980400.00 517956.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 138200.00 46627.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 4.250 1896600.00 1841719.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 45048800.00 35685941.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-05-15 3.000 317739200.00 239999772.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-05-15 2.250 268071600.00 190751923.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-11-15 3.125 25268500.00 24023400.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-11-15 1.750 247500.00 215533.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-30 2.875 181080600.00 166733040.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-05-15 2.875 166977400.00 149611791.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-30 3.500 223670800.00 213771130.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-05-15 3.375 7592000.00 7014128.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-07-31 4.000 168292000.00 164099864.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 159974849.41 141571502.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-02-15 0.000 106060634.06 80915142.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 237096468.46 113200523.38 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 1500000000.00 1500000000.00 0.0128 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC BYM4KS975 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 2061-05-20 1.453 27450000.00 92654.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-03-20 1.695 25224064.00 92494.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-04-20 0.442 21413888.00 8249.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-20 1.788 30784192.00 187802.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-10-20 1.210 4554752.00 1285.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-20 1.170 15303440.00 300250.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-08-20 0.142 12932000.00 189402.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-03-20 0.388 20439035.00 7932.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2064-05-20 1.479 98542720.00 1111903.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-01-20 1.559 16103000.00 124233.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-11-20 1.886 1722000.00 33676.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-11-20 1.445 34890112.00 153429.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-10-16 0.000 99614711.00 647.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-20 0.870 39227392.00 37857.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-20 0.690 20000000.00 127041.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2067-04-20 1.472 25423008.00 69579.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-09-20 1.937 17931000.00 283056.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-08-20 0.001 4456448.00 863.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-01-20 0.262 116481152.00 1268493.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-02-20 0.005 67076095.00 16507.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2065-01-20 1.641 97037760.00 808369.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2066-08-20 1.651 14620000.00 132447.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-06-16 7.000 14641424.00 154119.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-20 1.150 170503936.00 467136.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-20 1.180 43058496.00 646943.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-20 3.500 37774976.00 1018410.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-10-16 0.051 14082048.00 4962.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-16 0.616 29437568.00 255294.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-02-20 4.500 66145408.00 842391.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-12-16 0.156 32907456.00 212389.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-11-16 0.836 100000000.00 935637.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 0.220 206227968.00 2352966.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-12-16 0.748 140000000.00 1336616.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-10-16 0.678 75000000.00 960598.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 0.620 15585472.00 258564.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-16 3.500 18900992.00 668776.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-11-16 4.500 53675264.00 1843679.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-09-20 0.000 61526912.00 114112.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2059-05-16 0.626 118544768.00 1569731.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-07-20 0.021 46070336.00 1379687.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-01-20 0.021 24831232.00 682768.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-03-20 0.000 62193024.00 1573106.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-04-20 1.499 25974208.00 311199.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-04-20 0.019 108553344.00 2150262.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-07-20 0.017 101132288.00 2491147.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-08-20 0.740 76651264.00 1573219.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-09-20 0.033 30050784.00 746756.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-10-20 0.316 10914000.00 219587.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-10-20 0.000 21884128.00 546631.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-12-20 0.017 150000000.00 4067839.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-10-20 0.074 145698816.00 103517.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-12-20 1.781 29583552.00 373344.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-03-20 0.192 37200000.00 1009040.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-01-20 0.028 23938688.00 643211.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-01-20 0.060 30723800.00 862577.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2068-12-20 0.012 44410368.00 942250.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-06-16 0.696 94859008.00 451326.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-09-16 0.607 31835200.00 250414.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-04-16 1.298 30000000.00 1868615.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-02-20 0.798 48271360.00 45243.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-06-20 0.068 4003000.00 160375.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-03-20 0.054 14512000.00 335430.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-07-20 0.140 40130048.00 1371682.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-08-20 0.043 71162624.00 3098765.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2070-12-20 0.000 5067000.00 151205.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-02-20 0.501 60747456.00 1611657.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2071-02-20 0.151 10900000.00 284688.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-04-16 0.815 100000000.00 5463532.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 5.870 1437908.00 746273.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 4.500 1500000.00 239907.98 Agency Collateralized Mortgage Obligation Federal Home Loan Banks-Agency Debentures and Agency Strips 2025-09-04 0.375 65000.00 61044.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2026-03-01 4.000 12000.00 110.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.500 2124000.00 407741.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2027-08-01 5.500 1400000.00 9916.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2036-09-01 6.500 304303.00 5890.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-08-01 7.000 75000.00 221.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-03-01 1.500 2287000.00 1760289.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 2.000 3450000.00 2381249.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-03-01 2.000 2863000.00 1990352.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 3.000 1000.00 768.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.000 16000.00 14512.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 3390296.00 3291155.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 5.500 1957488.00 1928819.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-11-01 1.500 6858560.00 3839100.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-06-01 2.000 50000.00 26605.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 1.155 162365440.00 113345.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 1.055 57142848.00 423513.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-03-25 1.255 57724928.00 34896.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 4.500 25000000.00 354788.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-25 0.805 110051520.00 1110843.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-15 4.500 9743408.00 814040.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-25 3.000 114032128.00 11907137.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-25 3.000 25781664.00 2716007.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-10-25 0.000 56750272.00 1433485.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-11-25 0.000 15430144.00 10859849.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-25 1.669 29000000.00 2109104.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-03-25 1.669 50500000.00 3673243.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-25 2.500 41425984.00 4846835.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-25 2.500 73169920.00 11668545.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-11-25 1.000 681165.00 16361.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-05-25 0.779 82000000.00 3288636.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-05-25 0.484 227000000.00 7959135.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-05-25 0.578 100000000.00 3350736.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-01-15 1.205 51150848.00 20510.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-01-20 0.000 130400000.00 279940.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 0.000 70166144.00 298867.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 0.000 70000000.00 686596.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-11-16 0.811 111175000.00 5919782.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-11-16 0.884 100000000.00 5890456.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-09-16 0.611 249571000.00 9354218.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.500 36727680.00 4617231.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 0.000 50000000.00 250317.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-16 0.616 17339000.00 1043651.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2069-11-20 0.000 56078528.00 946754.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 0.570 23898560.00 639283.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 4.000 11000000.00 730216.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 2.000 62000000.00 4850795.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 2.500 50410000.00 4341316.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-20 3.000 64716544.00 5300075.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 0.870 28604544.00 2125861.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 4.500 12224928.00 1371995.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 0.870 23409888.00 975114.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 0.870 15481824.00 735407.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-05-20 3.000 115263232.00 9837153.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 2.500 20657300.00 1898430.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 3.500 9924816.00 940701.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.500 80000000.00 6547353.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 4.000 6639672.00 725090.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 75000000.00 7939323.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 0.000 155389000.00 428716.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-12-20 0.100 80000000.00 3020511.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-01-20 0.122 23228128.00 68743.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2072-04-20 0.003 20316288.00 1217187.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 31500000.00 2982049.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 3.000 93863200.00 8101588.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.000 204000000.00 1522268.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 4.000 8055872.00 992975.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.000 91096448.00 888710.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 4.500 94872576.00 1286021.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-12-25 3.500 39693696.00 3313841.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2045-06-25 4.000 19000000.00 1817383.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-10-25 3.000 33905000.00 3273318.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 4.500 26781888.00 2963523.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-09-25 3.000 28400000.00 3431775.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-08-25 4.500 21487600.00 2923276.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-06-25 3.500 120208000.00 14302489.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2049-02-25 3.000 11833328.00 1125106.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-02-25 0.000 72897408.00 359373.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-02-25 3.000 31300000.00 2922051.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 4.000 22467552.00 2831283.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-01-25 4.500 62803072.00 8402475.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-06-25 0.000 50000000.00 324913.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-09-25 0.000 103908352.00 2914825.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-09-25 0.000 100000000.00 3146382.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-09-25 0.000 84743808.00 2401640.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2052-11-25 0.000 170645504.00 3432068.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-02-25 2.000 30503648.00 2631760.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-09-25 0.569 100000000.00 3860802.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-11-25 0.000 19230760.00 13351356.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2051-10-25 2.500 61457344.00 6929240.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-11-25 0.000 9457776.00 6701483.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2054-05-25 1.229 100000000.00 4015782.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 3.000 4000000.00 892980.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-01-01 4.000 16999.00 198.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-06-25 1.255 54534000.00 123753.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 0.935 59910000.00 120497.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-08-25 0.655 56807424.00 39289.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 1.085 124200000.00 562988.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 0.000 20971520.00 127.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-06-15 0.000 9961464.00 122.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-02-15 0.795 76754688.00 122069.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 1214253.00 1218165.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-03-01 5.000 82192.00 81096.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 2621780.00 2256020.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-01-20 0.000 168729600.00 942047.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-07-20 0.282 50327232.00 2819828.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-07-20 0.553 10283520.00 748062.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-05-20 0.204 30571616.00 1147278.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-05-20 0.326 79663232.00 1568534.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 1.519 15500000.00 637957.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 0.000 400000000.00 2585667.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-05-20 0.000 107470208.00 624222.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 3.000 2500000.00 371213.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 0.669 28123584.00 1526017.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-20 0.000 59999999.00 1059726.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-10-20 0.269 11000000.00 411600.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-07-20 0.000 100000000.00 1106441.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 0.669 33878336.00 1507166.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 0.000 250000000.00 2624484.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 0.719 30018208.00 1507998.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-09-20 1.169 32521152.00 2053276.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2073-06-20 0.409 80554624.00 5463183.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 0.000 8333328.00 5594329.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 0.000 9615376.00 6198634.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 0.669 30000000.00 645401.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-11-20 0.000 18608800.00 11404661.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-20 0.369 50000000.00 866906.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 0.000 10530288.00 7380529.93 Agency Collateralized Mortgage Obligation Government National Mortgage 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Association-Agency Collateralized Mortgage Obligation 2048-01-20 4.500 21589520.00 4554468.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 0.670 30036300.00 2441497.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-03-20 0.000 115000000.00 2432150.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-03-20 1.869 32049728.00 2079891.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 2.000 175000.00 99595.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-11-01 2.500 400000.00 273074.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed 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BOFA SECURITIES INC BYM4KWMD8 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) 2031-02-15 0.000 1145000.00 845834.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 1340000.00 553344.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-08-15 0.000 423300.00 151334.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-05-15 0.000 162906800.00 42795127.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-04-15 3.375 13570800.00 25723732.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 4.375 80289300.00 78552571.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-08-15 3.750 150292200.00 132788967.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 0.750 132456600.00 139375130.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 0.000 1070000.00 935864.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 433000.00 405384.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 46000.00 36082.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 500000.00 341275.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 2.750 269225000.00 252236420.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 2.625 34098400.00 31307059.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 1.875 1683800.00 1583048.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 0.500 454143200.00 399999793.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-06-30 0.500 50002600.00 43846884.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-30 0.875 434648000.00 399999884.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-15 0.125 11923300.00 12833805.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-30 2.875 20952000.00 19291910.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-06-30 3.250 334682900.00 316688195.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-31 4.375 238783200.00 237510972.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-10-15 2.375 39914600.00 40799949.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-01-31 4.000 26889700.00 26400310.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-01-31 4.000 96569600.00 93997962.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-08-15 0.000 11.21 7.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-02-15 0.000 4.40 3.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-08-15 0.000 1.50 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 0.000 7.70 5.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-08-15 0.000 0.30 0.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 0.000 1.62 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2035-02-15 0.000 1.70 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2036-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-11-15 0.000 2.77 2.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-05-15 0.000 1.41 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-11-15 0.000 1.59 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-05-15 0.000 3.27 2.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-05-15 0.000 2.04 2.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-08-15 0.000 1.03 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 2.10 2.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 2.50 2.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 0.000 1.08 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-08-15 0.000 1.09 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 0.000 1.11 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-05-15 0.000 3.39 3.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-11-15 0.000 1.14 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 0.000 230579896.31 194870679.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-02-15 0.000 1.22 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-15 0.000 2.48 2.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-05-15 0.000 1.24 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-02-15 0.000 2.54 2.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-08-15 0.000 1.30 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2031-02-15 0.000 4.20 3.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2037-11-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2038-08-15 0.000 2.04 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-02-15 0.000 3.81 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-05-15 0.000 3.83 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2052-08-15 0.000 3.85 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2039-05-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-08-15 0.000 3.98 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 0.000 2.25 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2053-11-15 0.000 4.00 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 0.000 2.33 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2041-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-05-15 0.000 2.93 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-08-15 0.000 2.56 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-08-15 0.000 102013337.59 38622657.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 0.000 2.75 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-05-15 0.000 2.79 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-08-15 0.000 2.81 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2045-02-15 0.000 2.87 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-02-15 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-08-15 0.000 3.10 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2046-11-15 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2047-08-15 0.000 50396440.77 15879364.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-31 0.000 2.12 2.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-02-15 0.000 3.29 1.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 0.000 3.49 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-08-15 0.000 5609164.79 1626455.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.000 3.58 1.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-08-15 0.000 0.01 0.00 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0534 2500000000.00 2500000000.00 0.0214 N Y Y N - N/A - CANADIAN IMPERIAL BANK CANADIAN IMPERIAL BANK BYM4KS9B6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Authority-Agency Debentures and Agency Strips 2039-09-15 0.000 6667000.00 2959481.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2052-11-15 4.000 168200.00 151580.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 100.00 92.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2031-05-15 1.625 100.00 82.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-05-31 2.750 14205900.00 13148991.90 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2029-06-30 3.250 200.00 189.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.500 1712785.00 1677488.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.500 1290832.00 1263817.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.000 1954952.00 1980489.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.500 460924.00 473155.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 1050040.00 1098236.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.000 1385181.00 1387898.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.000 3557362.00 3571484.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 1045944.00 1098421.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.000 986916.00 973966.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.500 272955.00 277935.51 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2036-12-16 2.620 1782000.00 1365336.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-09-01 2.000 1510189.00 951866.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-06-01 2.500 3256700.00 1332720.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.500 22953042.00 14962486.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 2.500 13441000.00 9133860.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 2.500 6124262.00 4374583.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 4.000 25050786.00 19379361.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 2.500 850859.00 598575.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.500 9989306.00 8828833.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 5.000 6267000.00 5420740.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 20882000.00 19480993.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2024-05-15 7.500 18.00 0.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-02-15 6.500 11.00 0.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2028-12-15 6.000 22.00 0.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-05-01 5.500 4074961.00 4027571.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 5.500 3004457.00 2962366.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-05-01 6.000 1522266.00 1545267.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-05-01 5.500 1004.00 987.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-05-01 5.500 1283221.00 1268297.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-25 0.051 342405.00 924.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2032-04-01 6.000 3057.00 1.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.000 227435.00 40704.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-06-15 6.500 12.00 0.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-01 5.663 4723.00 62.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-09-01 7.049 1090.00 9.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.000 1646548.00 1659523.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 1068502.00 1072751.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 1008155.00 1044163.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.000 1000.00 532.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 13715000.00 3285021.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 1457956.00 1288783.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.500 1002.00 988.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 2311413.00 1901892.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 1197898.00 1152798.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.500 1006200.00 936141.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 4.500 1510648.00 1401826.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 3.000 364391.00 209597.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 2.000 3001660.00 1907460.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 3.000 10878530.00 6883595.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 14676000.00 9281332.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 11381842.00 10005772.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 1631539.00 1390097.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 7.000 127013.00 128963.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.000 8392.00 8477.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.000 30123.00 29607.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 3.500 4135366.00 2108870.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 2.500 2256000.00 1193547.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed 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Association-Agency Mortgage-Backed Securities 2053-10-01 6.000 928202.00 854379.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 15940207.00 15487414.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 10348005.00 10588303.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 3162382.00 2970822.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 3.500 62078045.00 9110381.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.000 8672688.00 4854132.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 2.500 13244253.00 7768496.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-12-01 4.500 30689017.00 2801106.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 6116188.00 6098252.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-10-01 5.634 2802.00 78.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-09-01 4.000 2457432.00 519467.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-05-01 4.000 1000.00 301.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 4.500 12452505.00 10962476.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 4.500 6573326.00 5817426.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 1000.00 932.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 2.500 393685.00 312977.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-11-01 1.500 9850000.00 5563552.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.500 761792.00 738553.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-10-01 4.000 133026405.00 19216044.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 2.000 29552577.00 20716578.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 4.500 42869.00 36698.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 4.500 1491499.00 1197757.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 6.000 1229784.00 1224204.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.500 1127655.00 1149936.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.500 6007.00 5116.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 5.500 1097351.00 1085245.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.500 2404212.00 2355699.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 5.500 24502631.00 24038658.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-20 2.000 37038000.00 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143693724.72 16651497.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 422862.96 366705.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 780.00 613.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 5.000 174653980.80 165732134.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 3.000 4634744.40 2956867.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 2.500 988.25 651.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 1275044.93 1129178.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 32302.92 29344.49 Agency 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Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 4.500 2899109.46 2649590.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.000 11220193.14 10869108.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 6.000 5445554.40 5350106.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 5.500 92912182.74 91067741.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 5777694.00 5523638.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-07-01 4.000 1494437.10 362143.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-07-01 2.000 12217061.22 6689865.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage 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MORGAN WEALTH MANAGEMENT BYM4H5GL0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2054-03-25 6.580 43500000.00 41987268.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-15 4.500 44280704.00 41090943.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 7.000 27763744.00 774433.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-25 5.750 19946304.00 4805396.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2024-08-15 4.500 4300770.00 2098.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-04-01 4.500 116817.00 21107.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-09-16 6.000 229294080.00 99940.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-09-16 2.500 3000000.00 77818.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-16 4.000 1402352.00 1254620.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-20 4.000 2000000.00 526626.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 2.500 199834000.00 12680038.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-12-20 6.330 100000000.00 68479446.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 2.500 2800000.00 2059939.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-11-20 6.500 30000000.00 26479491.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-10-20 6.000 13005300.00 10225678.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-08-20 6.430 30000000.00 23920766.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-02-20 0.559 2912512.00 136577.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 0.079 100500000.00 2828191.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 1.250 53844032.00 47871272.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 6.427 21566751.00 21926061.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-03-25 5.500 65493632.00 2218530.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-25 0.605 116892160.00 2970770.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-25 0.769 49999999.00 2764741.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.000 35067120.00 33844933.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-03-15 3.500 4170000.00 2641504.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2050-01-25 2.000 1968114.00 1297855.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2048-11-25 2.500 12985456.00 8902992.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-11-25 6.000 10023152.00 9879898.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-12-25 6.000 8348464.00 8389816.72 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-07 2024-05-07 2024-05-07 N N N 0.0534 352000000.00 352000000.00 0.0030 N N Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT BYM4H5ER9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-10-01 6.000 33243392.00 1076836.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 1456442.00 1425134.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.000 1735038.00 1663975.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.000 1923522.00 1934809.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 6.000 1732916.00 1731671.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 1728576.00 1794500.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 1530042.00 1564890.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 7619847.00 7722715.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 7.000 1415976.00 1479204.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.500 1127748.00 1164432.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-01 4.000 10000000.00 733364.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-01 3.000 185000.00 49118.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-01 4.000 1035000.00 225788.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 3.000 1200000.00 542390.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.000 594005.00 140077.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 4590416.00 398935.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-10-01 5.500 791386.00 209836.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-09-01 6.500 2177576.00 582553.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 4.000 220000.00 173288.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.000 300000.00 175731.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 2.500 4737000.00 2853299.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 1.500 14804.00 9312.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 2.000 1523560.00 895868.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.500 100000.00 65028.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 3.500 38443.00 30543.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 10167936.00 10396813.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 2.000 20000000.00 12297834.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 2.000 46643.00 34050.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 17882.00 10826.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.500 2746984.00 2331438.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-01-01 3.500 3000000.00 102668.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 3.500 332371.00 29602.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 4.500 376086.00 115047.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 1191552.00 730921.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 1569774.00 1573988.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 211000.00 188209.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 750000.00 567089.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 3.000 1855916.00 1632622.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 8388144.00 7447322.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 2743484.00 2708088.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 16514592.00 15340313.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 1355516.00 1296146.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1848450.00 1778671.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 12642368.00 12323456.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-01-01 4.000 1753812.00 283572.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 108206800.00 29439774.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 50179264.00 18189719.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 5.000 400000.00 94793.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 455599.00 190890.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 4.500 7712000.00 1885825.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 193000.00 24591.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-01 3.000 2000000.00 373584.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 2.000 20000000.00 8950479.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 2.500 39005504.00 22057327.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 4.500 173000.00 55510.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.500 174000000.00 96845728.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 3.000 3775000.00 2297606.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 4.000 370000.00 120411.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 5.000 1106138.00 251154.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 1.000 33104768.00 19460137.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-03-01 2.500 2000000.00 1189021.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 3.000 5014648.00 3119161.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 225000.00 138925.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 2.000 138952704.00 87287248.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 128000000.00 104087398.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 16082880.00 15118101.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 4.000 4359000.00 1091694.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-01 4.500 100000.00 37815.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 3.000 614240.00 448229.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 2123996.00 1776547.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 2.000 19800128.00 17203454.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 1168068.00 1168425.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 7.000 1208454.00 1269870.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 5.500 213131773.00 2130578.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-05-01 4.500 304627.00 12828.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-01 5.000 350000.00 8765.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-02-01 2.500 800000.00 106614.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-12-01 2.500 400000.00 69920.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 5.000 151062.00 23539.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.000 8000000.00 342529.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 3.000 325000.00 27552.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 3.500 58000.00 11094.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.000 306000.00 87961.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 16989760.00 15048373.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-01-01 6.000 111890304.00 100924813.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.000 10676112.00 10459878.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 3.464 1000000.00 873784.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.000 45109888.00 11511199.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 3.000 1478556.00 1268711.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.500 908368.00 43175.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.000 143000.00 80994.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-11-01 5.360 1643500.00 1660864.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 319694.00 277484.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 116833.00 99619.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 133360.00 118436.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 1.500 2700000.00 1358929.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.500 40000.00 29874.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.500 495699.00 389309.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 3.500 505921.00 420461.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 200000.00 179568.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.500 25378272.00 23996400.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 500000.00 438892.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-01-01 1.500 35000.00 15409.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 3.000 91172864.00 52381069.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 60000000.00 44259345.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.500 600000.00 422889.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-01 2.500 300000.00 208762.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 4.500 968908.00 835288.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 1.500 106999.00 84843.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 100000.00 90315.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 6.000 17103935.00 17508175.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 6634096.00 4403531.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 2.000 124969.00 91455.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 33465240.00 30491327.04 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-07 2024-05-07 2024-05-07 N N N 0.0533 840000000.00 840000000.00 0.0072 N N Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT BYM4KSAJ7 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) 2024-07-30 0.000 122651600.00 121042656.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 0.000 729100.00 710067.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-11-15 7.500 1948400.00 2041354.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-02-15 0.000 105000.00 100569.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-15 2.250 345566400.00 320285449.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-11-15 2.250 653681000.00 632687251.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-31 1.875 337716000.00 317227104.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-31 0.375 662416000.00 575184555.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-08-31 0.500 421845600.00 366648286.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-07-15 0.375 437038300.00 433115021.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-30 2.750 113320600.00 106728967.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-15 2.750 347040000.00 342770630.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-03-31 3.625 267939600.00 257811834.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-30 4.625 598374400.00 603646265.86 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 4000000000.00 4000000000.00 0.0342 N Y Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT BYM4KS9D2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.500 6065400.00 5154302.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.500 147651328.00 123368789.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.500 4666864.00 3701914.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.000 1270000.00 1065326.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.000 55178880.00 47015456.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 4.000 75803.00 58548.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.500 97244288.00 81723934.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.500 203182848.00 182872366.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 68840000.00 55134913.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 900000.00 781269.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 5.000 10281648.00 8747142.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.500 2099996.00 1910246.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.000 5000000.00 4449375.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 74213632.00 61765658.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 5.000 205939.00 184500.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 100000.00 88568.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 30000.00 26152.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 4.500 48557520.00 41412674.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 6.500 2225216.00 2223561.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.000 10607600.00 9972519.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 229372928.00 202503836.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 1.500 200000.00 126884.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 2.000 138656000.00 89818070.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.000 1550000.00 1096004.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 67865728.00 47224194.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.000 553801.00 384333.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 656000.00 467332.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 400000.00 291149.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 4900000.00 3693247.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 3516000.00 2451285.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.000 100000.00 66718.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 425000.00 276952.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.500 200000.00 143364.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 2.500 65000.00 44178.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-03-01 2.000 69000.00 46197.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 1000000.00 735590.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-02-01 4.000 1456562.00 1373272.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 7.500 20439760.00 21031471.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 7.000 646000.00 665542.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 7.500 2488248.00 2592957.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 6.500 2927616.00 2990041.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 1.500 50000.00 34519.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 1316000.00 1067172.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 1171000.00 998322.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 250000.00 190596.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 3.000 10067984.00 7459427.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 750000.00 633580.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 500000.00 380605.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 100000.00 82618.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 3.000 3912292.00 2689969.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.500 90516640.00 75632485.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.500 1839000.00 1436683.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.500 2400000.00 1902843.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.000 5673000.00 4535445.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.500 55663680.00 46878742.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 5.500 2100000.00 1571821.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 1933000.00 1438235.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 4500000.00 3864957.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 4.500 234797.00 205914.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 3.000 238567680.00 188914057.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 3.500 985000.00 784880.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 2.500 1003000.00 735469.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.000 15000000.00 13079664.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 7.000 2929316.00 2825303.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 18867000.00 17144560.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 451794.00 424957.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 680005.00 624699.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.000 25864.00 21063.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 6.500 1172696.00 769515.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 3012028.00 2783763.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 7.000 1538028.00 1538998.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 7.000 1046000.00 1098306.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 4.500 1019440.00 938421.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 25085344.00 23485296.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 4.500 23962240.00 21996488.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 50023168.00 46517417.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 145026.00 135164.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-08-01 6.000 2526532.00 1945997.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 70000000.00 65036937.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 88708.00 83214.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.000 230267.00 218858.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 88392064.00 86785084.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.500 29967232.00 28694713.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-01 6.500 3061896.00 3123556.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 6.500 26361824.00 26814496.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 7.500 7673080.00 7903442.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-02-01 3.500 100000.00 33133.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 3.000 3000000.00 429024.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 4.500 4272088.00 946050.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 16570000.00 2591146.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-01 3.000 713000.00 234240.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 2.500 16835000.00 8518186.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 3.000 2309000.00 890502.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 2.000 2749632.00 1547512.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 2.000 1500000.00 702923.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-01 2.000 435000.00 210443.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-01 5.000 62120832.00 26634604.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-06-01 5.500 1000000.00 632640.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-01-01 2.000 2468000.00 1412454.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 3.500 28787168.00 22617113.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.500 140313344.00 121113078.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 3.500 1346600.00 1071851.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 4.500 633000.00 524374.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 50206400.00 44242984.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 1500000.00 1259724.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.000 15645664.00 13402226.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.000 888739.00 745185.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 1200000.00 1088878.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 150000.00 136377.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 6.500 2453996.00 1915325.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.500 10084704.00 9194454.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 2.500 65000.00 49871.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 7232504.00 6726249.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 200000.00 181360.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-03-01 2.500 1166148.00 817221.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 17887000.00 13267072.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 2.000 14050000.00 9945200.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 400000.00 305756.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.000 7000.00 5257.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 2.500 121000.00 89304.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.500 72458.00 47710.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.500 11000.00 8125.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.000 2989984.00 2537657.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 4.000 637331.00 513375.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 2.000 306981.00 235348.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 727590.00 629104.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 236077568.00 202802839.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 6.500 143082.00 86846.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 333159424.00 284852823.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 125720576.00 111055181.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-04-01 4.000 977744.00 796415.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 50713152.00 49105396.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 4.500 235617024.00 208295950.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 71220096.00 65311963.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 170000.00 152921.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 4846000.00 4404384.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-01 3.000 18170528.00 14582999.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-03-01 2.000 900000.00 710186.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.000 77643392.00 65431681.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 1545000.00 1438432.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.000 42089536.00 40263641.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.000 114897920.00 95088950.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 516000.00 511534.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.000 6357472.00 5804510.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.500 46767104.00 36473226.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 7.000 13393040.00 13199320.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 89225344.00 87957442.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.500 21165344.00 21687314.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 141399296.00 139770111.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 4.500 16958780.00 15773619.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 2.000 26994592.00 22948607.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.500 15799728.00 14566387.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 6.000 71102592.00 68691045.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 5.500 33274560.00 32582757.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 43204224.00 43488359.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 7.000 19700224.00 19649033.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 2.000 254171648.00 220238534.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 6.000 24633568.00 24644661.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.500 74135168.00 72694021.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 26323424.00 23226642.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 142849024.00 143607599.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.000 29958976.00 28680709.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-25 2.500 23597376.00 18214144.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-25 2.000 103000.00 76550.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-10-25 3.500 14687840.00 12294098.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-08-25 4.000 11992016.00 10461042.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-25 3.500 92280192.00 78417501.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 5.500 4327232.00 4234925.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 4.500 1062612.00 944891.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 4.500 2866040.00 2671878.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 1211624.00 1236855.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.000 1939892.00 1864764.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.000 2275492.00 2185172.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 1541224.00 1516287.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.000 1325050.00 1273020.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.500 1647052.00 1620199.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 4.000 88646144.00 76883957.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 6.000 1091710.00 951604.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 4.500 560719.00 520054.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 5.500 9023424.00 8576553.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 7.500 121451136.00 116508186.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 6.500 1185206.00 1101233.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.500 1419276.00 1349470.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 4.000 1641932.00 1462210.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-11-01 4.000 1384466.00 1182887.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 7.500 1800000.00 88742.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-10-01 5.500 109200000.00 3180888.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-07-01 4.000 1200000.00 57849.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 1324438.00 1304947.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.000 2618676.00 2635551.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 1370520.00 1404849.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 2971804.00 3026139.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 1557080.00 1582689.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-06-01 2.000 250000.00 28345.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-11-01 6.000 18260960.00 442467.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 5.500 5398472.00 267569.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-05-01 5.000 7500000.00 337536.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-10-01 6.500 55000000.00 341923.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 6.000 11313888.00 272189.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-10-01 6.000 10005980.00 481861.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-01-01 4.793 11219040.00 442043.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 6.000 3287600.00 175895.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 5.500 287089152.00 5068046.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-01 5.500 498331520.00 6770048.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-02-01 6.000 93000.00 5184.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-11-01 4.000 4497912.00 125455.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-06-01 3.500 44930000.00 8585338.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 3.500 2906028.00 239570.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-10-01 3.500 238323.00 24896.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 75000.00 17356.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 2.500 194000.00 39814.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-02-01 4.000 1020334.00 22277.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 5.500 1113878.00 62704.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-04-01 3.500 1100000.00 88090.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-09-01 4.000 5301984.00 612750.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-02-01 3.000 10030000.00 1384362.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 3.000 13780000.00 1401215.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 4.000 32061000.00 5227664.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 3.500 5914288.00 1128085.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-10-01 4.500 300000.00 45823.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 3.500 7000000.00 370436.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 1300000.00 121800.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-07-01 3.500 5010000.00 492589.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 3.500 6000000.00 583567.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-01 2.000 113000.00 28600.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-09-01 4.500 586218.00 60468.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 5.000 2223596.00 174735.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.000 799556.00 68593.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-01 2.500 1390000.00 276754.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.000 297000.00 32781.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 3.500 497759.00 144921.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 4.000 349000.00 45511.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.000 3700000.00 523621.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.000 330000.00 44330.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.000 62000.00 9854.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.000 50490.00 8823.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.000 97000.00 8985.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 5.000 570000.00 60286.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 4.500 1308968.00 107885.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-12-01 3.027 3816940.00 3531013.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-01-01 5.833 38973504.00 448774.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 3.500 65909632.00 8760454.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-04-01 4.500 3075456.00 556750.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.500 5286830.00 4109430.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 119160160.00 99768021.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 4.500 23438336.00 20089500.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 3730000.00 2922948.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 2.000 138164.00 81183.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 5.000 1185000.00 913796.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 2.000 366000.00 224009.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 2.000 98000.00 62157.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 2.500 194060288.00 118171997.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.500 1885000.00 1265244.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 800000000.00 544733509.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-12-01 2.500 311000.00 198314.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-08-01 3.000 84000.00 10268.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-09-01 5.000 1126990.00 266644.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 3.000 560155.00 65837.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-06-01 3.500 1242900.00 198024.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 2.000 350000.00 168737.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-10-01 2.500 400000.00 200029.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-01 2.000 200243000.00 110093680.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-05-01 2.000 1016450.00 603748.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-05-01 1.500 4000000.00 2105458.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 2.000 2300000.00 1460037.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-01 2.000 3256040.00 1981464.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 1.500 1300000.00 818582.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 7.500 2256110.00 2170982.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-01-01 7.500 1115634.00 1145301.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-03-01 6.000 24881320.00 23663387.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 6.500 59671.00 60042.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-03-01 2.500 5504704.00 4403162.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-10-01 2.500 1093000.00 577457.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-11-01 2.500 2407000.00 1412555.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.500 3024000.00 2553441.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 1820000.00 1660581.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.000 12846000.00 9085882.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 2.500 575366.00 434325.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 5.500 15091472.00 14800183.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-10-01 2.500 245000.00 131537.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-02-01 2.500 2087960.00 1200943.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-05-01 4.000 32183616.00 28743193.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 6.000 1836000.00 1766365.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-11-01 2.500 500874.00 304940.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-10-01 3.500 390013.00 204864.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-11-01 3.500 3457292.00 2338370.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 533337.00 388001.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 4.000 1145470.00 950050.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 2.000 421619.00 301621.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 4.000 5663784.00 4193542.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 4.000 5743368.00 4218080.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 2.500 2446116.00 1771428.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.500 1679238.00 1473762.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 3151896.00 2482541.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1796964.00 1682484.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1657594.00 1476385.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.000 1900000.00 1764324.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1682540.00 1619680.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.500 2092032.00 1869690.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 5.000 1922294.00 1618993.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 5.500 3278616.00 3205881.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.500 11231600.00 11381089.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.500 4268368.00 4339947.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.500 2499310.00 2544263.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.000 3130610.00 3126634.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-01-01 6.000 1365000.00 14266.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-08-01 3.529 8030000.00 7585319.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 3.879 3760000.00 3294404.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 7.326 6833712.00 761484.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 6.500 6262496.00 70971.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 3.500 26500000.00 2737325.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-01-01 7.000 4100000.00 619057.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-01 5.000 155085.00 26942.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-04-01 3.000 390000.00 57320.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-01 4.500 953658.00 132173.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2039-06-01 5.000 6361250.00 955371.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-01 4.500 250000.00 29934.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-01 4.500 800000.00 183991.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 2.740 773000.00 603140.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-12-01 2.529 48207700.00 45210003.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-07-01 3.774 10120000.00 9178961.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 3.810 26500000.00 21392723.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-01 2.500 1235000.00 251892.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-11-01 4.000 17600000.00 3255129.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 4.500 401050.00 13917.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-08-01 3.000 420000.00 55834.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-01 3.000 390000.00 60466.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.000 155000000.00 29249006.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-11-01 3.500 50000000.00 16763818.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-01 3.500 9444256.00 3454233.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.500 110000.00 17093.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 2.774 116716.00 74351.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-07-01 2.774 423453.00 174568.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-01 4.500 200000.00 35178.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-05-01 3.000 701981.00 77461.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 5.500 516026368.00 5236332.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 6.000 2514364.00 34257.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-12-01 5.000 74555648.00 1215199.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-06-01 6.000 2000200.00 13019.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 5.500 6270880.00 266370.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 6.500 2139000.00 1443032.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-05-01 7.500 1421790.00 13287.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 1260390.00 1205923.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.000 1431744.00 1424104.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.000 22168768.00 21800546.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 1173674.00 1147525.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 4.500 1699158.00 1582488.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.000 2156132.00 1852241.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.000 1506950.00 1507804.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 1032586.00 1009929.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 7.000 2075140.00 2163216.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.500 1015244.00 1056504.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 5.500 2874992.00 2796441.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 1585484.00 1629974.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 5.500 4035744.00 3771274.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 1002482.00 304091.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 2787736.00 2840417.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 8918700.00 8952952.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.000 1333132.00 830784.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.500 1965666.00 2015837.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 5.500 1497716.00 1460489.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 3029488.00 3084700.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 2874984.00 2829791.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 7.500 4326936.00 4313457.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.500 1040850.00 962442.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 4065296.00 4206472.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.500 1343674.00 1383564.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.500 1498673.00 1540799.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.000 8294656.00 8155022.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 6.000 1380954.00 1392550.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.500 1140708.00 1127442.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 6.000 5047744.00 5081722.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 2.000 2000000.00 365728.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-01 4.500 99384.00 29023.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-01 4.000 551327.00 102466.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-04-01 4.000 1340000.00 371904.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-06-01 4.500 944000.00 219478.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-08-01 4.000 500000.00 152105.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-08-01 3.000 6862000.00 2176847.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2056-11-01 4.500 2458936.00 968456.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.500 250000.00 99413.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 4.500 32131600.00 10143188.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2059-01-01 4.000 2500000.00 1194254.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-08-01 2.500 500000.00 250164.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2061-09-01 2.500 900000.00 611103.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.500 322000.00 104153.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.500 2301000.00 387226.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-01 3.500 3569180.00 1327446.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-01-01 3.500 69000.00 15167.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-04-01 2.500 1021308.00 231969.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.500 330000.00 60183.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-10-01 2.000 22156480.00 11703026.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2028-11-01 3.950 9934750.00 9503183.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-12-01 4.085 7807000.00 6968033.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2025-06-01 3.580 15144000.00 13868735.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-02-01 3.680 11290896.00 10649307.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-02-01 3.980 13360688.00 12629565.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.430 13679000.00 11900224.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 3.589 294636.00 261033.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-05-01 3.339 3260000.00 2853316.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.830 6853880.00 5676954.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-10-01 1.330 9500000.00 7465776.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.500 97000.00 20991.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.000 2750000.00 347319.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-01 4.000 610000.00 160259.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-08-01 5.000 8549472.00 185863.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-02-01 5.963 6750000.00 824856.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 6.500 348737.00 20674.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-05-01 6.500 1830396.00 367544.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-03-01 7.000 437924.00 61634.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 6.500 5000000.00 1500408.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 4.500 126000.00 47828.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-11-01 5.000 300000.00 73572.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 5.000 5000000.00 464764.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 61846960.00 50929103.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.000 2700000.00 472028.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.000 70257.00 43832.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 3.000 200000.00 15007.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 18150000.00 5212918.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 1741930.00 536746.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-01 2.500 2015000.00 602037.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-01 3.000 4400000.00 1223233.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-01 5.500 1619850.00 187916.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 3.500 1567000.00 791654.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 4.000 593062.00 209684.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 3.000 100000.00 47065.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 2.000 10559728.00 4896500.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.000 200000.00 116152.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.910 73380000.00 66673781.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 3.819 99256000.00 90543826.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-06-01 4.169 14700000.00 13763671.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-07-01 2.500 1357039.00 673065.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 2.000 424876.00 290669.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.500 300000.00 191061.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 11555232.00 11519025.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 1515530.00 1179437.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 4300000.00 3274495.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 4.500 1686000.00 1079949.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 3.500 150000.00 81092.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 1010832.00 899551.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-05-01 6.500 2287628.00 2207442.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.000 159995.00 139919.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 683153.00 525826.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 1503754.00 1257364.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 4098624.00 3417709.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 6.000 205000.00 181150.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 5.500 1050000.00 855940.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.500 3181696.00 2829088.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 1546750.00 1476565.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.500 2287956.00 2011890.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.000 100911.00 88072.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.500 2849540.00 2609305.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 6.500 657295.00 528693.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 3687040.00 2971834.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 1412032.00 1040495.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.500 6770960.00 6438154.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 9232000.00 8135789.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.500 1367938.00 1191910.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 3888956.00 3548700.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 8559616.00 7220558.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 3078992.00 2850608.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 1783332.00 1384905.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 2385624.00 2065462.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 739107.00 681774.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-09-01 3.000 1086654.00 960074.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 1241138.00 1230116.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 1344220.00 1279226.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.000 200000.00 169405.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.000 1938060.00 1835324.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.000 1175520.00 1164755.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 5130040.00 4748904.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 4.500 2927064.00 2720655.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 4882112.00 4640828.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1474024.00 1304913.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 1049402.00 952541.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 5663872.00 5396058.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 5018272.00 4888177.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 1093750.00 1075436.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-12-01 5.620 1950000.00 2014808.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 4.500 20540000.00 6508789.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 3.500 1200000.00 458590.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 97000.00 7303.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 6000000.00 1190534.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 5000000.00 907059.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 5.000 3530584.00 234963.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-02-01 4.000 281900.00 37557.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 6.000 350000.00 48067.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-01 2.500 1500000.00 855187.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.000 515000.00 272035.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-01 2.000 2025000.00 1177618.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-05-01 2.000 1800000.00 1161725.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 2.500 100000.00 65270.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-06-01 2.000 15281000.00 9481214.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 4.000 2914000.00 1293339.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-01 2.000 5291072.00 2812556.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-10-01 2.500 91000.00 61328.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-01 2.000 10000.00 6426.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 1000000.00 664783.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-01 3.000 660000.00 429372.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-07-01 3.500 156000.00 17123.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-01-01 3.000 630000.00 144128.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 2.000 50000000.00 22151243.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-01 3.000 500000.00 173463.68 Agency Mortgage-Backed Securities 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.000 600000.00 376011.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 2.000 5200000.00 3378723.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 3.500 317173.00 184154.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 332000.00 218649.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 14000.00 9837.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 4.000 2473612.00 1801660.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.000 40251648.00 30584481.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 79000.00 55417.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 6335000.00 4464637.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 4.500 1612930.00 1090763.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-05-01 3.000 110000.00 77757.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 39305344.00 33519765.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 5.500 511000.00 421381.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 365000.00 310422.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 101775.00 84079.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 4.000 327387.00 263213.49 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 6375000000.00 6375000000.00 0.0545 N Y Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT BYM4KSAQ1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 1309648.00 1287439.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 6.000 2260168.00 2274043.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 3.500 60000000.00 17348960.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2060-01-01 3.000 27727743.00 13111935.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-06-01 3.500 1700000.00 666582.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 4.500 53000.00 11967.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-12-01 3.000 347000.00 92366.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-12-01 4.000 17200448.00 1904277.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.000 3971000.00 990832.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-01-01 2.000 2000000.00 987768.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-01 1.500 5700000.00 3219332.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 6.500 4285064.00 4119977.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.500 2250000.00 1725083.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.000 917161.00 667029.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-01 2.500 4400000.00 3090731.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 14772272.00 11435124.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.000 2267352.00 1794166.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 4.000 553903.00 419305.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.000 150000.00 124443.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 6.000 200167.00 159360.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 733995.00 441144.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 25344480.00 20915002.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 52164.00 46037.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 3.500 3500252.00 3020823.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 150000.00 137713.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 3160580.00 2893247.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 4.500 1441738.00 1337575.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 2270532.00 2270160.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.000 7276112.00 6743634.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 4.500 4427248.00 4082052.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 100000.00 99591.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 1030684.00 1011466.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1180984.00 1127438.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 4.000 61546112.00 18466266.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-01 4.500 530000.00 70567.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-01 4.500 2316972.00 222023.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 4.000 553000.00 59008.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-05-01 6.000 332008.00 47956.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-03-01 4.500 2050852.00 576265.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 2.500 75197696.00 41728091.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-12-01 2.500 6436000.00 4438733.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 2300000.00 1763083.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2042-04-01 3.500 4176224.00 3184363.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 3.000 52978304.00 40615254.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 4.000 3948376.00 3416986.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 79215232.00 72735543.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 5.500 75707648.00 73846803.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 5.000 26105376.00 4186845.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 2.500 1000000.00 551764.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 3.500 1978000.00 825730.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-11-01 3.000 2000000.00 1039697.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-01 2.500 2101056.00 1444203.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 3.000 900000.00 630291.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 200000.00 141601.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 3100000.00 2173191.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-10-01 4.000 511285.00 335194.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.000 120000.00 83382.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-08-01 3.000 810000.00 554104.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.000 9000000.00 6583400.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 4.500 500000.00 407424.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-01 2.000 425000.00 295878.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 384000.00 317503.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 900000.00 821579.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 4.500 200000.00 160964.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.500 20777000.00 20228144.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 200000.00 181336.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-01 2.500 6600000.00 4916006.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.500 3154596.00 2656648.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 4.000 3554976.00 3093157.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 6766167.00 6809503.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 5062848.00 4916698.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 4.500 3996728.00 3546826.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-07-01 6.500 10190219.00 59039.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-01 4.500 900000.00 130485.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-07-01 5.500 32089649.00 311696.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-01 3.000 3500000.00 553554.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-05-01 5.500 583458.00 19533.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-12-01 3.500 12000000.00 587897.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-11-01 4.500 600000.00 40292.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.500 274534.00 140903.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.000 2110000.00 385222.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-01 5.000 394268.00 90524.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-12-01 2.000 20000.00 11030.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2036-02-01 1.500 925000.00 510448.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 1.500 264000.00 159553.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.500 100000000.00 98014855.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 2.000 800127.00 550052.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-05-01 3.000 100000.00 75649.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 3.000 60773.00 46792.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 5000000.00 4338868.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-01 5.000 152488.00 114710.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 23500000.00 21461301.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-04-01 5.500 152807424.00 3712427.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-20 1.500 777733.00 534286.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 5.000 400000.00 79400.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-03-20 4.000 65000.00 29802.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 2.500 51231104.00 40663423.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-06-20 3.500 1845270.00 1424365.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-05-20 3.500 662429.00 550155.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-11-20 3.000 160725.00 127606.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2063-02-20 5.000 272356.00 260533.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-15 4.500 264282.00 97607.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-01 3.620 15599000.00 14502875.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2040-06-01 5.000 3088740.00 190922.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-08-01 5.889 1592000.00 1106852.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 2359672.00 2314632.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 3695852.00 3047218.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.000 3626304.00 3626828.22 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 625000000.00 625000000.00 0.0053 N Y Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT BYM4H5HX3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FHLMC REMIC SERIES K-040 A-2 20240925 3.24100-Agency Collateralized Mortgage Obligation 2024-09-25 3.241 1500000.00 1439176.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 0.322 132816128.00 305113.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-25 3.500 42139264.00 3173487.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 0.705 25000000.00 1198875.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-08-25 3.500 100000000.00 6056418.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-11-25 2.500 494947.00 308045.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-25 3.000 15038784.00 1808423.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-06-25 4.500 7061984.00 5902666.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 4.000 24425000.00 20214850.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-25 0.169 48859712.00 1256459.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-25 6.000 4501000.00 4502275.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-05-25 6.470 50000000.00 51086680.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 4.500 5080048.00 4425605.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 4.000 12051152.00 10912176.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-09-15 1.055 119810304.00 709313.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-11-15 4.000 900000.00 146446.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-05-15 4.000 7064000.00 6247057.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-06-15 3.000 3281516.00 1740668.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2032-06-15 4.000 21979520.00 169762.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-02-15 1.255 15908864.00 11090.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2041-05-15 4.000 17761792.00 57085.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 4.000 10000000.00 152593.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-04-15 3.500 11058576.00 90605.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-06-15 3.000 6489130.00 5770138.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-10-15 2.250 73921000.00 1305994.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-12-15 0.000 9503232.00 396250.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-08-15 5.000 61727232.00 789959.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-02-15 3.500 15199904.00 173744.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-12-15 1.705 47236960.00 398390.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-05-15 3.000 180000.00 151957.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2027-09-20 7.500 3000000.00 67211.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-25 1.005 80000000.00 399759.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-11-25 4.000 1400000.00 607252.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-03-25 3.500 6644000.00 5928510.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 1.105 32571392.00 315399.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-05-25 1.055 60000000.00 1004239.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-08-25 4.000 20561920.00 6372.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-01-25 4.500 1869332.00 305188.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-25 3.500 2987744.00 2520368.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-10-25 1.155 16443136.00 291475.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-11-25 0.000 24000000.00 942866.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-09-25 0.705 3511552.00 41772.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-02-25 5.000 2000000.00 392316.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-01-25 2.500 1837000.00 1350314.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-07-25 0.755 51577088.00 104223.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 0.705 16516512.00 383001.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-25 0.705 37500000.00 843624.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-03-25 0.000 28571424.00 102506.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-03-25 0.705 29364600.00 290259.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-06-25 4.000 42500000.00 302542.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2032-09-25 1.305 37575296.00 156492.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 0.705 84668800.00 371977.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-25 2.500 7522264.00 6621569.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.000 400000.00 319425.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 4.000 5000000.00 2834860.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-25 0.555 18511264.00 111888.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-09-25 5.000 6256250.00 35379.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-11-25 0.705 100000000.00 958934.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-04-25 0.155 21854240.00 172847.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2024-12-25 0.582 119996416.00 41209.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 3.500 14000000.00 200409.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-07-25 3.000 8448000.00 2502554.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-10-25 0.185 27702848.00 710897.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2025-10-25 0.156 446316543.00 159092.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 3.000 125771520.00 14713648.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-07-25 4.000 9366750.00 46785.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-04-25 6.000 18688928.00 760285.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-08-25 0.000 100000000.00 443389.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-12-25 0.755 185428480.00 2570467.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-01-25 0.312 12314272.00 20255.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-01-25 0.342 35132544.00 68441.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-09-25 4.000 500000.00 216728.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-25 5.734 11307600.00 2372733.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-25 0.755 34494080.00 417628.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-25 0.655 11233920.00 239380.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-25 3.500 1431250.00 1072988.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-07-25 5.834 10000000.00 2819084.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-25 0.655 44514480.00 1596506.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-05-15 3.000 10000000.00 5808834.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-07-15 4.500 113537536.00 523933.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-10-25 1.606 50000000.00 1035496.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-01-15 0.655 187089664.00 2089791.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-02-15 3.000 4236000.00 3361052.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2046-03-15 4.000 5366552.00 2726409.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-10-15 0.000 753845.00 213581.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-01-15 3.500 2286452.00 1983562.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-02-15 3.000 65240000.00 18372869.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2045-07-25 2.260 8530000.00 532555.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2040-05-15 0.263 12073280.00 22389.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-11-25 2.867 399000.00 57603.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-05-15 0.755 97046080.00 1124534.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2051-04-15 4.000 5925000.00 1746695.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2049-04-15 0.605 13558848.00 134877.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-09-15 4.000 562499.00 8275.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-12-15 0.150 7464136.00 15885.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2043-03-15 0.371 39666304.00 74871.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2042-02-15 0.645 10428864.00 15156.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-10-15 0.150 9122704.00 16212.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-11-15 0.000 57123264.00 64914.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-05-25 3.000 9500000.00 5448914.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-01-25 2.075 7000000.00 634964.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2048-06-15 4.500 2512872.00 183704.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2043-11-25 4.000 4759616.00 502780.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2031-01-25 4.660 600000.00 588316.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-11-25 0.050 2716800.00 3721.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-10-25 4.400 1100000.00 1061949.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2059-02-25 5.643 6787000.00 2000858.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2030-11-25 5.879 5986000.00 6014289.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2054-04-25 6.500 38064896.00 9110266.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2054-01-25 1.878 56167488.00 4682283.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-08-25 0.284 4735000.00 172080.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-11-25 5.681 5000000.00 1393286.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-01-25 5.866 7128000.00 194118.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2033-07-15 0.407 1314286.00 135818.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-04-25 5.500 1070000.00 188907.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-07-25 5.744 62784720.00 878927.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2033-08-25 3.210 9262430.00 327746.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-06-25 5.944 25000000.00 39969.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-09-25 0.000 2727272.00 148483.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-11-25 2.221 2235324.00 283414.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-25 3.241 13047648.00 1083951.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 5.500 4717000.00 901351.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-01-25 1.785 35897408.00 75920.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-03-25 4.621 1000000.00 772095.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-02-25 6.000 4192000.00 1198911.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2044-03-25 6.500 14249936.00 874346.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-03-25 0.905 131997696.00 127346.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-09-15 5.664 50000000.00 1355334.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 1.055 260670000.00 637026.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 6.000 2250000.00 274038.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2037-07-15 5.500 1731000.00 134383.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-09-25 6.000 124092000.00 295794.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-01-15 0.805 100000000.00 347060.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2038-02-15 1.555 50000000.00 70161.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-06-25 1.105 50000000.00 95467.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-25 5.000 850000.00 33814.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-25 6.144 51071424.00 231453.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-25 0.805 37200000.00 73950.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-06-25 6.024 56094656.00 995247.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2044-04-25 3.500 34515200.00 4147775.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2029-01-25 0.000 42024000.00 28098170.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2037-10-15 4.000 2014452.00 213968.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2037-11-15 3.000 14680768.00 1452057.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2044-03-15 0.000 10000000.00 1106092.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2047-10-15 5.894 14163248.00 1923413.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2053-10-25 0.000 10000000.00 7072381.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2031-06-01 2.500 27653344.00 1012356.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2034-07-01 3.335 1801700.00 126824.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2052-05-01 2.500 3610372.00 489143.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 2053-09-01 5.000 227422720.00 56909769.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-04-15 6.000 1433390.00 1437921.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2035-11-15 5.500 650000.00 100086.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-12-25 7.281 10000000.00 1090228.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-02-25 5.500 2808000.00 651998.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2036-06-15 5.500 7859624.00 901617.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2036-10-25 5.824 247479040.00 364519.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 2.000 6794632.00 3516440.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 0.000 73814272.00 822242.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-09-20 1.350 40000000.00 26457883.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 3.000 2291664.00 261887.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-10-20 0.000 44955000.00 55799.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-11-20 0.000 60000000.00 592096.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-12-20 0.000 73110400.00 81405.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-11-20 0.050 117635072.00 146352.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-08-20 0.000 29999104.00 8427.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 0.000 50000000.00 507023.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-02-20 0.000 49987584.00 10804.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 3.000 2500000.00 291138.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 3.500 714285.00 41471.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2052-03-20 0.000 20000000.00 77974.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 6.000 729614.00 47788.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 0.008 55000000.00 94734.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-01-20 5.000 1038796.00 928277.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 0.110 5000000.00 12044.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-02-20 6.000 8125000.00 1330096.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 6.080 30000000.00 28322620.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-04-20 4.000 239500.00 179541.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-20 0.089 10000000.00 184599.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-05-20 6.330 26740000.00 23542167.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-06-20 5.500 953201.00 903519.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 6.380 100000000.00 95009196.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 6.380 75000000.00 61550541.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-11-20 7.000 100000000.00 100939793.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-11-20 6.000 5101440.00 4992963.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 5.500 85040000.00 82218594.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-02-20 6.000 15099776.00 14739844.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-10-20 6.730 35000000.00 34419447.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-08-20 6.530 30000000.00 28656949.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-08-20 6.000 77926160.00 60413665.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 0.269 115921152.00 2650770.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 0.369 25514784.00 787434.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-09-20 6.530 43741900.00 41697197.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-11-20 0.169 56784640.00 1916028.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-12-20 6.630 40000000.00 39829348.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-12-20 5.500 6129664.00 6003807.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-01-20 6.500 3609100.00 3526980.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-01-20 6.480 95764200.00 93495929.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-03-20 0.125 86392200.00 64804810.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2058-03-25 3.500 8000000.00 6135515.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-05-17 4.765 4785968.00 1114455.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2034-10-20 1.340 8346160.00 241463.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-05-20 4.500 34000000.00 5003106.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-02-20 4.000 12691264.00 116292.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2039-12-20 4.500 517000.00 79052.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-02-16 0.516 57450000.00 87139.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-03-20 4.500 1000000.00 114386.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2037-11-16 0.816 63076736.00 121095.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-09-16 4.500 25617792.00 10854128.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2040-12-16 4.500 15000000.00 3046632.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-10-16 0.666 9535168.00 101354.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-05-16 1.744 2775000.00 572021.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-06-16 0.236 114397056.00 145108.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2053-03-16 0.352 5760896.00 9866.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-02-16 2.500 1700000.00 1399246.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-03-16 2.997 5515000.00 2509599.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-12-20 0.710 16725000.00 259463.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2041-12-16 4.500 30020832.00 442759.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 0.413 112730751.00 259626.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-03-16 5.500 34904000.00 400108.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-04-20 0.120 18889000.00 119498.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-05-20 0.770 27092256.00 143023.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-07-20 0.770 41322624.00 178448.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-08-20 1.583 22894640.00 86658.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-10-16 2.600 2000000.00 450157.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-08-20 1.170 27887040.00 110941.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-09-20 0.456 17018360.00 52816.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2056-12-16 0.978 51789376.00 486925.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 0.456 17141696.00 65112.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 0.250 44885440.00 322180.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-01-20 0.210 30193344.00 226971.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2058-05-16 0.841 123138048.00 1535816.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-03-20 5.879 35000000.00 6594172.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-06-20 0.456 14301500.00 123795.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-12-16 0.734 127549440.00 1893166.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 0.675 25344320.00 216641.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-03-16 0.721 90056832.00 1140049.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-03-16 0.050 174857216.00 176837.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2062-06-16 0.880 8500000.00 307691.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2060-05-16 0.838 23564999.00 1184389.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-05-16 0.976 14450000.00 920952.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-03-20 5.000 15067800.00 390431.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2044-01-20 0.366 5661290.00 11004.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2042-07-16 0.050 7999486.00 6719.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-06-20 0.820 14500000.00 240051.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2048-08-20 0.770 11563344.00 110553.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-20 0.158 17314528.00 29507.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-04-16 0.250 55000000.00 499143.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2061-04-16 0.788 12200000.00 645742.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-11-16 0.873 16300000.00 1016303.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-05-16 0.991 21050000.00 1405848.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-02-16 0.991 15875000.00 1037896.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2055-12-16 1.750 10000000.00 7677051.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-05-16 3.500 3246000.00 2853196.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2063-09-16 3.250 19661000.00 17094531.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-06-20 0.000 28211008.00 119266.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 4.500 100000000.00 21926696.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 5.879 26310080.00 3891009.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.879 40000000.00 8517736.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-04-20 5.879 29333312.00 3961768.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2047-09-20 0.770 8721200.00 225140.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-08-20 0.620 32735040.00 216511.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 0.670 37711680.00 792716.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-09-20 0.000 30000000.00 55544.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-08-20 0.585 60738304.00 398070.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2043-07-16 0.369 30793376.00 123928.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-03-20 3.000 497262.00 9032.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2045-12-20 3.000 914710.00 15202.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-01-20 3.500 1516974.00 383517.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-01-20 0.000 100000000.00 264296.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-03-20 0.100 14208480.00 24074.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 0.072 247781632.00 285903.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-04-20 0.000 100000000.00 176306.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2038-04-20 3.500 22360416.00 293401.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 1.250 24377440.00 11044611.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 3.000 16729600.00 1554706.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-02-20 0.000 74186560.00 174539.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2049-06-20 0.000 62312128.00 78475.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2046-04-20 0.149 11690240.00 28520.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 1.000 2200000.00 933791.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-09-20 0.000 26381440.00 198595.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 55205500.00 243047.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-10-20 0.000 105656576.00 444143.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 0.000 24127296.00 54618.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-12-20 0.000 61568640.00 76270.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 4.895 11636976.00 5592529.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-04-20 0.870 26399008.00 1415203.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-06-20 5.500 7845112.00 6459176.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-08-20 0.000 50001000.00 168039.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2057-09-20 5.000 104106240.00 95112078.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 4.000 6097690.00 5771947.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2035-12-20 5.000 2670260.00 2580690.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-02-20 5.000 1183090.00 1097803.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-03-20 0.250 46008400.00 34774501.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2051-01-20 5.500 12142840.00 12073790.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 0.072 129818080.00 4941678.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 0.690 92914304.00 3379633.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 0.690 190106880.00 6894732.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 0.690 114978560.00 4171843.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 6.500 49999999.00 51383626.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2050-07-20 1.250 19195296.00 13000608.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 0.000 113253760.00 4724154.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 0.050 19996672.00 12735.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2054-04-20 1.828 103196672.00 11574326.89 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-30 2024-07-30 2024-07-30 N N N 0.0548 1495000000.00 1495000000.00 0.0128 N N N Y - N/A - MIZUHO SECURITIES USA MIZUHO SECURITIES USA BYM4KSAM0 7TK5RJIZDFROZCA6XF66 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) 7TK5RJIZDFROZCA6XF66 2024-08-31 1.875 1999500.00 1982620.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2026-05-15 1.625 8120400.00 7656492.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2025-07-31 2.875 26249600.00 25715381.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2024-09-30 1.500 10874000.00 10715962.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2025-04-30 0.375 3500000.00 3336651.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2027-06-30 0.500 12310000.00 10794541.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2025-09-30 0.250 128448700.00 119999976.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2028-04-30 1.250 5871200.00 5133794.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2028-06-30 1.250 29030000.00 25387467.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2027-02-28 1.875 129647100.00 119999931.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2027-08-31 3.125 125697800.00 119999922.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2033-05-15 3.375 12710000.00 11742568.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2030-08-31 4.125 20000000.00 19568432.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2025-09-30 5.000 42866500.00 42966394.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2028-12-31 3.750 123205000.00 119999903.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 2025-12-31 4.250 119870800.00 119999990.42 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 750000000.00 750000000.00 0.0064 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC BYM4KSAS7 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) 2042-02-15 3.125 43377600.00 34787528.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2043-02-15 3.125 89705800.00 71061514.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2048-08-15 3.000 9310200.00 6908869.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2049-05-15 2.875 198896000.00 145019498.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2050-02-15 0.250 211900.00 151275.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-05-15 1.125 2025800.00 1210902.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2040-11-15 1.375 21767500.00 13415449.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2051-02-15 1.875 23222100.00 13158415.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-02-15 2.375 141122300.00 100294284.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-15 1.500 5066100.00 4707960.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-28 2.500 2813600.00 2701565.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-02-15 1.625 10531000.00 9953629.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-07-15 0.125 2836900.00 3502959.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-09-30 1.625 1276200.00 1183806.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-12-31 1.750 10159700.00 9438770.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-04-15 0.125 4384700.00 4947166.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-12-31 1.375 12852300.00 11148775.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-03-31 2.375 29597300.00 26693086.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-31 2.750 128833400.00 119248293.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-07-15 0.625 1714400.00 1623307.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-01-31 3.500 185463700.00 176374837.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-02-15 3.500 26656200.00 24693011.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-06-15 4.125 39629900.00 39582247.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-10-15 4.625 50000000.00 49786274.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-12-31 3.750 1989400.00 1913714.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-12-31 4.250 26536000.00 26564599.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2034-02-15 4.000 15291000.00 14685946.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-04-15 4.500 49465500.00 49143195.77 U.S. Treasuries (including strips) Y 2024-05-01 2024-05-01 2024-05-01 N Y NOMURA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0531 945000000.00 945000000.00 0.0081 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC BYM4KS9E0 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 2036-06-01 6.250 1000.00 919.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 3.822 1000.00 916.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-10-01 5.977 10961000.00 10476379.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-08-01 6.152 3583200.00 3371450.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 4.142 156613900.00 145261936.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 6.155 2472188.00 2365064.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 4.000 16913700.00 15143998.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 4.000 12283700.00 11218238.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.000 2700000.00 393331.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-08-01 3.000 50236000.00 25230763.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 4.500 70197700.00 60415290.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 1197000.00 1086676.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 74596808.00 67721443.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 4.500 24546400.00 20761649.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.500 1000.00 885.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 6.000 1000.00 906.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.000 1000.00 907.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1000.00 925.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 6.000 29040600.00 26379891.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 2668000.00 2429574.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 6.000 370000.00 338591.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 52999000.00 48221051.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 1245900.00 1133580.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 48000.00 43984.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 5.000 4897000.00 4661570.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 4.000 42059700.00 37750078.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.000 1024.00 991.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.000 30498497.00 29451562.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.000 678100.00 618791.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 5.000 1000.00 906.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 35958143.00 32571318.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.000 2500000.00 2278404.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-05-01 4.500 18710900.00 16559921.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 5.500 14229967.00 13599719.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 5.500 18596700.00 18053789.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-02-01 4.900 5631008.00 5563268.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-01-01 4.849 32843646.00 32377658.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-02-01 5.500 3259500.00 1051735.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-10-01 3.000 1000.00 262.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.500 5962600.00 1727319.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 3.000 1000.00 296.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.500 966564.00 807491.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 1000.00 755.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 4.500 237650.00 217139.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 4.000 1030.00 785.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 5.000 4971000.00 4103857.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 5.000 5096830.00 4520288.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 5.000 1000.00 887.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.000 1654400.00 1459376.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 8918800.00 8015492.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.500 799000.00 677310.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 4724626.00 4470422.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 5.000 1000.00 756.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1000.00 915.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 4.500 1000.00 894.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 4454226.00 4192528.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 1001.00 769.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 4.500 1000.00 886.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.000 5535000.00 4975155.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 4.500 3417700.00 3118625.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 6.000 2413200.00 1855896.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.500 5216900.00 4791913.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.000 184897.00 167230.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 6.000 1000.00 928.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 6.000 1000.00 896.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.000 7288193.00 5467047.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 50000000.00 44337092.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.500 8431861.00 7597469.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 478600.00 426869.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 8367900.00 7878870.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 4.500 2431300.00 2226212.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 4.500 5016500.00 4582699.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 4.500 1000.00 916.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 393000.00 368345.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 843500.00 765872.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 6.500 10013300.00 9202037.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 6.000 1219300.00 1141711.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.000 2498400.00 2370794.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 4.500 1000.00 923.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 4.500 5614300.00 5150544.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 1000.00 908.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 6.000 2162400.00 1731532.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 6.000 24600.00 23092.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.000 13297528.00 12362452.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 17176700.00 16309299.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.500 131800.00 123341.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.000 7305424.00 7039498.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-09-01 6.500 1000.00 939.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 6.000 2084202.00 1930635.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 5.500 1000.00 898.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.500 2335540.00 2254791.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.000 1000.00 891.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 6.000 1267300.00 1133673.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.500 1000.00 915.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-09-01 3.500 1000.00 294.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-04-01 3.000 81200.00 30371.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 2.500 3185900.00 2304162.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 5.000 184700.00 167788.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 4.500 149999435.00 122212361.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.500 1000.00 914.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.500 251800.00 230299.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.500 111000.00 99212.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 6.000 190000.00 169612.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 6.000 995466.00 904632.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.000 65727300.00 59394351.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 6.000 2066400.00 1822306.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.000 299900.00 277573.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-05-01 5.500 1000.00 931.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.500 21285216.00 20004326.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 6.000 27067564.00 25844624.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-04-01 5.000 1000.00 970.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 283963660.00 242790221.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 2184405.00 1936227.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 39000.00 35460.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 44084700.00 40167080.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 25435300.00 23323087.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-01 6.000 114000.00 100437.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 5.000 1000.00 896.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-01 4.000 12192400.00 10838108.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.000 7284214.00 6938481.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.000 1000.00 959.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-08-15 4.450 1000.00 272.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-04-20 2.500 1000.00 256.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-20 3.500 1000.00 291.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-20 4.500 1000.00 277.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-11-20 4.500 1000.00 294.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2037-12-20 6.000 32400.00 13614.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-20 3.500 1088.00 815.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 2.000 1000.00 697.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 2.500 1008.00 773.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 4.500 228942099.00 208052442.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 5.000 30406700.00 28376317.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 4.500 268000.00 245019.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-20 4.500 46926000.00 39377788.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-20 5.000 219900.00 193553.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-20 5.500 2972817.00 2645468.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 3.500 1000.00 830.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 5.000 34017424.00 30356705.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-06-20 4.500 1536325.00 1366704.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-20 5.000 412000.00 373575.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 4.000 27716700.00 24141212.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.000 182574253.00 168445885.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.500 3184950.00 2945357.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 5.000 99382.00 91143.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 6.000 49999800.00 46959122.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 4.500 1007.00 928.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 5.000 1107000.00 1049087.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 4.000 1020413.00 898928.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 4.500 53300.00 49724.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-20 5.000 1000.00 958.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-20 7.000 20471412.00 20767178.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 4.000 1000.00 904.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 5.000 1000.00 960.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 5.500 157072128.00 154828593.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 4.000 68100.00 62306.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 4.500 174614158.00 164220075.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-01-15 6.500 1000.00 1057.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2064-05-15 5.075 2309970.00 2191917.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-04-20 3.000 1026785.00 802980.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-05-15 4.549 1000.00 946.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-11-20 4.000 189200.00 58611.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 4.000 1000.00 281.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-04-20 4.000 1000.00 267.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-20 4.500 1468200.00 1315116.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-20 4.000 1070.00 812.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-02-20 2.500 1093.00 820.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-20 3.500 2314641.00 1741845.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-20 4.000 2598800.00 913903.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-20 3.500 1000.00 764.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-20 3.000 1000.00 839.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-03-20 4.000 1000.00 900.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-15 4.500 913300.00 339279.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-15 3.500 1100.00 292.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 5.000 1054.00 989.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2062-11-15 4.459 2125.00 1949.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.500 1000.00 860.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 6.000 20300.00 19359.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 5.000 2000.00 1845.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 4.500 1078.00 987.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 5.500 2000.00 1867.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 5.500 1005.00 918.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 5.000 2000.00 1810.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-20 5.500 1000.00 949.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-07-01 3.154 13879500.00 12579269.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2032-05-01 3.500 1000.00 260.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-07-01 4.000 33555500.00 10068320.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-04-01 3.500 1000.00 261.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-11-01 3.500 7282800.00 2224672.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-12-01 4.500 311248.00 95982.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-03-01 4.500 1000.00 309.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-06-01 2.500 198000.00 149968.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-07-01 3.000 1038000.00 914464.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-07-01 4.000 558600.00 479409.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-11-01 4.500 130700.00 116975.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-08-01 3.000 4691800.00 3354289.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.500 1000.00 885.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.000 1474000.00 1095701.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 3.500 2449000.00 1867504.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.000 16000.00 13704.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 1000.00 898.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-06-01 4.000 1000.00 831.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 4.500 900000.00 796504.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.000 3150000.00 2808524.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 6.000 2042100.00 1890942.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 6.000 3000.00 2865.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 1000.00 924.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-09-01 3.500 1000.00 892.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 3.500 20607457.00 18189139.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.000 30172403.00 28818756.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 4.000 26536100.00 23601502.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 5.000 1000.00 953.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 5.000 21342200.00 20251976.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.500 705000.00 684396.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.000 2750500.00 2673750.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.000 1000.00 925.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.000 190332.00 180799.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.000 1000.00 967.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.000 1003700.00 975111.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.000 2172692.00 2106046.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.000 1897440.00 1837807.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-15 3.000 1237.00 571.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-15 3.500 1000.00 264.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 5.000 26529800.00 24837161.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-05-20 5.000 1134.00 1046.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-15 4.500 1062.00 876.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 5.000 3773000.00 3581045.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-10-15 4.500 1000.00 418.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-03-01 4.500 1188958.00 1123024.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-07-01 5.500 257000.00 220622.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 3.500 28840.00 25941.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 3.000 16373900.00 12450784.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-02-01 4.000 11434406.00 10041047.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 1126500.00 1086788.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 944700.00 912710.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 1214900.00 1173044.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 3063400.00 2947538.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 4.500 2000.00 1860.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-03-01 5.000 9065600.00 8685500.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 4.000 1947000.00 1758626.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 4.500 2612943.00 2434312.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 5.000 1308452.00 1260873.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.000 1000.00 1000.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-04-01 3.000 1896850.00 1437222.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-11-01 3.500 1000.00 912.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2037-12-01 5.000 141800.00 130246.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-09-01 3.690 1100.00 1024.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-01 3.500 1000.00 278.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-07-01 2.529 154600.00 139236.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-06-01 2.475 1000.00 881.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2026-10-01 2.470 1000.00 938.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-12-01 2.899 1069000.00 934368.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-01 3.500 1100.00 279.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-01 3.500 69656600.00 22376616.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.500 1000.00 258.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 3.500 9099000.00 2945786.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.500 15631596.00 4859248.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.500 1497251.00 460139.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 4.000 7515600.00 2113212.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.000 2373700.00 2271918.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 6.500 1000.00 893.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.000 1008.00 960.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-01 5.500 7371200.00 6931614.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 5.000 1028.00 981.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.000 1000.00 952.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-01 6.500 1098893.00 983905.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 5.500 2171100.00 1963515.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.000 1015100.00 979214.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.000 362365.00 350239.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.000 1023523.00 990693.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 5.000 1451700.00 1394165.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 4.500 1293500.00 1209770.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 4.000 1082.00 320.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.500 1000.00 251.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-05-01 3.500 1000.00 283.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2055-07-01 4.500 1000.00 278.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 3.500 2000.00 599.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2058-08-01 4.500 2999000.00 931243.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2061-09-01 3.000 96600.00 69601.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2061-12-01 7.500 11851184.00 10756789.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2062-03-01 6.000 1000.00 941.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2063-03-01 5.000 10966567.00 10415392.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 5.000 727900.00 690103.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-01 3.500 1558500.00 494239.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 3.500 1000.00 283.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 5.000 1000.00 252.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-08-01 6.210 13327200.00 4286307.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-01 4.500 1000.00 233.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2027-05-01 1.530 1000.00 887.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-12-01 2.225 4424000.00 2938618.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 3.500 1087.00 287.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 2.500 14153700.00 4687207.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 3.500 1000.00 262.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-01 5.500 1000.00 293.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 4.000 63519000.00 19975214.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-03-01 4.000 77200.00 29502.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2044-02-01 5.863 628000.00 190695.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2043-09-01 5.823 1000.00 275.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-03-01 4.000 49164726.00 15115206.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.022 1000.00 902.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-01 5.966 1008.00 298.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 5.634 1000.00 257.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 16199100.00 15132312.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 304500.00 294020.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-09-01 4.000 1000.00 277.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.500 1809800.00 560549.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-04-01 3.500 19138928.00 6005956.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 2.621 39206700.00 12177800.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-08-01 3.000 1000.00 253.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.500 1000.00 737.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-01 2.500 398000.00 298549.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-01 2.000 14156800.00 8686480.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.169 16771400.00 10906340.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-10-01 2.265 13810200.00 9235082.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.279 9464000.00 8335836.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-09-01 3.850 473200.00 412143.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.345 1000.00 888.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2037-06-01 4.040 3219000.00 2856158.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-06-01 3.720 1000.00 896.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 4.360 1000.00 951.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-07-01 3.890 66142000.00 60733146.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 3.899 1000.00 920.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-09-01 3.759 2560000.00 2302184.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-08-01 3.859 1000.00 920.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 3.649 356245.00 321188.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-09-01 3.740 12727100.00 11610459.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-10-01 3.819 6797000.00 6386585.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2029-10-01 4.160 1200.00 1144.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2032-10-01 3.980 30098000.00 27868223.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-03-01 4.230 3829000.00 3688806.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.030 7250000.00 6781772.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-02-01 4.379 10262200.00 9910959.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-03-01 4.099 11059000.00 10582056.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-03-01 4.210 14568000.00 13711421.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2030-07-01 4.339 7399000.00 7111076.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2033-05-01 4.509 1000.00 952.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-05-01 4.750 19400.00 18545.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 4.980 55318000.00 51683628.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.000 9185500.00 7026582.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-01 3.500 1152600.00 967284.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.008 1035.00 720.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 3.000 1000.00 760.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 1104323.00 1028413.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.000 1578800.00 1510076.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-01 5.000 1000.00 899.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 12521027.00 11545026.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 1000.00 900.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 5.000 1000.00 938.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 23516500.00 20468850.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 6.000 1054.00 1012.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.500 1643900.00 1472067.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 4.500 28445635.00 24344492.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 1000.00 910.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 4.500 1667100.00 1300680.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-01 5.000 1000.00 942.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 4.500 28700.00 26199.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 6.000 26501800.00 24007196.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.500 16907100.00 14999201.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 1000.00 898.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 1000.00 945.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 4.500 1070000.00 988469.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.000 4964600.00 4412854.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.000 5274334.00 4982130.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 4.500 1016400.00 928993.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 1917800.00 1752172.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 6.000 1000.00 886.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 1000.00 915.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 3337000.00 3113830.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 1518530.00 1389768.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.500 12731488.00 11649511.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 6999000.00 6470168.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 1000.00 917.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 1000.00 946.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 6280100.00 5584580.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 5.000 2499632.00 2307890.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-03-01 4.500 128400.00 119157.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 1583100.00 1467622.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 6389700.00 6207621.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 1050.00 1006.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 1000.00 944.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.000 7438200.00 6077532.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 6.000 21298200.00 20363192.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.000 1000.00 923.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 1412600.00 1297108.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 2266227.00 2082982.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.000 1000.00 997.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 3445300.00 3344034.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 6.500 1298949.00 1186500.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 6.500 1000.00 914.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 1000.00 930.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 5.500 4713700.00 4437029.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1000.00 922.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 1000.00 927.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.000 1068000.00 1063006.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 5.500 21664000.00 19974020.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 6.500 78200.00 72769.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 6.500 3166900.00 2898912.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-01-01 4.259 1000.00 940.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2034-02-01 4.480 1000.00 955.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2031-02-01 4.440 1000.00 970.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-01 4.000 75081068.00 23249288.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-01-01 3.500 2323234.00 727133.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-02-01 3.500 1000.00 259.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2048-04-01 3.500 40676700.00 14630072.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-01-01 4.000 3000.00 898.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2049-12-01 3.500 1000.00 510.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2050-07-01 2.000 1995.00 989.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2041-02-01 2.000 1506800.00 1006084.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-12-01 2.500 1000.00 719.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 1301100.00 996506.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 1000.00 761.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-06-01 2.500 1028.00 783.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-01 5.000 660000.00 620953.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-01 4.500 1013000.00 917943.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-01 3.500 1000.00 799.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 2133500.00 1961252.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-01 5.000 1000.00 932.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 1000.00 893.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.000 62439200.00 57338748.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 5.500 1000.00 945.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-01 4.500 329620.00 291901.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-02-01 5.000 3908414.00 3631831.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 4.500 12000.00 10571.19 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671836.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-01 4.500 496000.00 428103.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.000 1000.00 823.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-01 6.500 21640965.00 20665156.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-01-01 2.500 19000.00 14488.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 6.000 199000.00 190822.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-01 5.000 5000000.00 4474410.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.000 570500.00 513518.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2038-11-01 3.500 40180.00 35406.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-01 5.500 17500.00 16737.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-01 4.500 1022000.00 920164.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 5.500 379200.00 365955.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-01 2.500 3878200.00 3000411.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-01 4.500 44110800.00 40571698.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-01 5.500 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2053-06-01 4.000 1000.00 896.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2053-06-01 4.000 29063300.00 26441765.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-01-01 4.000 53625718.00 49234342.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2052-04-01 3.500 20886281.00 18428580.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-02-01 2.500 1000.00 950.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2035-07-01 3.000 1622484.00 1542193.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2047-11-01 2.500 40736300.00 33594325.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.500 2145100.00 1995031.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.000 1405800.00 1357554.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-01 6.500 1000.00 896.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-01 5.000 1312100.00 1220484.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 4.000 67859500.00 61185878.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 4.500 80948900.00 75349988.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-01 4.500 650294.00 605315.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC BYM4KSAN8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 2025-03-20 0.000 49514200.00 47300717.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-04-17 0.000 11646900.00 11083516.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-02-15 6.625 331900.00 352918.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-15 6.125 1890600.00 2027422.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-15 3.875 8634500.00 17575015.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-01-15 2.375 5781200.00 9566054.14 U.S. Treasuries (including strips) United States Treasury-U.S. 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U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2042-05-15 3.250 3735100.00 3074703.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2054-02-15 2.125 7897500.00 7605349.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2044-02-15 4.500 11758900.00 11346185.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-05-31 2.875 150000.00 148111.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2024-06-30 1.750 412000.00 411858.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-08-31 1.375 536200.00 495867.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2030-01-15 0.125 13364900.00 14348327.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-11-30 0.625 2005800.00 1740143.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-31 1.125 3874300.00 3343965.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2032-01-15 0.125 5813600.00 5557545.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-03-31 2.500 1301400.00 1223239.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-05-31 2.750 35438300.00 32801717.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-06-15 2.875 2849800.00 2808781.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2027-07-31 2.750 119038100.00 112566409.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-01-15 1.125 5799000.00 5537899.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2025-03-31 3.875 15311700.00 15178614.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-04-30 3.500 39043200.00 37315147.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2033-07-15 1.375 262200.00 251001.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-08-31 4.375 23880500.00 23753265.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-09-30 4.625 78109000.00 78182499.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2028-10-15 2.375 3113600.00 3182663.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2026-03-31 4.500 1253500.00 1246916.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2029-04-30 4.625 112869900.00 112799920.66 U.S. Treasuries (including strips) Y 2024-05-01 2024-05-01 2024-05-01 N Y NOMURA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0531 705000000.00 705000000.00 0.0060 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA BYM4KS9F7 ES7IP3U3RHIGC71XBU11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.605 19675387.00 328553.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.155 18768837.00 365202.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.605 12591070.00 361230.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-11-25 0.555 32518304.00 1077609.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 0.555 4385000.00 224122.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-25 0.605 30508731.00 1474146.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-11-25 0.269 50000000.00 1538644.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 0.269 79098000.00 2085675.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-25 0.469 33658623.00 1418489.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-04-25 1.719 18000000.00 1387215.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-04-25 0.619 18000000.00 1163116.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-06-15 0.395 18586321.00 100663.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-15 1.055 4212763.00 28687.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-08-15 0.705 245865.00 1273.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-15 1.255 12757550.00 242738.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 0.000 20000000.00 3268724.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 0.000 35000000.00 4025320.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-15 0.705 81268293.00 403840.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.655 35692773.00 347128.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.505 21000000.00 149514.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-15 0.605 67488151.00 514905.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 0.655 88000000.00 488704.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.605 42328875.00 409605.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-15 0.505 46882557.00 547455.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-15 0.311 171076974.00 589778.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-15 0.655 127616621.00 1399425.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-15 0.735 30841164.00 552398.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-11-15 0.117 65963488.00 359821.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 0.655 22368052.00 166589.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 0.605 12089020.00 95492.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.171 6379768.00 36626.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-15 0.555 21335039.00 540413.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 0.655 20000000.00 206123.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-10-15 0.331 7974218.00 65149.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-15 0.605 16808475.00 655206.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 0.555 12825500.00 701600.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 4.000 6014095.00 340676.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-25 3.500 14319571.00 230760.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-25 0.505 18530951.00 764859.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-07-25 0.605 15000000.00 534613.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2060-03-25 0.050 44448234.00 544638.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-25 3.500 11546571.00 313418.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-25 3.500 6666666.00 190888.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.500 13915215.00 1300935.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 8333333.00 921782.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-25 3.000 27380447.00 819320.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.000 17400000.00 1955523.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.655 5994990.00 105277.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 5978571.00 408853.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2030-05-25 3.500 85787164.00 860389.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.655 14861349.00 530274.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.635 11174032.00 424447.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.605 34769874.00 940882.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 0.605 40019492.00 1079131.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 4.000 6000000.00 467976.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 4.500 29523412.00 1726911.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 0.655 15000000.00 347827.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-07-25 5.500 4101822.00 468925.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 2.500 11000000.00 597468.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2060-10-25 0.490 44331404.00 932166.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 0.695 26008878.00 1261184.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 3.000 8000000.00 935632.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 3555900.00 374743.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-25 2.500 20000000.00 1891262.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 17000000.00 1890435.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 4.000 25839000.00 1136991.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 9903561.00 961143.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2061-01-25 0.461 30180584.00 558687.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 0.359 67786392.00 1484885.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 0.000 4492213.00 1664520.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2056-12-25 0.361 50000000.00 1076161.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-25 0.269 27333210.00 1571678.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 71507608.00 2068186.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-25 0.000 25000000.00 781666.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-03-25 1.669 31270975.00 1817386.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-25 1.069 14900000.00 987469.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-25 0.269 50043784.00 1503275.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-15 0.705 10750000.00 381853.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.137 40195530.00 499062.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-15 0.000 59528576.00 676991.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-15 0.705 24181142.00 959079.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-15 0.705 21533123.00 498039.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-08-15 0.207 174767323.00 1947801.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 0.705 71199737.00 1697899.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-15 0.705 39666828.00 1192463.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-15 0.755 40500000.00 466210.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-15 0.755 16498631.00 227966.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-08-15 0.655 7000000.00 417085.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-07-15 0.655 18144177.00 314806.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-03-15 0.177 38649912.00 779626.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-15 0.555 500077.00 431.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.164 68944996.00 3052904.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-01-25 10.000 4500000.00 123038.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-07-25 0.955 143600000.00 75221.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-25 0.655 32000000.00 29856.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 1.255 32165142.00 57701.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-03-25 1.255 60000000.00 164308.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 1.145 100000000.00 92786.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-25 0.185 268645998.00 460417.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-25 1.755 50000600.00 73867.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-06-15 1.255 50000000.00 90290.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-15 1.205 115857995.00 291638.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-15 6.632 8333334.00 206753.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.705 110000000.00 85230.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-15 1.205 214277126.00 221155.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-10-25 1.055 75072000.00 70581.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-25 1.105 61330239.00 157081.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-25 1.255 79428902.00 64633.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-12-25 1.195 39285000.00 92101.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 1.755 100000000.00 77552.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-25 1.165 73200765.00 71307.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-01-25 1.155 25020000.00 52634.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-02-25 1.295 75901811.00 82401.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-25 1.325 37350000.00 29146.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.705 55000000.00 203066.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-15 1.145 93446806.00 107669.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-15 1.025 16862278.00 67506.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 0.655 23155000.00 65139.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 1.205 50000000.00 65769.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-11-25 1.755 54503257.00 54194.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 1.345 72006900.00 58682.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 1.155 188178601.00 178602.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-25 1.155 60000000.00 33463.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 1.295 72630507.00 282880.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-05-25 0.675 29696198.00 57949.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-12-25 1.005 21500000.00 58522.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-09-25 0.980 50000000.00 53925.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-25 0.955 57625000.00 161401.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 1.055 60532151.00 34112.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-01-15 0.965 46360000.00 63529.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-06-15 0.905 72620000.00 106963.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 0.775 67962510.00 90343.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-15 0.555 100000000.00 239315.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-08-15 0.815 100000000.00 89697.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-25 0.000 12500000.00 700642.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 0.475 41190490.00 100892.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.235 201905021.00 483209.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.085 31000000.00 229740.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.355 100000000.00 64876.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.705 35500000.00 110478.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-25 1.295 75553825.00 159040.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.705 106249118.00 80301.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.705 50000000.00 51330.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-25 0.855 127032000.00 78842.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-25 0.785 118012223.00 324465.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-25 0.885 113636362.00 331502.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.605 50000000.00 123360.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 0.705 43313000.00 714219.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.705 45024388.00 598517.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.000 3669382.00 742245.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.705 10400000.00 111324.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-02-25 3.500 24865853.00 222501.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-04-25 3.000 60458722.00 790329.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 3.500 17702571.00 171615.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.705 32817148.00 749844.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.705 34421052.00 786563.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 0.705 95877039.00 1948677.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 0.755 11460000.00 145454.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 0.755 17117888.00 155509.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 14062714.00 81093.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-25 3.000 15346667.00 192105.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 4.000 32886021.00 107067.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 4.500 11574444.00 56976.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-04-25 4.000 28402812.00 468710.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 4.000 4712500.00 71704.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 3.500 94278857.00 1563159.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 4.000 19500000.00 141362.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-25 1.145 25041834.00 101529.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 0.243 81446027.00 130087.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-25 0.955 15663000.00 73452.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 1.005 40000000.00 89818.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 0.675 55000000.00 78974.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.605 50000000.00 123360.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-25 0.625 59113364.00 61603.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.000 4500000.00 105210.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.555 59000000.00 315490.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.000 46229037.00 83259.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-25 0.000 56541379.00 35317.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-25 0.000 11000000.00 651801.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-25 0.055 117773970.00 157677.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-04-25 3.000 1562930.00 271581.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-02-16 0.676 100000000.00 4264215.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 28668923.00 3604122.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 0.170 105035671.00 3364270.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 3.000 76615875.00 7061518.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 4.000 39641076.00 3225802.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 54105631.00 4718061.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 3.000 40000000.00 4143384.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 100000000.00 8988868.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.000 50000000.00 3792404.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.000 54680654.00 4052537.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 3.000 72734460.00 6784697.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 92939032.00 9056056.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 109634056.00 12182216.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 32792031.00 3376790.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 2.000 55756000.00 4442895.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 4.000 26465147.00 3541201.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.000 36652333.00 3631703.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 3.000 66333333.00 5924081.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 25193542.00 3377355.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 2.500 40575448.00 3489152.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 70494500.00 7351636.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.500 25263826.00 3601551.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-09-20 2.500 63380071.00 3578241.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 32106666.00 3629865.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 60000000.00 7366056.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 28209976.00 4557046.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 26819000.00 3739169.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 9600934.00 949560.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-20 3.000 106150000.00 11378510.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 102495743.00 7810753.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.500 51308875.00 5136234.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 31756281.00 4255532.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.939 63404453.00 3232152.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.169 400000000.00 6131850.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.269 81818184.00 4179815.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.169 350000000.00 6075241.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.519 100000000.00 3807023.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 1.469 100000000.00 3724848.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.719 84041709.00 4730647.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 91633880.00 11157582.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 6.000 27657572.00 4185352.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 2.500 26092186.00 3382674.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.869 55555555.00 3290924.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.819 85000000.00 4521037.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.919 58511103.00 3374764.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.919 135439658.00 6738402.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.819 87027242.00 4031125.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.669 71695272.00 3556703.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 4.000 56461446.00 8706474.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 1.619 50000000.00 4318904.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 4.000 50000000.00 9060183.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.969 122961419.00 4017491.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.919 44733204.00 4607492.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 0.419 81284907.00 3453087.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 4.000 34134000.00 61747.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 0.755 31205455.00 484675.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-25 3.500 16733429.00 35660.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-07-25 0.705 13271684.00 133774.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-25 0.705 47156928.00 736629.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 5.000 23520000.00 138886.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-25 0.655 57565000.00 613555.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.455 46153846.00 839069.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-25 5.000 29581573.00 143528.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-25 0.000 23004715.00 725733.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-25 4.500 37075514.00 42609.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.455 100000000.00 1723690.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.535 24729418.00 320945.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 0.455 94109919.00 1827202.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-25 1.155 28500000.00 210025.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 0.655 25228625.00 84724.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-25 0.655 127972003.00 338040.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-25 0.051 30000000.00 80967.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-25 5.500 46900792.00 982919.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-25 0.220 219487269.00 845699.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-08-25 0.217 41760620.00 165818.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-25 3.000 42062093.00 180862.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-25 0.755 56000000.00 288918.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-11-25 1.205 45888103.00 526929.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-06-25 4.500 6225777.00 70980.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-25 0.605 9250953.00 220980.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-25 0.655 26891448.00 357341.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 6.500 16044023.00 441605.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-25 5.500 18557677.00 443821.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-25 4.000 4144352.00 107950.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-25 0.705 28710332.00 524204.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 0.155 14650000.00 120979.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-25 0.175 27685939.00 448174.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 0.155 115287659.00 854517.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-25 0.296 13800000.00 54930.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-25 0.755 37667000.00 430972.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-25 0.805 30200841.00 333566.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-25 0.000 98172297.00 278628.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 0.155 135000000.00 1116166.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-25 0.655 75620103.00 769142.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-03-25 0.705 85155762.00 488971.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-25 5.000 13700000.00 357260.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-25 3.500 14285714.00 287255.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 0.555 25000000.00 871788.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 0.001 141625340.00 435285.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-03-25 3.500 10778285.00 54517.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-06-25 3.500 18084212.00 267877.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-06-25 0.505 23923267.00 696290.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-07-25 6.000 14651350.00 519126.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-11-25 0.555 52811235.00 1032501.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 3.000 8825000.00 219298.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-25 3.000 15500000.00 298790.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-25 4.500 25694519.00 695358.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-25 3.500 10060000.00 182574.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-01-25 0.563 9025000.00 100310.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-25 3.500 27676142.00 235414.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-12-25 0.555 43035150.00 921341.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-25 0.655 20669656.00 274257.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-04-25 6.000 18513919.00 649342.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-25 0.705 18684486.00 547137.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-25 4.000 15851805.00 44500.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-25 0.705 33304475.00 1068297.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 4.000 40082625.00 718607.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 0.705 19500000.00 590894.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 0.705 42557094.00 1052447.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 0.705 42926212.00 1183384.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 4.000 20820250.00 421698.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 0.705 57036974.00 1343633.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-12-25 0.755 61226988.00 1652546.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 5.000 12512865.00 811017.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 0.705 14491428.00 484655.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-02-25 0.805 39632837.00 663445.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 3.000 7150000.00 203444.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 0.755 3190904.00 113003.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-25 4.000 19000000.00 405778.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 3.000 1250500.00 209208.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.755 30328456.00 738233.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.755 24090139.00 560050.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.755 31746386.00 769308.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 0.755 11487480.00 437753.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-25 0.755 29650692.00 485347.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.755 10000000.00 112556.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.755 95000000.00 1443323.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 0.755 55413670.00 835142.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-25 0.605 35950659.00 662253.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-01-25 4.000 8000000.00 246256.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-25 0.755 35000000.00 423753.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-25 0.805 55448263.00 1012153.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2031-02-25 3.609 1769977.00 1484061.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.555 22014245.00 199257.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.555 22000000.00 608845.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 0.705 52540009.00 695505.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 0.705 20707928.00 674563.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 5.000 13071003.00 646316.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-25 0.705 26348852.00 385652.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 4.000 20826720.00 372517.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-25 3.000 5000000.00 141583.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-25 0.705 29762835.00 691036.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-25 3.500 13094590.00 453214.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.555 17750000.00 681031.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.555 6143786.00 179340.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.555 15350000.00 347780.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-09-15 6.500 80.00 1.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-25 1.055 50000000.00 285533.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-11-25 0.555 60000000.00 240815.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-25 1.155 61850000.00 191876.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 0.455 30577245.00 125287.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.055 22264215.00 130779.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-25 1.165 103496483.00 91175.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-25 1.155 20987052.00 42534.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-25 1.105 50000000.00 822442.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 1.055 49291146.00 765495.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.505 35250000.00 189015.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.105 50000000.00 472308.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 1.105 31333333.00 649691.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-11-20 0.999 100000000.00 4534118.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 4.500 28549495.00 6172480.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-03-20 0.669 149997345.00 9415350.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2059-07-25 0.555 22540888.00 1203039.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.605 14000000.00 577459.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.555 16417651.00 202565.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 0.655 14370772.00 309010.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-09-25 5.000 19134766.00 1014828.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-25 0.605 19001938.00 452826.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.605 38821776.00 716315.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.605 11500000.00 105337.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-25 0.605 11700000.00 125377.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.605 10000000.00 429756.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-25 4.000 10910000.00 215007.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-11-25 1.155 33942838.00 1181020.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.635 16117495.00 693510.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-25 0.505 39694486.00 1540838.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.605 8100000.00 270621.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-25 0.655 30735472.00 679511.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-25 0.625 7181250.00 386235.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-25 4.500 1888889.00 153496.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 0.625 13792087.00 604034.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-25 0.000 30426187.00 429434.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 1.705 8529663.00 95883.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-25 0.655 8000000.00 33606.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.605 2481000.00 69275.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.635 17514836.00 736194.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-25 0.555 28912500.00 992168.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-25 0.555 128000000.00 858110.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.555 13741213.00 66320.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-25 0.475 51770999.00 332464.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-02-25 1.205 21648056.00 78143.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 1.005 15585300.00 73908.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.055 40435399.00 262117.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 0.000 2487412.00 326797.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 1.055 53520253.00 391531.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 1.055 28457346.00 207151.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 1.055 38333333.00 286062.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 1.155 36126447.00 185184.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-25 0.505 29855065.00 162942.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-25 5.000 11248823.00 114907.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 0.605 39324532.00 93580.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 0.555 47851923.00 453453.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 3.500 65268540.00 605660.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 1.155 42726454.00 508310.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 0.605 12141368.00 73899.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 0.655 73627625.00 500501.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 1.155 20651920.00 436280.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-25 0.655 61707188.00 180081.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-25 0.605 19679885.00 127867.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 5000000.00 108349.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-25 3.500 7722000.00 66132.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 0.705 58000000.00 1093806.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 3.500 67416571.00 423898.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-11-25 4.500 5500000.00 75823.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-25 1.805 41059127.00 486531.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-08-25 0.755 64417143.00 49184.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-25 3.000 10162707.00 125721.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-25 3.000 28163967.00 43126.49 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 440000000.00 440000000.00 0.0038 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA BYM4KS9G5 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 2042-12-15 3.500 68588097.00 1844898.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 4.000 43017680.00 1051899.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.000 25563538.00 265298.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.500 8600000.00 105460.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.500 9300000.00 82280.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 3.000 166600000.00 3696551.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-15 4.000 56500000.00 724026.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 0.505 82532704.00 1165553.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 4.581 8452570.00 183736.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-15 0.505 46915040.00 1092992.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-15 0.535 113846153.00 1537543.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-15 0.505 21029934.00 267263.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 0.605 53638238.00 923839.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-15 0.605 50328508.00 1135203.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-11-15 4.500 75000000.00 16587934.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2051-01-25 2.500 50000000.00 4575827.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2043-01-25 5.000 9869632.00 1735589.95 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 National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-25 0.000 195799075.00 24092308.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-06-25 0.000 230769231.00 16190194.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-25 0.000 59862667.00 4040288.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-25 0.655 201419720.00 2496304.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-03-25 0.000 20000000.00 8192630.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.000 13655000.00 2213097.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-25 0.455 148231925.00 3525730.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-25 0.655 141990914.00 3339419.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2057-07-25 0.655 65842947.00 2313397.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-25 4.000 41259355.00 1672044.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-25 0.605 50026193.00 2327118.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-25 3.500 26646000.00 3042252.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2024-11-15 7.500 133800.00 140097.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-08-15 6.125 417100.00 450769.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-05-15 6.250 2947900.00 3276895.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-05-15 2.375 55393200.00 52217302.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-11-30 0.625 736900.00 639301.74 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-02-29 1.125 60995600.00 53451530.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-03-31 0.750 18334500.00 16938286.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-05-15 1.625 45733500.00 37940756.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-11-30 1.250 31583800.00 28998863.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2032-02-15 1.875 2939300.00 2425020.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-11-30 3.875 10571300.00 10338762.01 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-07-31 4.125 54992400.00 54337395.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2033-11-15 4.500 10840700.00 10962935.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-12-31 3.750 401600.00 391152.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-12-31 4.250 42766700.00 42812791.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-01-31 4.000 63156200.00 61474357.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-02-28 4.250 8089200.00 7966687.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-25 3.500 50402676.00 2279848.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 5.000 114386394.00 7968860.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-25 4.500 6495553.00 379944.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 4.500 157260492.00 7444682.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 4.000 33000000.00 3203767.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-08-15 1.005 41663645.00 175426.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-09-15 0.000 7624894.00 459449.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-15 1.205 43627875.00 190459.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-15 0.555 82831666.00 114034.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-15 1.005 42160437.00 200114.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-15 0.505 62591952.00 233171.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-15 1.055 29203275.00 198862.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 0.505 25742360.00 262029.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 1.095 86751597.00 615780.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 0.495 85892593.00 739449.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-15 1.055 19633000.00 112405.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-15 5.000 17607116.00 121230.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-05-15 3.000 82083333.00 75095.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-05-15 0.605 41095926.00 178686.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 0.555 31050000.00 282973.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.255 7479158.00 90054.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.255 38592250.00 447504.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.175 37430744.00 615152.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-08-15 0.705 69838692.00 361832.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-15 0.605 11525618.00 178156.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.555 42654372.00 643689.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 1.155 25000000.00 458517.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.000 2152846.00 333450.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-15 0.000 20000000.00 583055.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 3.000 60511093.00 639524.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 4.500 6378996.00 74991.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 6.000 71242350.00 511686.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-12-15 3.000 36166666.00 217657.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-01-15 3.000 53115734.00 570727.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2032-10-15 3.000 25831961.00 219107.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-15 3.500 37953000.00 696022.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.655 22243120.00 323024.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-15 5.000 24299245.00 58665.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-15 0.675 30181968.00 621430.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-04-15 3.000 36917831.00 442686.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-05-15 3.000 40333333.00 566015.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-25 3.000 25416667.00 3019065.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 37949556.00 2398094.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 30448210.00 2701952.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-25 0.705 46000000.00 2205931.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 29008389.00 2387362.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-25 4.000 89420343.00 7439385.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 4.000 97680232.00 9193233.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-25 4.000 21929158.00 2134783.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 45000000.00 5532632.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 5.000 51239689.00 4293656.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.000 24654901.00 2489814.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 24325999.00 2564629.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 31500000.00 2857026.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 41500000.00 4342812.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 1.500 66666666.00 2120872.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 27442193.00 3244273.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 24398360.00 2806968.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 0.000 18000000.00 373734.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 23525000.00 2356688.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 2.500 90276520.00 9660266.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 2.500 34683500.00 3450459.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-25 3.000 6952731.00 674764.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-11-25 1.500 134284742.00 4719264.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 10786000.00 1359768.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 4.500 20000000.00 2422012.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 112609464.00 12920682.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.500 19638447.00 1501029.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-25 3.000 5000000.00 547231.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-25 1.500 15777717.00 473334.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 26146459.00 3059624.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-25 4.500 7573961.00 640223.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-25 4.500 18824593.00 1159906.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 3.500 3891255.00 362894.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-25 3.500 78151170.00 5045603.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-15 1.255 13724716.00 261141.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2033-06-15 3.000 12515000.00 186332.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-09-15 0.000 7084817.00 562051.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-02-15 0.000 27004098.00 4152429.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-15 0.605 42343980.00 222229.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-15 0.505 47295652.00 521485.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-15 4.000 7012191.00 5432.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-07-15 0.000 15303929.00 1511316.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-15 0.000 7913762.00 1113182.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-15 3.000 5412100.00 6277142.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-06-15 0.605 42820800.00 113775.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-15 0.555 23484774.00 333059.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-15 4.500 44400000.00 794174.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-15 6.000 50000000.00 998214.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-15 6.000 24827275.00 616481.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-10-15 3.500 5294000.00 78600.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-02-15 3.500 17289000.00 232008.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-15 4.000 30931500.00 603667.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-04-15 3.500 14285714.00 509210.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-04-15 3.000 16748568.00 177952.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-15 4.500 3245554.00 76510.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.500 14305794.00 1775823.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 4.000 109937530.00 15580791.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 36381741.00 4534426.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 5367000.00 565167.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 35552900.00 2879115.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-04-25 6.000 34370819.00 4062233.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-25 3.500 25000000.00 3608024.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-25 2.500 12171500.00 889418.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-25 3.000 11105094.00 1544348.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-03-25 3.500 14055195.00 298997.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-05-25 2.000 20125000.00 468403.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 4.500 11500000.00 967509.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 37383467.00 4658602.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-25 3.000 26666666.00 1724959.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.000 29145920.00 3170157.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.000 22500000.00 2384172.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 3.500 42353700.00 4686280.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-25 2.500 14417200.00 1475714.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 7243000.00 605139.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-25 2.500 22702800.00 3304344.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-25 3.000 50958444.00 5155393.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 16499999.00 1813444.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 4.500 6800000.00 935088.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2061-11-25 5.500 43092577.00 5225695.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 3.000 18665764.00 2070064.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 43431425.00 5654945.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 29688961.00 4273449.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 3.000 28219356.00 3161586.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-25 4.000 28898423.00 3078075.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-25 4.000 32175205.00 4590747.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-03-25 0.256 136016372.00 3324919.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-25 4.500 13953497.00 1072332.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-25 4.500 15472602.00 2189168.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-25 3.500 17138016.00 2468051.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-20 3.500 28571428.00 113598.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 5.500 12400000.00 162598.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 4.000 9588250.00 114839.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-16 4.000 12402000.00 62472.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.670 34187896.00 608436.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 1.320 27730074.00 526652.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-20 0.220 36225000.00 413310.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2058-01-16 0.616 10000000.00 74194.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.720 3500000.00 74522.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-20 4.500 7165270.00 105849.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.500 11910581.00 24765.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-05-20 4.000 16849250.00 275775.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 4.000 56071519.00 234594.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 4.000 9796228.00 227844.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 3.500 7142857.00 402776.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 4.000 10625000.00 315773.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-09-20 0.670 19781353.00 447198.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-16 0.456 13253848.00 277525.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.820 56350717.00 1027574.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 0.670 26601199.00 734083.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-20 5.000 14329000.00 584716.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 6.000 12022470.00 317321.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-05-20 3.462 32325751.00 636833.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-16 5.000 3471000.00 205483.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-16 5.000 7153283.00 94844.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-07-20 6.000 31360274.00 1143317.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 4.000 10298210.00 305968.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-06-20 0.770 22186064.00 424342.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-09-20 0.770 19097714.00 494989.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-20 4.000 6776299.00 348566.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 0.770 30121153.00 465645.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 3.500 43406142.00 343615.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 0.770 15500000.00 410207.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-10-16 1.000 230000000.00 2550423.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-04-15 2.500 20000000.00 171196.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2034-01-15 3.000 23333333.00 419774.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-15 4.000 23334500.00 276724.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-08-15 3.500 12317990.00 358788.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-15 4.000 12375000.00 812290.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-08-15 0.455 25000000.00 412302.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-15 0.625 13674459.00 181399.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-25 4.000 42893749.00 4561801.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-25 2.500 14605459.00 1383155.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-04-25 2.500 54201749.00 5345695.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 200000000.00 5840224.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 248280009.00 7560860.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-25 4.500 16222222.00 1561358.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-25 4.500 10019110.00 956288.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-25 0.669 55629259.00 3099171.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 193190486.00 5886950.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 230500000.00 7432752.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-25 0.000 200000000.00 5928548.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-25 4.000 50571885.00 6458009.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-25 1.519 40220480.00 2305385.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-25 0.169 58205478.00 2754940.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 1.019 66931785.00 3073877.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-25 4.000 9874064.00 1709752.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-25 0.919 102884004.00 4720783.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 0.919 59576234.00 2856437.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 0.369 75000000.00 2195117.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-25 0.919 159780763.00 5617621.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-25 0.169 59738524.00 2825487.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-25 3.500 27569821.00 4790999.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-25 1.669 40766989.00 2815680.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-25 0.569 88173290.00 4096100.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-25 2.000 231000000.00 28550297.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-25 1.069 50000000.00 2835116.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-25 0.369 106795684.00 3800660.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-25 6.083 47440592.00 5709774.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-11-25 0.669 77709000.00 2330629.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-06-25 6.000 27039624.00 6090460.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-25 1.569 75000000.00 5671103.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 0.119 100000000.00 4104326.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-25 1.669 40500000.00 2945473.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 0.869 84017305.00 3433846.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-07-16 1.100 210000000.00 4402679.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2062-05-16 1.100 182000000.00 4511272.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-01-16 1.100 202425136.00 4630822.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-01-16 1.000 261361236.00 5932076.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-20 0.670 53277272.00 808467.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 0.166 36566799.00 375063.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-02-16 0.716 76777880.00 2217746.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.770 4448261.00 82683.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-10-16 0.616 6170386.00 156774.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.820 11354168.00 298506.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-04-20 0.290 30000000.00 439216.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-20 4.000 22349777.00 533479.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-03-20 1.170 8000000.00 204236.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-20 0.770 5359620.00 110311.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-08-20 0.770 10287430.00 259783.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-06-20 0.820 24698979.00 354084.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.000 54424493.00 296907.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-07-20 0.770 30000000.00 593559.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-20 4.000 12328000.00 107393.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.770 77108333.00 575494.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.770 19565606.00 193077.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-09-20 0.770 38000000.00 784232.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.000 50000000.00 147949.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.720 10500000.00 276803.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-20 0.720 32265116.00 756389.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-10-16 0.766 5553716.00 71083.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.770 30737202.00 292900.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-11-20 0.720 2500000.00 44390.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.670 40000000.00 716486.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 0.690 45033333.00 577303.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-12-20 0.670 11600000.00 205757.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 5.000 12718112.00 464966.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-01-20 0.620 60437869.00 1329188.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-09-16 0.697 22186560.00 1183137.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-15 2.255 75000000.00 50343.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-10-15 2.305 184580000.00 80661.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-15 3.500 2798030.00 53995.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-04-15 0.505 100000000.00 87279.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-06-15 0.505 48620912.00 251188.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-15 1.055 42705734.00 745305.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-15 0.605 50539734.00 380083.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-15 0.555 51800000.00 319184.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 0.705 15566471.00 94839.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-12-15 3.000 29968438.00 894221.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-05-15 4.000 13042546.00 243310.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 10000000.00 947922.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 18364666.00 1909923.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 2.500 8720067.00 757290.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-10-25 3.000 16069511.00 1808504.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 13300000.00 1447274.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 8750000.00 723776.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 64000000.00 5462353.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 2.000 56250089.00 4607741.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 30789539.00 2867722.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 0.969 10500000.00 870079.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2035-12-25 1.500 33333333.00 888540.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 4.000 31981561.00 2557367.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 4.000 27754500.00 2439848.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 23725100.00 2229420.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 12500000.00 1327371.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 3.000 5822370.00 680919.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 22800000.00 2533423.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 44477600.00 4904722.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-11-25 3.000 4346000.00 522149.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-01-15 3.000 33825758.00 2830429.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2050-12-25 2.500 25516200.00 2806228.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2035-12-25 4.000 22620000.00 927657.76 Agency Collateralized Mortgage Obligation Federal 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Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2052-12-25 2.898 576853.00 54372.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2053-09-25 5.172 408922.00 60881.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 2038-06-25 2.338 545082.00 37406.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2042-01-15 3.500 9500050.00 1497497.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2042-05-15 4.500 1033579.00 284253.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-06-20 3.000 12000000.00 625921.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-09-20 5.000 1042529.00 149182.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-03-20 6.500 3087557.00 820691.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-07-20 4.500 6362948.00 1022529.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.500 14000000.00 2905721.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 4.500 3787415.00 1067038.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 5.000 1108209.00 314460.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 5.500 733117.00 296945.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 6.000 823809.00 166580.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2037-10-20 6.500 417185.00 169009.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 3526846.00 1482303.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-07-20 3.000 7333846.00 2567596.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 3.500 3409652.00 1131096.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 4.000 4722646.00 1481733.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-11-20 4.000 3041357.00 490667.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-08-20 7.000 84789.00 78926.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-07-20 2.000 1695490.00 1047040.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-20 4.500 3421.00 3043.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2047-10-15 4.000 8159150.00 1461759.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 6.000 1644027.00 1704885.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-08-15 5.500 2529886.00 2582336.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-08-15 6.000 1335844.00 1374003.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 4.500 1118654.00 886325.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-07-20 4.500 1811398.00 1165839.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2048-08-20 4.500 6592884.00 1551081.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-06-20 6.000 1094008.00 405906.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2049-08-20 4.000 2791496.00 231849.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-06-20 4.500 600000.00 451736.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 4620313.00 1258809.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1107108.00 294877.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 10927060.00 1058589.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1112549.00 193930.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1044528.00 440838.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1299716.00 247448.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2664319.00 788089.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1109550.00 464168.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2231288.00 482213.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 1576419.00 760307.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 2118072.00 1166621.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 1304938.00 706808.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 2245289.00 1113196.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 4.000 2116218.00 1222538.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2104531.00 1228079.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2131633.00 731223.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 1283345.00 693335.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 5617731.00 3559625.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-04-20 4.000 2772252.00 1563582.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 3.000 1108844.00 873495.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 3.000 1669077.00 1331172.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 5.000 813982.00 464383.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-05-20 3.500 2641770.00 1406000.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 995549.00 573296.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-08-20 2.000 1033106.00 542740.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-12-20 4.000 1396540.00 1007985.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-05-20 2.500 1670725.00 971176.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 4.000 1097365.00 857219.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-08-20 4.000 1028306.00 426259.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2040-08-20 5.000 1646711.00 1119015.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2046-12-20 3.000 2511180.00 1844505.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 1646934.00 1224588.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-15 4.500 2748285.00 2636639.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-20 6.000 1716347.00 1465698.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-06-15 5.500 1519206.00 1535771.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-03-20 4.000 2199467.00 1952478.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-01-20 4.000 1482893.00 1050381.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2039-07-20 5.500 1138430.00 925461.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2036-04-20 5.500 1412965.00 124553.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2035-08-20 5.500 2760925.00 215190.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2045-10-15 4.500 1444208.00 386390.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-05-20 6.000 2367516.00 1012255.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 5.500 1986980.00 1899346.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-06-20 6.000 1411464.00 1321949.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 6.500 2965247.00 2872377.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-06-20 6.000 9221058.00 6975143.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 5.000 1979466.00 1887670.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-07-20 6.500 4030971.00 3237874.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-08-20 6.500 366093.00 194052.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-11-20 6.500 1857006.00 1941523.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-11-20 6.500 1340161.00 1258339.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2046-01-20 4.000 1584637.00 1424801.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-11-20 6.500 2642342.00 2536852.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 6.500 2184622.00 2284306.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 6.000 1577139.00 1614268.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2054-01-20 6.000 2033670.00 2038677.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-11-20 3.500 442662.00 376848.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-02-20 2.500 160536.00 122788.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-02-20 2.500 352433.00 269552.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2063-08-20 2.500 309843.00 236979.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2064-03-20 3.000 533057.00 430398.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2039-02-20 7.500 1630738.00 33133.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2039-09-15 4.500 7010230.00 214340.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2027-05-20 7.000 1284206.00 109074.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2031-02-20 7.000 1628331.00 222509.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2032-05-15 6.500 1422657.00 301709.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2030-11-15 6.500 1033784.00 52523.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2031-05-15 6.500 1231390.00 207171.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2033-05-20 6.500 412866.00 19074.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-02-20 6.500 4392931.00 122997.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2033-07-15 6.000 1112844.00 150584.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2031-08-20 7.500 1082579.00 88075.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-02-20 4.000 100591625.00 36666781.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-06-20 5.500 13199269.00 4632700.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2050-06-20 4.500 98210002.00 35821841.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 7000000.00 7089865.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2053-04-20 5.500 11200557.00 10665294.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-09-16 0.000 8194045.00 159963.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2064-10-16 0.526 34989312.00 1859199.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2065-02-16 0.500 717473.00 48226.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.620 55278077.00 474598.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 4.500 36372403.00 2081194.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 0.620 35000000.00 464725.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-02-20 0.657 24797136.00 540526.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 200000.00 25143.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.620 31666666.00 425604.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 0.620 29233333.00 396846.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-03-20 4.500 19191530.00 701713.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.620 17000000.00 555792.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.000 50000000.00 143502.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-05-20 0.620 65268356.00 1511292.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.670 16000000.00 268493.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 0.620 1825623.00 44253.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.670 24720896.00 411858.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.670 30268291.00 250912.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 5.000 3019680.00 90236.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.670 12172000.00 228815.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-20 4.500 2073146.00 87824.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.000 100000000.00 736689.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.670 38755091.00 1386543.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.620 18047607.00 142165.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.620 10950000.00 340177.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 3.500 127000000.00 3686906.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-09-20 0.670 11525000.00 278789.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-10-20 0.670 28344859.00 614960.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-10-20 0.000 20000000.00 128758.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-11-20 0.620 49643799.00 525521.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 31474000.00 2182353.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 5979787.00 58708.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.620 45042032.00 518114.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.500 27098285.00 399059.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-04-15 5.500 8197485.00 436965.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2038-12-15 6.500 2337478.00 118426.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 2039-01-20 7.250 1310308.00 193790.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-07-16 0.666 179600000.00 71269.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-05-20 0.910 82670759.00 49924.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-04-16 0.716 100000000.00 28922.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-01-16 1.316 69630125.00 76726.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-16 0.616 233333333.00 180445.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-07-20 0.510 100000000.00 605871.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-20 1.320 26138580.00 109470.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-07-20 0.670 100000000.00 89706.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-16 0.666 42037019.00 651734.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-07-20 1.170 23000000.00 451254.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-20 0.690 6291390.00 114764.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-16 3.500 22733000.00 1037409.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-20 0.620 20004238.00 298074.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.366 94323131.00 205074.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-16 1.066 55127000.00 108900.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 1.390 70000000.00 64500.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-03-20 0.770 80769230.00 29167.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 0.816 50562947.00 88780.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 0.754 20700000.00 51124.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-04-16 1.376 45300000.00 94979.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-20 1.070 175000000.00 71083.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-07-16 0.666 80600000.00 39682.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-10-20 1.120 221360000.00 59357.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2037-11-16 1.116 44000000.00 30431.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-01-20 1.086 250000000.00 90153.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-06-16 0.806 40000000.00 65318.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 0.670 90300000.00 47163.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 0.766 60000000.00 104100.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-09-16 0.766 35250000.00 57460.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 1.270 258300000.00 465315.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-04-20 0.670 26000000.00 36354.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-04-20 0.395 138116787.00 659399.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-02-20 0.620 20459891.00 226043.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.456 28903029.00 699165.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-11-20 4.000 16165142.00 741238.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.500 74999999.00 780900.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 3.000 18958000.00 356898.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 3.000 40550416.00 3331185.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 3.500 3593468.00 66517.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-06-20 4.000 4548204.00 110785.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 0.670 7200000.00 114251.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-04-20 3.500 3390000.00 256263.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 1.010 2247000.00 76347.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.620 63144646.00 1474793.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-03-20 4.000 35000000.00 1319330.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 3.500 12865027.00 545316.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 0.620 26146783.00 586914.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.720 14583333.00 568730.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-07-20 0.670 34842948.00 627056.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 3.500 4777554.00 445996.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.260 13698974.00 333014.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-05-20 0.670 17000000.00 437464.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 0.000 26806396.00 455278.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 0.820 10675000.00 532002.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 2.500 3459000.00 342588.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 4.000 42282280.00 2993291.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.000 5509220.00 356427.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 300000.00 30455.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 3.000 18920483.00 2218276.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-09-20 2.500 10800000.00 812396.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 2.500 1900000.00 193208.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-11-20 3.500 29500000.00 2169104.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 0.000 41471358.00 766926.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 40726237.00 4902997.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 3.000 59144366.00 6606062.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2036-07-20 1.180 113054981.00 28428.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-16 5.500 2739257.00 68911.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-08-20 1.020 102500000.00 73769.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-11-20 0.900 50000000.00 124272.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-20 0.570 50000000.00 85026.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-20 0.000 29000000.00 243568.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-16 1.166 64972949.00 54298.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-16 0.116 50000000.00 284117.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2046-10-20 4.000 23970000.00 655700.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-16 0.366 49025072.00 69229.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-10-20 1.120 17149033.00 165327.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2038-09-20 0.570 15945911.00 120970.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-06-16 1.166 12538194.00 61727.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2047-05-16 0.716 7689881.00 210849.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-20 0.820 238276991.00 713959.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 4.000 24315620.00 72592.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 1.016 50750000.00 103900.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-03-20 1.040 150000000.00 670669.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 1.116 23068000.00 58363.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-16 0.566 89740000.00 137116.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-02-20 0.330 34400000.00 93396.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-20 0.000 36000000.00 1042092.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-05-16 0.616 52834339.00 99831.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-09-20 1.170 38000000.00 37857.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-16 0.516 27196000.00 177504.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-16 1.116 76318500.00 566651.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-20 0.620 43078000.00 146151.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-20 1.170 45697200.00 225734.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-04-20 1.220 129491000.00 564906.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-16 0.616 25800000.00 57201.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2035-12-20 0.670 6000000.00 69144.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-10-20 0.670 18570000.00 163296.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-07-20 1.270 7500000.00 62697.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-16 0.666 30430320.00 170139.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-11-20 2.500 7270000.00 747770.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 2.500 51918800.00 3963963.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 0.000 45000000.00 273476.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.000 30985000.00 2395388.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.000 28613480.00 3773474.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 2.500 1580827.00 193016.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-12-20 3.500 103479717.00 6619282.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-01-20 3.500 7369000.00 728758.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-12-20 4.000 59206728.00 6750398.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 0.000 58333333.00 378164.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.500 54669341.00 5824380.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.500 8885000.00 676813.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 6286000.00 660583.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.000 35546109.00 126701.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.500 6819093.00 811195.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 0.870 66653213.00 2681886.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 1.019 16000000.00 1375201.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 16404666.00 1853194.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 3268294.00 349844.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 16823000.00 2252668.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 27945234.00 3628793.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.870 50000000.00 2427115.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 3.000 4950000.00 503867.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.000 50301685.00 799494.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 41666666.00 3936042.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 0.870 13743253.00 508300.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-08-20 2.500 56000000.00 4085972.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 2.500 8899000.00 771865.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 5027000.00 499938.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.000 75820849.00 417284.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.870 50000000.00 2203332.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-07-20 0.870 29130163.00 2603490.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.500 50265070.00 6282210.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 17601902.00 1893946.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 0.869 196049280.00 7643501.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-25 1.669 40458086.00 2808460.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-04-25 0.000 106000000.00 2973698.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-05-25 6.500 69000000.00 14462338.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-05-25 1.670 109432893.00 9323457.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-15 0.000 132362786.00 257828.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-08-15 1.055 39570872.00 68589.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-11-15 0.000 4081000.00 74426.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-12-15 1.055 29250000.00 102476.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-01-15 0.000 6500000.00 444830.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-15 0.375 100000000.00 111531.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2031-02-15 0.000 4545718.00 1205936.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-03-15 0.000 14000000.00 884774.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-05-15 1.095 100000000.00 190835.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-06-15 6.000 6596544.00 90668.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-12-20 1.170 115593750.00 845370.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-02-20 1.220 13336859.00 95727.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-01-20 0.620 28656548.00 196639.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-16 5.500 7072909.00 123740.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-20 4.000 18000000.00 325875.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-02-20 3.000 11286666.00 308942.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-04-16 4.500 9676333.00 97775.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2027-12-20 2.500 40332084.00 72591.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-08-16 4.500 5214568.00 49234.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-09-20 0.670 15000000.00 133873.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2042-10-16 3.500 13065039.00 573246.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-03-20 3.500 9400000.00 64352.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-20 3.500 6662768.00 63145.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-01-20 0.720 136303380.00 625408.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.710 43000000.00 569833.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.120 132000000.00 660586.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-12-20 0.120 43369209.00 100468.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 5.000 14700000.00 126461.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-16 4.500 67285500.00 82267.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-05-20 3.500 8351857.00 256460.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2041-02-20 4.500 6833711.00 54788.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-04-20 0.870 31250000.00 167365.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-16 4.500 57475000.00 1442086.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-06-16 0.716 26500000.00 315859.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-20 0.000 77333553.00 129539.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-01-20 0.670 2749998.00 25208.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.770 73333333.00 409264.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-20 0.820 29003466.00 232420.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-07-16 0.666 50009662.00 524253.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-09-20 0.720 36206662.00 139404.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-08-16 0.666 37514550.00 241418.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2043-11-20 0.720 37269289.00 107601.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 0.766 25000000.00 164120.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-03-16 0.766 24713912.00 208620.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 2.500 230080.00 120743.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 32495166.00 2991764.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-01-20 0.500 43628680.00 753461.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-09-20 3.000 3426000.00 355695.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-06-20 2.500 5109601.00 417984.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 2.500 20982500.00 1779540.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 4538000.00 489684.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 3.000 52927440.00 5372585.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-03-20 4.500 9104000.00 992820.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-04-20 3.000 41017107.00 3753384.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 15103376.00 649446.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 4.000 28005459.00 3397753.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 2.000 7534375.00 615530.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 0.000 50000000.00 413522.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 0.000 50000000.00 346783.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 13870000.00 1499670.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 4236000.00 343426.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.500 40000000.00 4324532.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 90225333.00 6491272.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 3.000 9580000.00 1040434.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.000 52339814.00 3988588.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.500 60595040.00 7170339.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 37257309.00 404786.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 0.000 37584545.00 387522.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-12-20 3.500 56329247.00 5206002.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 7279999.00 786534.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 2559134.00 250510.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-11-20 3.000 5043856.00 509340.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-10-20 4.500 63535932.00 8140279.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 0.000 65765005.00 424862.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.219 100000000.00 1620938.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.069 100000000.00 1454345.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.919 150000000.00 7857289.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-11-20 0.169 50000000.00 1787302.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-08-20 2.500 39927349.00 4771824.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 4.000 3000000.00 536233.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 3.500 8474000.00 1171970.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 11720000.00 342794.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.500 16979000.00 2056271.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 5.000 7584000.00 832320.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 0.000 84088575.00 182607.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-08-20 3.000 2500000.00 971663.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2049-02-20 3.500 443571.00 36540.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2048-07-20 0.770 10947855.00 566141.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-10-20 0.000 30000000.00 136716.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-04-20 0.000 30000000.00 415774.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 0.000 13000000.00 7189437.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-05-20 4.500 3470345.00 528453.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.769 6516430.00 390134.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.000 15889000.00 1391376.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 30000000.00 420063.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.000 20000000.00 242534.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-07-20 0.699 11000000.00 675244.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.669 13250000.00 589831.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.669 33333333.00 1955740.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 4.500 419000.00 374491.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-08-20 0.669 34321623.00 1526887.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.319 31551398.00 777001.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-02-20 2.500 40000000.00 4993157.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 6.000 842428.00 127482.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.969 68261578.00 2933296.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.169 30000000.00 683309.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.169 28157521.00 735679.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 0.000 22426123.00 528999.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-01-20 6.000 16763181.00 2850669.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.949 5000000.00 373386.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-02-20 0.369 74956217.00 2399838.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.169 30000000.00 730046.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2039-12-16 0.666 49000004.00 269979.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-04-20 0.670 54035286.00 501368.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-20 0.170 30000000.00 246039.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-07-16 4.500 5285713.00 83913.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-08-20 0.170 34400000.00 405215.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-05-20 5.000 9261106.00 150486.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-12-20 0.720 28571428.00 612551.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 3.500 18571428.00 86290.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-11-20 0.820 26477206.00 321362.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-10-20 0.290 35000000.00 185391.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-11-20 0.170 9500000.00 119395.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-09-20 0.770 39093773.00 178448.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-20 4.500 19293000.00 340980.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2044-10-16 0.166 66231125.00 565719.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2040-10-20 1.190 14361249.00 35676.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-01-20 0.170 102297401.00 1119136.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 4.000 9328677.00 113507.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-02-16 6.000 38029926.00 740793.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-20 0.170 19626700.00 184846.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-04-20 3.500 15629051.00 317335.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 17923000.00 377494.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-07-20 0.820 4200671.00 114795.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-20 0.456 16708873.00 53865.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-08-16 0.816 28000000.00 540420.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-05-20 4.000 15518366.00 149592.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2045-06-20 7.000 29089813.00 522181.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-03-20 0.169 120000000.00 2063611.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.819 4389293.00 203313.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-04-20 0.219 77619700.00 1355748.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.000 130000000.00 2947196.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.000 12500000.00 275625.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.609 10000000.00 725517.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 4.000 1000.00 807.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.119 3421558.00 170652.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-06-20 0.550 6443637.00 52930.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 5.000 702284.00 521192.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-10-20 0.000 50000000.00 766052.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-09-20 0.649 30000000.00 1796589.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-05-20 0.219 7401798.00 203567.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-06-20 4.000 35000000.00 6135034.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-12-20 0.600 30557249.00 364502.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.619 101610993.00 3769766.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-02-20 3.000 399000.00 260198.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.619 50000000.00 1393377.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 4.500 1120.00 1002.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 6.500 623077.00 113916.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2052-01-20 3.000 22550843.00 3985486.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.015 162000000.00 2000576.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.000 15744753.00 11722471.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.369 8008546.00 145851.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.969 6038581.00 197297.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 1.069 3829832.00 124423.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 6.630 50000000.00 36674861.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.169 50000000.00 994102.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 1.669 64285710.00 2493529.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 0.269 100000000.00 1632301.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 1.169 60000000.00 1872216.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-03-20 0.919 1927399.00 194593.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2051-05-20 0.919 1925413.00 193828.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.619 43409091.00 1988563.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.000 13461539.00 9681209.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.000 10492308.00 7545811.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.000 13846154.00 9957815.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-09-20 0.419 3375303.00 143387.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2063-09-20 0.000 21630872.00 13524136.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.369 63934168.00 3115539.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 0.569 50000000.00 1807151.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2050-07-20 4.000 36677515.00 6940922.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 1.719 68000000.00 4522358.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-07-20 0.350 27769829.00 211144.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-20 1.049 48000000.00 2231345.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-12-20 1.069 215000000.00 11400363.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-08-20 0.819 14500000.00 875998.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 1.119 47807423.00 3390539.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 7.000 18537935.00 3230114.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-01-20 0.000 120000000.00 2260125.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-20 7.000 77686832.00 13113367.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2053-10-20 6.330 10335705.00 10104658.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-20 0.719 209205.00 6540.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-02-20 1.669 61953134.00 3642346.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 2054-03-20 1.869 50000000.00 4796071.58 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 2110000000.00 2110000000.00 0.0180 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA BYM4KSAT5 ES7IP3U3RHIGC71XBU11 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) ES7IP3U3RHIGC71XBU11 2025-01-15 0.250 111400.00 143627.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-01-15 0.375 4764700.00 5802527.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-07-15 0.125 23690700.00 25363528.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-12-31 0.375 30400.00 28177.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-01-15 0.125 3158600.00 3284343.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2031-07-15 0.125 6245300.00 6265387.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2026-08-31 0.750 8321500.00 7574938.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2027-10-15 1.625 20159800.00 20708928.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2029-12-31 3.875 1614900.00 1573495.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2030-02-28 4.000 6082000.00 5921310.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2028-12-31 3.750 70636700.00 68799132.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 2025-12-31 4.250 7526500.00 7534611.66 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 150000000.00 150000000.00 0.0013 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 Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2050-08-01 3.000 4930.00 2633.48 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2051-04-01 3.000 2936640.00 1842351.44 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-09-01 5.500 1485632.00 1423059.95 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 2053-06-01 5.000 287872.00 260581.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 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Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 1.500 1000.00 578.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 2.500 1000.00 535.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-20 3.000 199027.00 100789.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-20 3.500 1130.00 536.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-04-20 4.000 4104.00 1846.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 2.500 1000.00 582.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 3.000 12481409.00 6756300.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 3.500 2191885.00 1154662.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-05-20 4.000 5372.00 2574.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 2.500 882000.00 538197.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 3.000 1017.00 570.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 3.500 368224.00 203733.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-20 3.000 7915954.00 4743844.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-20 3.500 41632214.00 24523586.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-07-20 4.000 81628262.00 43789665.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-20 3.500 2433.00 1547.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.500 1000.00 1018.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.500 34227940.00 34924516.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-05-01 6.000 1008.00 1010.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.500 1000.00 1021.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-05-01 6.500 1000.00 1022.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-05-01 6.000 1000.00 1001.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-05-01 6.000 1000.00 1002.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-11-01 2.000 296982898.00 194350152.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2051-03-01 2.500 82751511.00 49319853.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-01 7.000 267443782.00 259126113.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 5.500 2073000.00 2031866.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.000 3354441.00 3347528.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-05-20 3.500 1000.00 184.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2042-12-20 3.500 197808.00 35131.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-02-20 3.500 1000.00 104.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-20 3.000 1000.00 122.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-20 3.000 1000.00 119.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-03-20 4.000 1000.00 62.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-20 3.500 1000.00 101.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-20 2.500 1000.00 180.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 4.000 43572469.00 4073173.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-02-20 4.500 365910781.00 26324971.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-20 4.000 22948503.00 2573555.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-03-20 4.500 2973004.00 217021.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-04-20 3.000 94011.00 13678.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.000 499993856.00 34595710.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.500 293637906.00 23911820.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-04-20 4.500 119879366.00 9294003.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-05-20 4.000 278234879.00 18277257.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-20 4.000 300000000.00 20628946.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-20 5.000 52008.00 45247.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-20 5.500 19382841.00 16742364.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-20 4.000 493820.00 419835.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-20 5.000 16684216.00 14685232.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 4.500 24661000.00 21576687.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 5.000 37055715.00 32991437.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-06-20 4.000 421503.00 242651.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-09-20 3.500 2004.00 1179.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-09-20 2.000 1000.00 639.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed 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Mortgage-Backed Securities 2053-05-20 5.000 35301248.00 32944035.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 5.500 11359619.00 10708395.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-05-20 6.000 297799.00 267929.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-02-20 2.500 2136395.00 1526044.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-07-20 4.500 8029.00 6814.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-08-20 4.500 25310208.00 21615087.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-09-20 4.500 1064695.00 917120.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-20 6.000 21356053.00 18185766.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 6.500 6382264.00 4616518.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 5.500 13919498.00 12564537.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 4.500 7462599.00 6685154.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-03-20 5.500 39235512.00 35844903.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-01-20 6.500 5101974.00 4056506.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2038-04-20 4.500 371000.00 297358.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-04-20 5.500 7911288.00 7316150.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-07-20 6.500 32470072.00 28753110.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 6.000 26490.00 25926.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 5.000 25119.00 23880.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 5.500 409745.00 398562.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-09-20 6.500 49012636.00 48827207.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-20 6.500 6059128.00 6084760.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-20 6.500 6300.00 6345.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-11-20 5.000 20416.00 19558.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-20 7.500 8877455.00 9039624.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 5.500 1577554.00 1551512.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 6.000 296205.00 298606.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.000 3680915.00 3550853.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 4.500 1949000.00 289229.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-20 3.500 99000.00 29218.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2057-12-15 4.210 1000.00 918.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-04-15 6.019 16400.00 17101.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2065-02-15 4.469 6000.00 5504.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-04-15 4.900 1000.00 971.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-01-15 5.500 1000.00 980.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-03-15 4.740 845130.00 812671.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-02-15 5.250 1000.00 987.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2057-10-15 4.190 8980000.00 8222657.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-05-15 4.549 1000.00 946.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-05-15 4.549 1000.00 948.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 4.000 2000.00 589.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 4.000 1072756.00 263158.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 3.500 3989.00 118.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-07-20 5.000 2001.00 87.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-02-20 3.500 3000.00 738.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-10-20 4.000 2000.00 526.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2049-09-20 4.500 550000.00 227492.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-03-20 4.000 190000.00 52197.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-20 5.500 2685992.00 1159804.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2035-12-20 5.500 1000.00 410.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2050-09-20 2.500 225000.00 99035.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2036-04-20 5.500 2000.00 1026.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2031-09-20 7.500 1000.00 419.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2051-08-20 3.000 40000.00 28871.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-02-15 4.349 6144838.00 5576276.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2064-10-15 4.339 1000000.00 945756.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-04-15 4.349 4905200.00 4570874.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2057-12-15 4.419 31750.00 29458.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2064-08-15 5.269 2666820.00 2660980.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-01-20 3.500 1001.00 95.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-03-20 3.500 1000.00 135.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-06-20 3.500 1671497.00 337171.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2043-08-20 4.000 655000.00 97020.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-09-20 4.500 1000.00 146.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 3.500 222000.00 31095.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-20 3.500 3752608.00 555132.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 3.500 2000.00 695.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-06-15 5.200 1390072.00 1376438.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-04-15 5.000 6000.00 5887.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2056-06-15 5.570 2000.00 1999.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-04-15 4.730 223982.00 215439.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-07-15 5.000 100500.00 98562.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-01-15 6.589 998000.00 1058657.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-10-15 5.669 2569760.00 2623172.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-09-15 5.730 6000.00 6123.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-11-15 5.839 1000.00 1029.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-12-15 5.960 2994992.00 3098841.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-02-15 5.540 1000000.00 1019257.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-20 7.000 128540.00 132867.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-10-20 7.000 1000.00 1034.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-08-20 6.500 4001.00 3770.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-09-15 5.969 529121.00 543009.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2061-11-15 5.719 51790.00 53040.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-02-15 5.620 1000.00 1023.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-10-15 5.790 1000.00 1026.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 7.500 201999.00 207351.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-10-15 5.620 1000.00 1018.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-12-15 6.980 4923165.00 5197865.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1004.00 985.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1000.00 986.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 6.000 1002.00 1007.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.500 1000.00 979.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 6024.00 5909.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.500 1001.00 1016.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2057-01-15 5.750 3000.00 3069.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 6.000 2000.00 2004.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.500 1000.00 995.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 7.000 1000.00 1025.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-20 7.000 3114.00 3271.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-10-20 5.500 743964.00 662043.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-11-20 3.500 143587.00 119189.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 5.000 68086847.00 60759814.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 5.500 24841184.00 22123807.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 6.000 1596293.00 1328110.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2052-12-20 6.500 14378985.00 10190779.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-09-01 6.000 164486887.00 1983164.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2029-01-01 4.000 1875.00 59.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2040-08-01 4.000 1000000.00 62802.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-03-01 4.000 1550000.00 160887.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-09-01 3.500 5106412.00 1181955.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-06-01 4.000 1074.00 173.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-05-01 3.500 725000.00 95783.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-02-01 3.500 325000.00 36959.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.500 475000.00 78750.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 4.000 1500000.00 291203.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2034-05-01 4.000 625000.00 76885.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-02-01 3.000 47000.00 8426.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-05-01 3.500 4100000.00 477587.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-04-01 6.000 1000.00 141.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-05-01 3.500 27000.00 5681.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-08-01 3.500 4286000.00 456832.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-09-01 3.500 1025000.00 132836.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 68002.00 13884.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-08-01 4.500 2990000.00 586662.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-10-01 3.500 30000.00 6189.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-06-01 4.000 1500000.00 204050.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-04-01 3.500 39974.00 7803.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-08-01 5.000 1000.00 119.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2042-11-01 3.500 63000.00 19135.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-03-01 3.500 465000.00 109666.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2040-08-15 3.875 100.00 90.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2047-08-15 2.750 2958600.00 2104509.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-09-01 4.500 29000.00 7701.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2046-08-01 3.500 54000.00 13067.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-11-01 3.500 500000.00 120370.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2045-01-01 3.500 434000.00 118046.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-12-01 4.500 1767752.00 545136.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2044-10-01 4.000 1000.00 291.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-12-15 6.639 1000.00 1061.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2058-12-15 6.639 570556.00 605439.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 6.500 1000.00 1012.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2053-12-20 6.500 6035.00 6113.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 7.000 3528533.00 3656932.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-01-15 6.919 1000.00 1070.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.500 6012.00 5936.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.500 1000.00 995.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 7.500 1433768.00 1472432.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-01-20 8.000 1000.00 1018.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 7.500 3000.00 3079.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2059-03-15 5.660 1000.00 1026.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1000.00 991.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.000 1000.00 949.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 7.000 1376930.00 1411576.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.000 132428.00 132885.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.500 1167446.00 1186170.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.500 2000.00 2030.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.000 1000.00 1020.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.000 1676008.00 1703448.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.000 1000.00 1014.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 6.500 1000.00 1014.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 5.500 1000.00 998.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 5.500 3728704.00 3664068.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-02-20 5.500 1000.00 996.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.000 4753257.00 4785333.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 6.000 1621268.00 1659388.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 5.500 1000.00 998.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 5.000 2881210.00 2802212.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 28958.00 28875.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 2000.00 1913.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-03-20 5.500 1000.00 992.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 5.500 1000.00 998.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.000 2763958.00 2784812.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.500 1000.00 1015.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2054-04-20 6.000 9478060.00 9647777.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2038-08-01 6.000 3000.00 2526.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2039-04-01 6.000 3274316.00 3314820.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2043-11-01 5.500 1024.00 1014.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2048-02-01 3.500 1109.00 493.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 4.500 269865.00 213273.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 4.000 1000.00 841.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 2.000 5887072.00 4142015.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-07-01 3.500 1322088.00 1066550.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 5.500 14906589.00 13148236.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 6.500 136350995.00 124718050.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 4.500 1000.00 855.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-03-01 3.500 1000.00 814.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 3.000 1000.00 804.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-10-01 5.000 1000.00 911.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 6.000 1008.00 933.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.500 467039.00 481988.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.500 8977149.00 9365681.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 6.000 3442375.00 3369824.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 19147396.00 18711321.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-12-01 6.000 18954614.00 18713720.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 6.500 24847133.00 25703721.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-01-01 7.000 495151.00 505971.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.000 7551024.00 7566504.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-02-01 3.000 1000.00 692.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-04-01 5.500 1120.00 1026.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-12-01 2.500 50626.00 25238.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-03-01 1.500 1000.00 592.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 2.500 23000.00 15680.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-08-01 4.000 2600416.00 2161276.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 3.500 55000.00 44447.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 4.000 2837634.00 2419610.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.000 79465920.00 71346203.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 9619920.00 8719413.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.500 22996.00 21203.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1000.00 942.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 6.000 16868544.00 16417696.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2047-06-01 4.000 1280.00 296.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2049-07-01 4.000 8121546.00 3699852.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-06-01 3.000 121000.00 47362.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-06-01 3.000 74000.00 44649.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-12-01 2.500 1000.00 696.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 2.500 2746000.00 2008106.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 4.000 811066.00 595668.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-09-01 5.000 1000.00 931.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 5.500 2903652.00 2482870.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-01-01 4.000 2470833.00 2118199.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 2246037.00 2117166.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-03-01 5.500 2667304.00 2396374.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-06-01 5.000 1000.00 948.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1000.00 928.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 5.500 1013.00 975.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 6.500 1979.00 2005.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-10-01 5.000 10972845.00 10359385.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-11-01 6.500 1075700.00 1106231.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 7.000 1136391.00 1138048.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-02-01 5.500 6967600.00 6831898.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2035-07-01 2.000 500000.00 211066.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-01-01 4.500 875000.00 165346.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2050-12-01 2.500 1000.00 565.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2051-07-01 2.500 1000.00 638.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-04-01 4.000 1000.00 776.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-01-01 2.500 1000.00 703.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-05-01 3.500 770000.00 603266.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-06-01 5.000 42315475.00 36746171.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-11-01 4.500 2982133.00 2689146.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2052-12-01 5.500 1000.00 895.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 5.500 3519979.00 3170317.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-02-01 4.500 1000.00 884.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-07-01 5.500 1024.00 954.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 5.500 1000.00 974.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2053-08-01 6.000 19529248.00 18595596.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.000 1000.00 1004.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2054-04-01 6.000 1000.00 1002.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-06-20 4.500 391041261.00 29932489.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-20 3.000 277154.00 29868.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-20 4.000 8704.00 621.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-07-20 4.500 450001000.00 34864476.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-20 4.000 13733616.00 1011916.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-08-20 4.500 57669253.00 4279097.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 4.500 3712.00 275.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-10-20 4.000 349995904.00 26057376.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-20 4.000 285937239.00 21213191.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-11-20 4.500 8960.00 575.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 4.000 113135720.00 9497381.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2044-12-20 4.500 16501180.00 1213043.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-01-20 4.000 373384808.00 32980492.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-04-20 3.000 1000.00 114.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 3.500 1008.00 83.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 4.000 5760.00 578.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-04-20 4.500 2100.00 161.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-05-20 4.000 1260156.00 123651.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-06-20 3.500 68961066.00 6714806.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-07-20 3.500 1254800.00 124446.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-20 3.500 5120.00 532.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-08-20 4.500 369419.00 27230.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-09-20 3.500 1349542.00 140128.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-20 3.500 48000.00 4999.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-10-20 3.000 1000.00 122.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-11-20 3.500 7204224.00 800919.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 3.500 2000.00 233.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-01-20 4.000 449000.00 42830.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2045-12-20 4.500 1077.00 91.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-02-20 3.000 1003.00 137.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 3.000 1000.00 168.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 3.500 204444.00 26656.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.000 17633.00 1777.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-05-20 4.000 51358008.00 5309226.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-04-20 4.500 2000.00 186.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-20 3.000 13166151.00 1704370.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-06-20 3.500 1000.00 122.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-07-20 4.000 4096.00 437.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-20 3.000 1024.00 139.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-08-20 3.500 1000.00 129.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2041-09-20 4.500 20430.00 2247.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-09-20 3.000 1000.00 141.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 3.500 2795000.00 385193.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2032-02-20 7.000 2011308.00 164329.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-10-20 4.500 1000.00 105.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2046-12-20 3.500 1000.00 155.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-01-20 4.500 2000.00 229.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-20 3.000 2858460.00 485121.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-02-20 3.500 12351142.00 1599182.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-06-20 4.500 1000.00 82.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-05-20 3.500 1000.00 130.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 4.000 3486636.00 369080.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2048-08-20 5.000 1000.00 79.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-07-20 4.500 143113485.00 14342198.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-09-20 3.500 137955346.00 18207599.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-10-20 3.000 6596547.00 986025.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2047-12-20 4.000 3000.00 344.68 Agency 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strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 2.875 400.00 378.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-09-30 3.000 455900.00 443876.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 3.000 800.00 775.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-15 3.125 6000.00 5704.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 2.625 359800.00 347600.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 2.375 1000.00 909.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-31 2.125 300.00 285.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 2.375 164600.00 163965.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 2.000 400.00 391.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 2.000 4600.00 4440.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 2.250 130600.00 126466.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 1.625 3979000.00 3760848.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 2.000 36800.00 34631.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.125 4419200.00 5781694.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-15 2.375 148300.00 139797.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 2.125 22500.00 22024.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-30 2.000 11500.00 11509.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 2.750 507500.00 498340.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-31 1.875 100500.00 94486.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-31 1.375 173700.00 160634.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 1.250 363600.00 359357.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.125 57400.00 69047.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 1.500 499700.00 490260.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-31 1.625 460400.00 425449.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-15 1.750 20900.00 18200.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.625 200.00 185.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-30 1.500 100.00 98.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-12-31 1.750 499800.00 464334.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 1.125 23900.00 23146.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-03-31 0.625 9500000.00 8433922.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 0.125 5000000.00 5854732.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-30 0.375 177100.00 168834.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 0.500 128200.00 112915.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-05-15 0.625 499000.00 395837.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 0.250 367100.00 348483.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-06-30 0.250 57600.00 54470.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-31 0.250 308800.00 289665.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-15 0.125 2848800.00 3299656.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 0.250 54000.00 50252.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 0.625 20800.00 18045.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-30 0.375 6400.00 5955.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 0.625 1800.00 1555.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-31 0.375 24500.00 22709.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-02-29 1.125 3000.00 2628.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 0.750 900000.00 831462.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-30 0.750 1500.00 1380.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-15 0.125 22000000.00 24822145.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.250 932000.00 931093.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 1.250 33100.00 29051.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-15 0.250 2085800.00 2074110.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-06-30 0.875 100.00 92.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-15 0.375 79000.00 78271.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-07-15 0.125 4990000.00 5006049.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-31 0.625 404000.00 367923.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.375 339000.00 334363.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-09-30 1.250 500.00 432.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-15 0.625 2454100.00 2402652.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-10-15 0.125 6600000.00 7103999.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-11-15 0.750 400.00 391.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-30 1.250 31800.00 29197.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-12-15 1.000 39900.00 38993.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-02-15 1.875 4861800.00 4011147.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 1.500 338000.00 329063.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-15 1.750 92900.00 90343.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-03-31 2.375 100.00 90.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-04-15 2.625 141000.00 137769.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-15 0.125 10000000.00 10275434.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-30 2.750 400000.00 377124.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-05-15 2.875 5500400.00 4928359.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-31 2.500 1714000.00 1727452.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-05-31 2.625 81000.00 76868.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-06-30 3.250 8000.00 7569.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-06-30 3.000 390900.00 393140.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-15 3.000 200.00 196.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 3.000 8000.00 8010.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-07-31 5.362 596000.00 603930.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-15 3.125 25000.00 24538.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-31 3.250 13000.00 12977.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-09-30 4.125 1500000.00 1474786.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-15 4.250 499900.00 494726.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-10-31 4.375 5000.00 4975.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-10-15 1.625 245300.00 251981.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-10-31 4.000 438500.00 424356.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-10-31 4.125 94900.00 92924.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-11-30 3.875 436800.00 427191.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-11-30 3.875 485900.00 479599.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-12-15 4.000 461200.00 460357.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-12-31 3.875 100.00 97.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-12-31 3.875 499700.00 491470.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-15 3.875 25200.00 24997.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-01-31 5.525 38000.00 38550.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-15 4.000 250000.00 247663.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-02-15 3.500 200000.00 185270.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-28 4.625 731000.00 732788.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-28 4.000 727100.00 707889.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-03-31 3.625 1000100.00 950562.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-03-31 3.625 100.00 96.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-03-31 3.875 277200.00 274790.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-15 3.750 8840400.00 8651603.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-04-15 1.250 3519300.00 3494206.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-15 3.625 265200.00 262728.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-31 4.250 251700.00 253605.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-31 3.625 500500.00 487934.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-06-15 4.125 200000.00 199759.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-06-30 3.750 7656600.00 7385967.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-06-30 4.000 14900.00 14700.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-07-15 4.500 3950000.00 3965051.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-07-31 4.750 433000.00 436037.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-07-31 4.125 448900.00 443553.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-07-31 4.000 499900.00 487447.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 3.875 209700.00 199578.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-08-15 4.375 7600.00 7577.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-08-31 5.000 251000.00 252590.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-31 4.125 534800.00 523259.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-31 4.375 449000.00 446607.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-09-15 4.625 427700.00 427431.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 5.495 250100.00 253727.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-10-31 5.000 499600.00 498800.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-11-15 4.500 57100.00 57743.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-11-15 4.625 486500.00 493879.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-30 4.375 2438400.00 2445933.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-11-30 4.375 734600.00 738911.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-12-31 3.750 164700.00 158434.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-12-31 3.750 3238000.00 3153765.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-01-15 4.000 30900.00 30600.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-01-31 5.570 249900.00 253837.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-01-31 4.000 1200000.00 1178160.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-01-31 4.000 258000.00 251129.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-01-15 1.750 2500000.00 2432987.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-02-28 4.625 2000300.00 2001953.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-03-31 4.125 1019000.00 992038.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-03-31 4.500 3101400.00 3085109.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-04-15 4.500 100.00 99.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-04-15 2.125 27000.00 26974.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-04-30 5.475 20000000.00 20000000.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-08-15 0.000 90000.00 64046.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2032-08-15 0.000 25000.00 16973.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-02-15 0.000 100000.00 66270.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-08-15 0.000 73776.05 47727.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-08-15 0.000 1000.00 586.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2037-02-15 0.000 23015.49 12474.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-11-15 0.000 504.55 371.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2031-05-15 0.000 109000.00 78506.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2033-11-15 0.000 100329.53 64116.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2034-05-15 0.000 14057.00 8766.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-05-15 0.000 247706.19 247158.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2024-08-15 0.000 185000.00 182201.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-02-15 0.000 121999.00 117066.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-05-15 0.000 524897.00 497187.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2025-11-15 0.000 4000.00 3702.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2026-05-15 0.000 9981.07 9017.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2027-08-15 0.000 77779.89 66501.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-08-15 0.000 30999.90 25332.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2028-05-15 0.000 6731.05 5563.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2035-05-15 0.000 15000.00 8902.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-02-15 0.000 79000.00 63106.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2029-05-15 0.000 13000.00 10267.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-02-15 0.000 39922.83 30457.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2030-08-15 0.000 49000.00 36532.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2052-11-15 0.000 2000.00 526.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-02-15 0.000 54000.00 24702.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-08-15 0.000 40000.00 17736.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2040-11-15 0.000 20000.00 8730.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2041-11-15 0.000 10000.00 4138.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2042-11-15 0.000 1.20 0.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2044-08-15 0.000 1000.00 361.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2047-11-15 0.000 25000.00 7783.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-02-15 0.000 2306.21 656.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 2050-11-15 0.000 4000.00 1104.30 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 300000000.00 300000000.00 0.0026 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+ 2024-05-01 2024-10-31 2024-10-31 N N N 0.0550 1031447546.79 1031447546.79 0.0088 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+ 2024-05-01 2025-10-31 2025-10-31 N N N 0.0550 1069312572.00 1069312572.00 0.0091 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+ 2024-05-01 2024-07-31 2024-07-31 N N N 0.0539 2620678932.47 2620678932.47 0.0224 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 91282CKM2 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-05-01 2026-04-30 2026-04-30 N N N 0.0536 574875869.00 574875869.00 0.0049 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+ 2024-05-01 2025-07-31 2025-07-31 N N N 0.0548 868431448.08 868431448.08 0.0074 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+ 2024-05-01 2026-01-31 2026-01-31 N N N 0.0553 1885288247.37 1885288247.37 0.0161 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+ 2024-05-01 2025-01-31 2025-01-31 N N N 0.0552 1164377713.06 1164377713.06 0.0099 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+ 2024-05-01 2025-04-30 2025-04-30 N N N 0.0550 50055144.00 50055144.00 0.0004 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 0.0495 392764666.00 392764666.00 0.0034 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 0.0520 235360622.40 235360622.40 0.0020 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 0.0512 2181651538.00 2181651538.00 0.0187 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2024-05-06 /S/Robert Svagna Robert Svagna Treasury Manager