N-MFP3/A 0000740766 XXXXXXXX 2024-06-28 Dreyfus Government Cash Management Funds 0000740766 549300F7IDB6WRO7VJ11 Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 S000000128 9 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 N N 44 104 0.00 0.00 0.0000 0.0000 2024-06-03 0.00 0.00 0.0000 0.0000 2024-06-04 0.00 0.00 0.0000 0.0000 2024-06-05 0.00 0.00 0.0000 0.0000 2024-06-06 0.00 0.00 0.0000 0.0000 2024-06-07 0.00 0.00 0.0000 0.0000 2024-06-10 97021995757.71 100305361877.90 0.8175 0.8452 2024-06-11 98358550750.01 101141945053.56 0.8230 0.8462 2024-06-12 99766879707.46 102550302194.37 0.8250 0.8480 2024-06-13 96794745160.76 99578252197.76 0.8204 0.8440 2024-06-14 99255995254.64 101707109422.37 0.8264 0.8468 2024-06-17 96573727955.03 99024898489.48 0.8205 0.8413 2024-06-18 98040941796.86 100492140514.67 0.8156 0.8360 2024-06-20 97642279270.18 100293562538.07 0.8215 0.8438 2024-06-21 98384575404.26 101035040701.83 0.8296 0.8520 2024-06-24 97804935772.80 101175429253.74 0.8287 0.8573 2024-06-25 98197808186.87 101568329851.17 0.8292 0.8577 2024-06-26 98057881211.86 101590431059.52 0.8284 0.8583 2024-06-27 98054911186.07 102026545583.81 0.8283 0.8618 2024-06-28 8213399750.05 109871789545.95 109878232157.93 8505997352.76 513778003.43 117870451507.26 117872335488.73 Y 1.0000 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0535 2024-06-11 0.0535 2024-06-12 0.0535 2024-06-13 0.0534 2024-06-14 0.0535 2024-06-17 0.0537 2024-06-18 0.0535 2024-06-20 0.0536 2024-06-21 0.0535 2024-06-24 0.0533 2024-06-25 0.0536 2024-06-26 0.0536 2024-06-27 0.0536 2024-06-28 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 N Dreyfus Government Cash Management -CLASS A C000000287 10000000.00 79795946092.84 79797364432.31 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 1754045520.91 1147420871.94 2024-06-11 1227562207.04 986226578.26 2024-06-12 3622846775.90 927789254.10 2024-06-13 1279893736.41 4165927566.88 2024-06-14 2905029882.56 2144016610.75 2024-06-17 1147536891.15 2290577169.49 2024-06-18 1447367871.79 1140887106.56 2024-06-20 1556503684.35 1033140488.54 2024-06-21 681102874.42 1978189303.33 2024-06-24 1758110078.06 1053048008.17 2024-06-25 1688152689.88 2237960369.76 2024-06-26 2035185062.22 1753535606.37 2024-06-27 2510739854.27 1616408539.22 2024-06-28 32507817193.39 31118631732.05 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0518 2024-06-11 0.0518 2024-06-12 0.0518 2024-06-13 0.0518 2024-06-14 0.0518 2024-06-17 0.0518 2024-06-18 0.0518 2024-06-20 0.0518 2024-06-21 0.0518 2024-06-24 0.0519 2024-06-25 0.0519 2024-06-26 0.0519 2024-06-27 0.0519 2024-06-28 Y Broker-dealer 0.00 0.114 Depository institution or other banking institution 0.00 0.6834 Insurance company 0 0.0041 Non-financial corporation 0.00 0.1147 Non-profit 0 0.0031 Other Other 0 0.0582 Pension plan 0.00 0.0027 Registered investment company 0 0.0094 Retail investor 0.00 0.0097 State or municipal government entity (excluding governmental pension plans) 0.00 0.0018 Other 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 Dreyfus Government Cash Management -CLASS B C000000286 10000000.00 10679342252.18 10679461157.78 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 52010098.63 159436981.13 2024-06-11 2688488.29 51269069.97 2024-06-12 42241819.84 76624228.17 2024-06-13 64737887.35 15888991.42 2024-06-14 433005088.69 10934518.43 2024-06-17 30213626.36 145765155.51 2024-06-18 2232475404.88 37267801.23 2024-06-20 46900674.73 1999292630.06 2024-06-21 14282513.64 226013753.90 2024-06-24 76366377.13 77138653.92 2024-06-25 40751788.34 94964090.96 2024-06-26 117837726.20 60592895.94 2024-06-27 35696306.87 410020150.09 2024-06-28 3640846479.12 3613338941.84 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0493 2024-06-11 0.0493 2024-06-12 0.0493 2024-06-13 0.0493 2024-06-14 0.0493 2024-06-17 0.0493 2024-06-18 0.0493 2024-06-20 0.0494 2024-06-21 0.0494 2024-06-24 0.0494 2024-06-25 0.0494 2024-06-26 0.0494 2024-06-27 0.0494 2024-06-28 Y Broker-dealer 0 0.9077 Depository institution or other banking institution 0.00 0.0865 Non-financial corporation 0.00 0.0015 Non-profit 0 0.0001 Other Other 0 0.0052 Pension plan 0 0.0025 Retail investor 0.0001 0.0002 Other 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 Dreyfus Government Cash Management -CLASS C C000000288 10000000.00 2895302432.08 2895383105.27 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 19551988.72 31143968.30 2024-06-11 30096012.58 37332009.47 2024-06-12 18272691.69 37541820.84 2024-06-13 61984027.91 26646428.43 2024-06-14 32196050.89 34361068.96 2024-06-17 38379591.44 25503317.09 2024-06-18 37198062.08 58292368.48 2024-06-20 16878112.77 49722514.84 2024-06-21 20062149.77 24685252.24 2024-06-24 26325946.83 36803867.30 2024-06-25 37054715.13 26369046.57 2024-06-26 39454715.48 26304096.85 2024-06-27 133957398.11 16766041.58 2024-06-28 761949585.87 648343513.29 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0508 2024-06-11 0.0508 2024-06-12 0.0508 2024-06-13 0.0508 2024-06-14 0.0508 2024-06-17 0.0508 2024-06-18 0.0508 2024-06-20 0.0508 2024-06-21 0.0509 2024-06-24 0.0509 2024-06-25 0.0509 2024-06-26 0.0509 2024-06-27 0.0509 2024-06-28 Y Broker-dealer 0 0.727 Depository institution or other banking institution 0 0.2713 Non-financial corporation 0.00 0.00 Other Other 0 0.0004 Pension plan 0 0.0002 Retail investor 0 0.0042 Other 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 Dreyfus Government Cash Management -CLASS R C000000289 10000000.00 3286891618.09 3286930748.54 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 15396.35 16107084.22 2024-06-11 34338412.38 3611442.55 2024-06-12 15183168.31 230323204.22 2024-06-13 138011223.28 2397293.46 2024-06-14 18402999.50 99989748.66 2024-06-17 19519725.44 36719657.56 2024-06-18 12229355.30 18805513.45 2024-06-20 36212418.09 15983313.43 2024-06-21 151792701.41 6040544.97 2024-06-24 43825657.59 98616323.97 2024-06-25 151673255.75 5959140.18 2024-06-26 105329927.95 59861784.86 2024-06-27 174717854.18 15319672.30 2024-06-28 1304728178.28 964948171.69 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0478 2024-06-11 0.0478 2024-06-12 0.0478 2024-06-13 0.0478 2024-06-14 0.0478 2024-06-17 0.0478 2024-06-18 0.0478 2024-06-20 0.0479 2024-06-21 0.0479 2024-06-24 0.0479 2024-06-25 0.0479 2024-06-26 0.0479 2024-06-27 0.0479 2024-06-28 Y Broker-dealer 0 0.5224 Depository institution or other banking institution 0.00 0.4466 Insurance company 0 0.0002 Non-financial corporation 0 0.00 Other Other 0 0.0321 Pension plan 0 0.0001 Retail investor 0 0.0004 Other 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 Dreyfus Government Cash Management -CLASS E C000223301 1000.00 6640428938.62 6640512794.38 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 2788500.82 70980629.30 2024-06-11 45198407.23 8968719.99 2024-06-12 3223323.36 36490366.34 2024-06-13 140962749.04 6975906.29 2024-06-14 13210251.41 131017431.87 2024-06-17 24852286.28 31087366.73 2024-06-18 56110103.58 35589692.09 2024-06-20 110686970.73 4270636.65 2024-06-21 9070292.23 22135225.97 2024-06-24 2967327.71 91856797.51 2024-06-25 8587067.95 100272682.40 2024-06-26 1449026.98 64611596.61 2024-06-27 100403796.62 5447503.50 2024-06-28 889362035.19 762017421.03 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0438 2024-06-11 0.0438 2024-06-12 0.0438 2024-06-13 0.0438 2024-06-14 0.0438 2024-06-17 0.0438 2024-06-18 0.0438 2024-06-20 0.0439 2024-06-21 0.0439 2024-06-24 0.0439 2024-06-25 0.0439 2024-06-26 0.0439 2024-06-27 0.0439 2024-06-28 Y Broker-dealer 0 1 Other Other 0 0.00 Retail investor 0 0.00 Other 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 Dreyfus Government Cash Management -CLASS W C000223302 2500.00 7465526002.79 7465598825.48 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 2559952.32 15499835.66 2024-06-11 22062998.24 10817390.95 2024-06-12 7999538.65 24387488.24 2024-06-13 115228715.68 16532950.45 2024-06-14 3070745.58 9607194.01 2024-06-17 63483857.50 22156272.61 2024-06-18 7883688.40 100830983.97 2024-06-20 60364771.82 20092171.03 2024-06-21 56404458.86 4462046.55 2024-06-24 10867042.13 17572984.07 2024-06-25 141812399.17 32052015.47 2024-06-26 12510665.51 8421708.40 2024-06-27 37482129.84 96284778.54 2024-06-28 881707797.55 633379300.44 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0493 2024-06-11 0.0493 2024-06-12 0.0493 2024-06-13 0.0493 2024-06-14 0.0493 2024-06-17 0.0493 2024-06-18 0.0493 2024-06-20 0.0493 2024-06-21 0.0494 2024-06-24 0.0494 2024-06-25 0.0494 2024-06-26 0.0494 2024-06-27 0.0494 2024-06-28 Y Broker-dealer 0 0.9911 Depository institution or other banking institution 0 0.0004 Non-financial corporation 0.0004 0.00 Non-profit 0.00 0.00 Other Other 0.0002 0.00 Pension plan 0.007 0.0002 Retail investor 0.0039 0.0006 State or municipal government entity (excluding governmental pension plans) 0.00 0 Other 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 Dreyfus Government Cash Management -CLASS O C000233952 50000000.00 6152314684.19 6152377805.40 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 568420509.54 3700000.00 2024-06-11 34624954.98 68300000.00 2024-06-12 237299982.40 308103388.52 2024-06-13 116380610.60 674728781.70 2024-06-14 5027423.15 82447317.50 2024-06-17 69512038.74 948167300.49 2024-06-18 193432245.52 0.00 2024-06-20 244679925.33 137791523.64 2024-06-21 97088323.01 345000.00 2024-06-24 129833887.74 373701539.52 2024-06-25 107706049.79 100197598.14 2024-06-26 462396976.37 12600000.00 2024-06-27 315048924.99 18200000.00 2024-06-28 3363190781.65 3612272531.04 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0518 2024-06-11 0.0518 2024-06-12 0.0518 2024-06-13 0.0518 2024-06-14 0.0518 2024-06-17 0.0518 2024-06-18 0.0518 2024-06-20 0.0518 2024-06-21 0.0519 2024-06-24 0.0519 2024-06-25 0.0519 2024-06-26 0.0519 2024-06-27 0.0519 2024-06-28 Y Broker-dealer 0 0.0113 Depository institution or other banking institution 0 0.9643 Non-financial corporation 0 0.0243 Other Other 0 0.0002 Other 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 Dreyfus Government Cash Management -CLASS S C000243326 50000000.00 954659486.66 954666619.57 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 10591891.63 0.00 2024-06-11 106250.00 0.00 2024-06-12 101241.60 0.00 2024-06-13 340877.04 0.00 2024-06-14 3417630.12 0.00 2024-06-17 0.00 310877.20 2024-06-18 0.00 13300000.00 2024-06-20 121921.60 0.00 2024-06-21 0.00 199654087.50 2024-06-24 203799796.33 0.00 2024-06-25 1392.20 0.00 2024-06-26 0.00 1000000.00 2024-06-27 0.00 53079.95 2024-06-28 295328610.73 296357415.64 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0518 2024-06-11 0.0518 2024-06-12 0.0518 2024-06-13 0.0518 2024-06-14 0.0518 2024-06-17 0.0518 2024-06-18 0.0518 2024-06-20 0.0518 2024-06-21 0.0519 2024-06-24 0.0519 2024-06-25 0.0519 2024-06-26 0.0519 2024-06-27 0.0519 2024-06-28 Y Broker-dealer 0 0.00 Depository institution or other banking institution 0 0.8952 Non-financial corporation 0 0.1047 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 Dreyfus Government Cash Management -CLASS I C000250287 25000.00 39999.81 40000.00 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.9999 2024-06-17 0.9999 2024-06-18 0.9999 2024-06-20 0.9999 2024-06-21 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.00 0.00 2024-06-03 0.00 0.00 2024-06-04 0.00 0.00 2024-06-05 0.00 0.00 2024-06-06 0.00 0.00 2024-06-07 0.00 0.00 2024-06-10 0.00 0.00 2024-06-11 0.00 0.00 2024-06-12 0.00 0.00 2024-06-13 0.00 0.00 2024-06-14 0.00 0.00 2024-06-17 0.00 0.00 2024-06-18 0.00 0.00 2024-06-20 0.00 0.00 2024-06-21 0.00 0.00 2024-06-24 0.00 0.00 2024-06-25 0.00 0.00 2024-06-26 0.00 0.00 2024-06-27 0.00 0.00 2024-06-28 40000.00 0.00 0.0000 2024-06-03 0.0000 2024-06-04 0.0000 2024-06-05 0.0000 2024-06-06 0.0000 2024-06-07 0.0000 2024-06-10 0.0488 2024-06-11 0.0488 2024-06-12 0.0488 2024-06-13 0.0488 2024-06-14 0.0488 2024-06-17 0.0488 2024-06-18 0.0489 2024-06-20 0.0489 2024-06-21 0.0489 2024-06-24 0.0489 2024-06-25 0.0489 2024-06-26 0.0489 2024-06-27 0.0489 2024-06-28 Y Broker-dealer 0 1.00 0.00 0.0000 2024-06-03 0.00 0.0000 2024-06-04 0.00 0.0000 2024-06-05 0.00 0.0000 2024-06-06 0.00 0.0000 2024-06-07 0.00 0.0000 2024-06-10 0.00 0.0000 2024-06-11 0.00 0.0000 2024-06-12 0.00 0.0000 2024-06-13 0.00 0.0000 2024-06-14 0.00 0.0000 2024-06-17 0.00 0.0000 2024-06-18 0.00 0.0000 2024-06-20 0.00 0.0000 2024-06-21 0.00 0.0000 2024-06-24 0.00 0.0000 2024-06-25 0.00 0.0000 2024-06-26 0.00 0.0000 2024-06-27 0.00 0.0000 2024-06-28 ABN AMRO BANK NV ABN AMRO BANK NV 5.3200 BYM4S6728 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912810RN0 2045-08-15 2.875 2.875 5690912.33 4446103.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SH2 2049-05-15 2.875 2.875 26935.33 20346.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SJ8 2049-08-15 2.250 2.250 18850.33 12572.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKH3 2026-03-31 4.500 4.500 1264255.66 1271477.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283F5 2027-11-15 2.250 2.250 7312719.33 6827668.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286T2 2029-05-15 2.375 2.375 6997694.00 6420976.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828K74 2025-08-15 2.000 2.000 9034883.00 8799999.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828M56 2025-11-15 2.250 2.250 8970859.33 8673486.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAD3 2027-07-31 0.375 0.375 5379916.66 4754566.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAL5 2027-09-30 0.375 0.375 7638510.00 6706778.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCH2 2028-06-30 1.250 1.250 6854221.00 6113233.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDP3 2028-12-31 1.375 1.375 2316200.33 2052791.49 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 55000000.00 55000000.00 0.0005 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 5.2800 BYM4S67A0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 91282CJB8 2025-09-30 5.000 5.000 2846100.00 2879992.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJW2 2029-01-31 4.000 4.000 2874900.00 2879987.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJZ5 2034-02-15 4.000 4.000 2914200.00 2879991.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKB6 2026-02-28 4.625 4.625 2846700.00 2879979.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKD2 2029-02-28 4.250 4.250 2851500.00 2879988.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKQ3 2034-05-15 4.375 4.375 1071200.00 1080105.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKT7 2029-05-31 4.500 4.500 2848700.00 2879980.50 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0528 18000000.00 18000000.00 0.0002 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 5.3000 BYM4S85B6 5493006QMFDDMYWIAM13 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810QK7 2040-08-15 3.875 3.875 12000000.00 11348785.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810RA8 2043-02-15 0.625 0.625 126973800.00 131210618.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810RG5 2044-05-15 3.375 3.375 62000000.00 52197696.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810RK6 2045-02-15 2.500 2.500 47999700.00 34881924.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810RL4 2045-02-15 0.750 0.750 238086700.00 239999926.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810RT7 2046-08-15 2.250 2.250 45000000.00 30572773.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810SE9 2048-11-15 3.375 3.375 11000000.00 9041244.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810SN9 2050-05-15 1.250 1.250 200.00 100.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810SN9 2050-05-15 1.250 1.250 50000000.00 25075128.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810SU3 2051-02-15 1.875 1.875 59000000.00 35165502.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810TP3 2053-02-15 1.500 1.500 124480300.00 112164649.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810TS7 2043-05-15 3.875 3.875 100.00 91.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810UA4 2054-05-15 4.625 4.625 233679900.00 239999981.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912810UB2 2044-05-15 4.625 4.625 100.00 100.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 9128282L3 2027-07-15 0.375 0.375 50000000.00 60877276.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 9128282R0 2027-08-15 2.250 2.250 24999900.00 23574104.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 9128283R9 2028-01-15 0.500 0.500 11925600.00 14309795.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 9128284N7 2028-05-15 2.875 2.875 200.00 189.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 9128284R8 2025-05-31 2.875 2.875 899800.00 883424.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 912828ZC7 2025-02-28 1.125 1.125 100.00 97.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CAV3 2030-11-15 0.875 0.875 200.00 162.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CBC4 2025-12-31 0.375 0.375 28000000.00 26234331.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CBH3 2026-01-31 0.375 0.375 300.00 280.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CBL4 2031-02-15 1.125 1.125 4949200.00 4071328.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CDJ7 2031-11-15 1.375 1.375 200.00 163.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CDW8 2029-01-31 1.750 1.750 300.00 269.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CEY3 2025-07-15 3.000 3.000 100.00 99.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CEZ0 2032-07-15 0.625 0.625 75000000.00 72918599.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CFH9 2027-08-31 3.125 3.125 92600.00 89834.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CFV8 2032-11-15 4.125 4.125 99999900.00 99008007.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CGM7 2033-02-15 3.500 3.500 99999900.00 95222566.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CGN5 2025-02-28 4.625 4.625 100.00 101.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CGP0 2028-02-29 4.000 4.000 8204500.00 8191064.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CGP0 2028-02-29 4.000 4.000 100.00 99.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CGW5 2028-04-15 1.250 1.250 50000000.00 50596494.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CHD6 2025-05-31 4.250 4.250 20717600.00 20614206.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CHF1 2030-05-31 3.750 3.750 28362100.00 27577288.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CJH5 2028-10-15 2.375 2.375 99999900.00 104171699.50 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 1500000000.00 1500000000.00 0.0127 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 5.2500 BYM4S9Q39 5493006QMFDDMYWIAM13 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CKQ3 2034-05-15 4.375 4.375 1207500.00 1217539.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138M5J91 2042-08-01 3.500 3.500 113995904.00 13749618.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WCGC1 2044-07-01 4.000 4.000 7729784.00 1476827.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WK2X2 2047-06-01 4.500 4.500 47612096.00 15292505.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A6T97 2054-01-01 7.000 7.000 19237640.00 17947196.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140AAT98 2054-03-01 5.500 5.500 616982.00 613010.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140ADBS9 2054-06-01 5.500 5.500 3633856.00 3624091.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140AGYT5 2054-07-01 6.000 6.000 5196264.00 5267068.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HBH76 2048-06-01 4.000 4.000 1000000.00 251414.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J9SH5 2047-12-01 4.000 4.000 18700000.00 6636512.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MW2G0 2053-04-01 5.000 5.000 12909312.00 12162174.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MWMM5 2053-03-01 4.500 4.500 18200384.00 16250390.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N4RH2 2052-10-01 5.000 5.000 1886460.00 1734622.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QHQT5 2031-03-01 2.000 2.000 130000.00 60274.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QLWD4 2051-09-01 2.000 2.000 27262095.00 17941418.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QNTC6 2052-04-01 3.000 3.000 1120760.00 845372.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPJH1 2052-06-01 4.500 4.500 36584880.00 29949758.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPX93 2052-08-01 4.000 4.000 730000.00 608900.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRRR6 2053-03-01 5.000 5.000 15357312.00 13533519.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRXH1 2053-04-01 5.500 5.500 22160128.00 19448136.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QSVN8 2053-08-01 6.000 6.000 38134000.00 36560623.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QUFP6 2054-04-01 5.500 5.500 1247280.00 1180311.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X8FX0 2050-11-01 2.500 2.500 202000.00 92299.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XCRM2 2051-08-01 2.500 2.500 1546426.00 996602.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XCTE8 2051-09-01 3.000 3.000 190000.00 120316.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XFBK6 2050-11-01 3.000 3.000 300000.00 181328.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XGT90 2052-04-01 3.500 3.500 470000.00 363919.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XJLG6 2051-11-01 2.500 2.500 65229.00 47718.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XM2D7 2053-06-01 4.000 4.000 15751520.00 14132482.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XMDR4 2053-08-01 6.000 6.000 28826960.00 27351129.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417ECN9 2042-12-01 3.000 3.000 580909.00 173293.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CDL5 2046-11-01 3.000 3.000 140383.00 26723.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DU83 2035-12-01 2.000 2.000 75000.00 37404.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DYX4 2051-05-01 2.000 2.000 11026160.00 6997303.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3142GRQJ2 2054-04-01 6.500 6.500 38870454.00 39128193.52 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0525 300000000.00 300000000.00 0.0025 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 5.3100 BYM4S6793 5493006QMFDDMYWIAM13 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JGW27 2048-09-01 4.000 4.000 2023.00 741.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JL5U4 2049-01-01 4.500 4.500 1000.00 101.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JL6U3 2049-01-01 5.500 5.500 1000.00 227.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JLCK8 2049-03-01 4.500 4.500 4002.00 1300.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JM6V9 2049-04-01 4.000 4.000 1024.00 252.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JN5A4 2049-04-01 3.000 3.000 1000.00 83.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JQQS5 2049-07-01 4.000 4.000 1000.00 181.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JQTN3 2049-09-01 3.000 3.000 1008.00 363.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JRYF2 2049-05-01 4.000 4.000 1000.00 112.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K06Y9 2049-12-01 3.500 3.500 29620160.00 6419455.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KBVU5 2050-07-01 3.500 3.500 2000.00 457.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KDFR6 2050-06-01 2.500 2.500 10851736.00 5863376.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KLMA7 2050-08-01 3.500 3.500 1000.00 674.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KQAS0 2051-02-01 2.000 2.000 2000.00 1244.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KSXM4 2037-01-01 1.500 1.500 1000.00 693.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KXWZ5 2051-02-01 2.000 2.000 1000.00 602.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KYC85 2051-05-01 2.500 2.500 5000.00 3159.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140L0AZ0 2051-01-01 2.000 2.000 1000.00 625.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140L5B47 2051-03-01 2.000 2.000 2000.00 1205.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LQBZ2 2051-07-01 2.000 2.000 1000.00 695.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LVR76 2051-10-01 2.000 2.000 1000.00 679.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LVSM2 2051-10-01 2.500 2.500 1000.00 695.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LY3Q4 2051-11-01 3.500 3.500 1000.00 672.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LY4N0 2051-09-01 2.500 2.500 1000.00 660.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LYNG4 2051-11-01 3.000 3.000 7102279.00 5149360.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140M2FC1 2051-10-01 2.500 2.500 1000.00 695.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140M5S22 2053-09-01 6.500 6.500 2000.00 1944.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140M5UZ6 2053-10-01 5.500 5.500 4144.00 3911.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MMZT8 2052-08-01 5.000 5.000 8104.00 6998.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MPJT9 2052-07-01 5.000 5.000 2000.00 1897.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MSRG2 2052-12-01 4.500 4.500 3000.00 2527.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MWMM5 2053-03-01 4.500 4.500 1039.00 927.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N5JL9 2052-11-01 5.500 5.500 5003.00 3692.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NAXR9 2053-03-01 5.500 5.500 3088.00 2710.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NBJ69 2053-04-01 5.000 5.000 799577.00 741667.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NL5S4 2053-07-01 5.500 5.500 72922.00 64944.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q8K95 2048-02-01 4.500 4.500 26957263.00 8783972.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q9HY2 2048-07-01 4.500 4.500 4016.00 807.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q9PB3 2048-08-01 5.000 5.000 6000.00 1014.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q9TG8 2048-09-01 5.000 5.000 1024.00 175.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QA2S8 2049-05-01 4.000 4.000 4952395.00 1688136.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QADL1 2048-12-01 4.500 4.500 1024.00 284.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QADV9 2048-12-01 5.000 5.000 1000.00 145.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QAJG6 2049-01-01 4.500 4.500 3000.00 726.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QAVW7 2049-04-01 4.000 4.000 36118.00 7988.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QDVS0 2050-06-01 2.000 2.000 3080.00 1613.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QDVT8 2050-06-01 2.000 2.000 2016.00 1108.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QDW83 2050-06-01 2.000 2.000 661908.00 308471.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QDZN7 2040-06-01 2.500 2.500 1024.00 633.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QFYQ6 2050-11-01 2.000 2.000 1026.00 592.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QFZ93 2050-12-01 2.000 2.000 1024.00 605.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QGBF3 2050-12-01 2.500 2.500 16698674.00 10227931.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QHH32 2051-02-01 2.000 2.000 1024.00 600.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QKPM4 2036-05-01 2.000 2.000 1024.00 629.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QML93 2051-11-01 2.500 2.500 3085.00 2159.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QMRF3 2051-12-01 2.500 2.500 10710472.00 7291403.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QNMF6 2052-03-01 3.000 3.000 6132.00 4699.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QQ3D5 2052-12-01 5.500 5.500 980610.00 861121.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QQCX1 2052-09-01 4.000 4.000 3136.00 2629.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRES8 2053-01-01 6.000 6.000 254131.00 234452.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRP98 2053-03-01 5.500 5.500 1358318.00 1234849.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRRR6 2053-03-01 5.000 5.000 1318287.00 1161730.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRUQ4 2053-03-01 5.500 5.500 2000.00 1939.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRW74 2053-04-01 5.500 5.500 7339.00 6602.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRWQ2 2053-04-01 5.000 5.000 398394.00 347782.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRXH1 2053-04-01 5.500 5.500 4072.00 3573.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRXW8 2053-04-01 6.000 6.000 1024.00 931.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRY64 2053-04-01 4.500 4.500 3000.00 2606.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MD3J0 2028-10-01 3.500 3.500 1000.00 31.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 312933UE2 2039-06-01 5.000 5.000 1678.00 74.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 312940FE4 2040-04-01 5.000 5.000 3014.00 89.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 312940R50 2040-05-01 5.000 5.000 326165.00 10695.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y9U76 2049-02-01 4.500 4.500 13419434.00 4593169.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A73P4 2030-02-01 3.500 3.500 2000.00 182.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A7YS4 2029-09-01 3.500 3.500 1000.00 94.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493006QMFDDMYWIAM13 91282CKQ3 2034-05-15 4.375 4.375 700.00 705.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A8H51 2031-01-01 3.500 3.500 1000.00 124.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AD3V8 2049-02-01 5.000 5.000 1000.00 111.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D55F5 2035-05-01 3.000 3.000 2000.00 498.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D56W7 2035-12-01 2.500 2.500 1000.00 403.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6AM2 2036-07-01 2.500 2.500 2000.00 1123.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DMFS9 2049-12-01 3.500 3.500 357454.00 188023.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DMPD1 2050-02-01 3.500 3.500 2058537.00 1014519.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNGG2 2052-05-01 2.500 2.500 1000.00 743.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNJ38 2052-06-01 3.000 3.000 370288.00 277610.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNSQ7 2052-01-01 3.000 3.000 5200.00 3764.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNUC5 2052-08-01 5.000 5.000 2102.00 1838.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNYQ0 2052-09-01 5.000 5.000 1569100.00 1372454.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DP2B3 2052-11-01 5.000 5.000 2007.00 1776.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPKR8 2051-05-01 2.000 2.000 1000.00 724.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPN53 2053-01-01 5.500 5.500 3679412.00 3464897.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQE69 2053-05-01 5.500 5.500 187703.00 175361.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DS5N8 2054-04-01 6.000 6.000 1145.00 1150.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DSAG7 2053-12-01 5.500 5.500 3072.00 2938.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DSAM4 2053-12-01 6.000 6.000 2016.00 1997.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV4V4 2050-01-01 3.000 3.000 2000.00 393.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWCK7 2051-10-01 3.000 3.000 883190.00 552586.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWFR9 2052-12-01 5.000 5.000 11506.00 10177.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132E0FD9 2053-08-01 5.500 5.500 3000.00 2825.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132E0W24 2053-11-01 6.000 6.000 9451690.00 9224164.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132L63W9 2045-05-01 4.000 4.000 1024.00 214.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132L6J93 2044-05-01 4.000 4.000 1024.00 155.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132M5E57 2044-02-01 4.500 4.500 19959358.00 3978943.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132VNNF6 2049-03-01 4.000 4.000 1024.00 202.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QTDG1 2053-10-01 5.500 5.500 6161.00 5963.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QTKQ1 2053-11-01 6.000 6.000 28856.00 27882.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QTUX5 2054-01-01 6.500 6.500 309664.00 309061.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QTZS1 2054-02-01 4.500 4.500 4000.00 3653.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XKRS1 2053-03-01 5.000 5.000 4112.00 3699.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XKUV0 2052-06-01 3.000 3.000 5136.00 4007.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XM5M4 2053-11-01 6.500 6.500 5142693.00 5087303.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XMDJ2 2045-08-01 4.000 4.000 1040.00 893.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNS39 2053-07-01 5.500 5.500 1024.00 991.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNS47 2053-11-01 5.500 5.500 1027.00 992.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31410LF56 2041-08-01 6.000 6.000 23795505.00 4154134.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417CTP0 2042-08-01 4.000 4.000 1024.00 69.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418BFA9 2034-07-01 4.000 4.000 217971.00 26527.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EJ68 2052-10-01 4.500 4.500 7056.00 6006.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128CUUY0 2032-08-01 3.500 3.500 224319.00 21757.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132VPKK3 2049-04-01 4.500 4.500 2000.00 450.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132WNGT3 2047-05-01 4.000 4.000 1000.00 433.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132WPDA2 2047-08-01 4.000 4.000 1000.00 337.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132WPRW9 2047-07-01 4.000 4.000 1024.00 323.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132XY5S2 2048-05-01 4.500 4.500 1000.00 253.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133AXM58 2051-11-01 3.000 3.000 2040.00 1412.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133B03B7 2051-12-01 3.000 3.000 1000.00 590.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133B4E84 2052-02-01 3.000 3.000 44130.00 31603.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133B6T75 2052-03-01 3.000 3.000 9555630.00 7179110.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BJWF5 2052-08-01 5.000 5.000 173107.00 158931.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KQX27 2053-04-01 5.500 5.500 119524.00 114879.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31368HML4 2035-11-01 5.500 5.500 1004.00 12.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31371KA50 2031-07-01 7.000 7.000 2000.00 9.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374CRZ1 2044-04-25 3.500 3.500 5963.00 4309.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31389K5S6 2032-02-01 6.500 6.500 1000.00 13.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31389UHE2 2032-03-01 7.000 7.000 1000.00 7.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138A5YJ5 2041-02-01 4.500 4.500 2514.00 171.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138AFVL1 2040-11-01 5.000 5.000 2000.00 147.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138APDG0 2042-04-01 4.000 4.000 3027.00 775.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138AVAR6 2041-11-01 4.000 4.000 2001.00 171.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138E6VD5 2042-02-01 4.000 4.000 2001.00 276.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EALE5 2042-03-01 5.000 5.000 3009.00 328.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ECER0 2042-02-01 4.500 4.500 4002.00 554.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EDDE8 2042-04-01 4.000 4.000 462538.00 84156.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EJX29 2042-02-01 4.000 4.000 1000.00 78.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EKZF5 2028-04-01 3.500 3.500 1001.00 49.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ENQC6 2029-10-01 3.500 3.500 1000.00 87.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ENWX3 2044-11-01 3.500 3.500 1000.00 171.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EPA20 2036-12-01 6.500 6.500 1000.00 82.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138LR6H0 2042-05-01 4.000 4.000 1000.00 204.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138LWG54 2042-06-01 3.500 3.500 1000.00 124.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138M5J91 2042-08-01 3.500 3.500 4352.00 524.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ML5B6 2042-12-01 3.000 3.000 2000.00 425.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138MM7C0 2032-12-01 3.000 3.000 1000.00 59.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138MRED9 2042-12-01 3.500 3.500 3240.00 569.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138NY4J1 2043-02-01 3.500 3.500 4700.00 775.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138W9MK3 2043-09-01 4.000 4.000 1000.00 207.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138W9TQ3 2043-09-01 4.500 4.500 1000.00 192.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WA5D5 2029-02-01 3.000 3.000 1001.00 67.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WDKV2 2044-11-01 4.000 4.000 1000.00 68.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WE6H7 2045-07-01 3.500 3.500 2048.00 223.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WEXC8 2045-06-01 3.500 3.500 3072.00 747.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WF5Y8 2045-11-01 3.500 3.500 1000.00 110.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WFFG6 2045-08-01 3.500 3.500 3104.00 790.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WFHW9 2045-08-01 3.500 3.500 1000.00 286.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WGLW2 2046-02-01 3.500 3.500 1000.00 202.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WHXN7 2046-09-01 3.000 3.000 2507.00 613.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WJRM2 2032-01-01 2.000 2.000 1000.00 237.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WJZA9 2047-02-01 4.500 4.500 1035.00 373.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WK2X2 2047-06-01 4.500 4.500 3120.00 1002.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WKQ24 2047-04-01 4.500 4.500 6352.00 1483.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WNAA7 2028-03-01 2.500 2.500 1000.00 44.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WUAH6 2043-06-01 4.000 4.000 2000.00 338.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138XLWA6 2044-02-01 4.500 4.500 7063.00 1538.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138XLWB4 2044-02-01 4.500 4.500 3000.00 626.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138XLWC2 2044-02-01 4.500 4.500 2008.00 331.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138XRYU7 2044-04-01 4.500 4.500 1000.00 121.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138XW2X5 2044-07-01 4.500 4.500 1000.00 137.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138YHU24 2045-05-01 3.000 3.000 2048.00 307.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138YNLB1 2045-08-01 3.500 3.500 3264.00 671.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31402C4H2 2034-04-01 5.500 5.500 1014.00 8.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31403JSN7 2033-11-01 6.500 6.500 1000.00 24.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31404XKD5 2034-10-01 6.000 6.000 1008.00 51.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31406Y3N8 2035-08-01 4.490 4.490 2000.00 89.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A0E96 2053-08-01 6.500 6.500 1000.00 1017.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A1EN3 2053-10-01 5.500 5.500 2000.00 1972.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A4CJ8 2053-10-01 7.500 7.500 1000.00 816.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A5TL2 2053-11-01 6.000 6.000 1000.00 990.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A6PW0 2054-01-01 6.000 6.000 1000.00 949.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A8J78 2054-02-01 6.000 6.000 1000.00 1009.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A8RH7 2053-12-01 7.500 7.500 1000.00 989.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A93Y4 2054-04-01 5.500 5.500 1000.00 993.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A96E5 2054-02-01 5.500 5.500 1000.00 998.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A9B41 2054-04-01 5.500 5.500 1000.00 998.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A9FB1 2054-03-01 4.500 4.500 1000.00 944.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140A9L57 2054-03-01 6.500 6.500 2000.00 1992.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140AAJL2 2054-03-01 7.000 7.000 1000.00 1052.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140ABVX0 2054-04-01 5.500 5.500 1000.00 988.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140ACT94 2054-04-01 4.000 4.000 1000.00 844.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140ADD99 2054-05-01 5.500 5.500 1000.00 993.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140ADFZ9 2054-05-01 6.000 6.000 1000.00 1009.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140E9KK1 2046-02-01 4.000 4.000 2008.00 517.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140F5C35 2046-12-01 3.000 3.000 1000.00 308.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FG5N5 2046-11-01 3.000 3.000 1000.00 189.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FPCF4 2047-06-01 4.500 4.500 19031.00 4358.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXFY3 2057-01-01 4.000 4.000 1080.00 415.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXG48 2057-09-01 3.500 3.500 1000.00 396.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXJ86 2052-07-01 3.500 3.500 2000.00 800.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXKA9 2052-03-01 4.000 4.000 22618218.00 7839776.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FXVF6 2050-05-01 4.000 4.000 8117.00 6232.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HNV66 2049-01-01 4.500 4.500 1000.00 91.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HNVU3 2048-10-01 4.500 4.500 1000.00 176.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HUS49 2034-07-01 2.980 2.980 1779912.00 1529022.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J6GQ4 2048-01-01 4.000 4.000 3072.00 385.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J7QA6 2047-11-01 4.500 4.500 2000.00 488.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J7QM0 2032-12-01 3.000 3.000 1024.00 223.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J86V0 2048-09-01 4.000 4.000 2000.00 559.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J9LL3 2047-02-01 3.500 3.500 1000.00 233.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J9TV3 2048-12-01 4.500 4.500 3303.00 609.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JADL9 2049-02-01 5.000 5.000 2000.00 715.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JAEL8 2048-11-01 5.000 5.000 1000.00 244.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JAEM6 2049-01-01 5.000 5.000 1000.00 241.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JBK62 2037-12-01 3.500 3.500 1000.00 475.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JCGW8 2059-01-01 3.500 3.500 3000.00 2573.25 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0531 100000000.00 100000000.00 0.0008 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 5.3000 BYM4S6769 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXWS7 2062-06-01 4.000 4.000 100000000.00 79635638.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMA79 2051-10-01 2.500 2.500 116339456.00 77829080.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQK38 2052-10-01 5.000 5.000 178484569.00 152529195.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ES43 2053-06-01 5.000 5.000 76005504.00 69100461.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YFK5 2053-08-20 5.000 5.000 55822654.00 53385625.08 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 424000000.00 424000000.00 0.0036 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 5.2500 BYM4SA083 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912810TD0 2052-02-15 2.250 2.250 100.00 65.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810TD0 2052-02-15 2.250 2.250 100.00 65.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128283W8 2028-02-15 2.750 2.750 200.00 190.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128284R8 2025-05-31 2.875 2.875 200.00 196.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828K74 2025-08-15 2.000 2.000 100.00 97.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828N71 2026-01-15 0.625 0.625 100.00 127.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828V49 2027-01-15 0.375 0.375 900.00 1111.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828Z52 2025-01-31 1.375 1.375 100.00 98.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CAD3 2027-07-31 0.375 0.375 100.00 88.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CAT8 2025-10-31 0.250 0.250 400.00 376.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CBC4 2025-12-31 0.375 0.375 600.00 562.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CDJ7 2031-11-15 1.375 1.375 100.00 81.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CDW8 2029-01-31 1.750 1.750 200.00 179.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CED9 2025-03-15 1.750 1.750 100.00 98.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEM9 2029-04-30 2.875 2.875 700.00 658.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.125 4.125 100.00 99.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGM7 2033-02-15 3.500 3.500 300.00 285.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGM7 2033-02-15 3.500 3.500 100.00 95.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGQ8 2030-02-28 4.000 4.000 400.00 398.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGX3 2025-04-30 3.875 3.875 100.00 99.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHD6 2025-05-31 4.250 4.250 100.00 99.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHP9 2033-07-15 1.375 1.375 200.00 196.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHT1 2033-08-15 3.875 3.875 1400.00 1370.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHX2 2028-08-31 4.375 4.375 200.00 202.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKF7 2031-03-31 4.125 4.125 100.00 99.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKR1 2027-05-15 4.500 4.500 100.00 100.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKS9 2026-05-31 4.875 4.875 100.00 100.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KJ5 2025-03-20 0.000 0.000 100.00 96.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797LC9 2024-11-07 0.000 0.000 400.00 392.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810FR4 2025-01-15 2.375 2.375 100.00 166.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810QA9 2039-02-15 3.500 3.500 100.00 91.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810QW1 2042-05-15 3.000 3.000 500.00 405.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ERPF1 2031-03-01 4.000 4.000 26065.00 1613.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LR6H0 2042-05-01 4.000 4.000 2000.00 408.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ML5B6 2042-12-01 3.000 3.000 1000.00 212.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138MM7C0 2032-12-01 3.000 3.000 3000.00 177.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138NY4J1 2043-02-01 3.500 3.500 6000.00 990.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138W9MK3 2043-09-01 4.000 4.000 3000.00 622.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138W9TQ3 2043-09-01 4.500 4.500 2024.00 389.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WDBN0 2044-10-01 4.000 4.000 1089.00 234.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WDKV2 2044-11-01 4.000 4.000 2001.00 136.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WE6H7 2045-07-01 3.500 3.500 4096.00 447.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WEXC8 2045-06-01 3.500 3.500 4288.00 1042.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WF5Y8 2045-11-01 3.500 3.500 2007.00 221.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WFFG6 2045-08-01 3.500 3.500 6250.00 1591.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WFHW9 2045-08-01 3.500 3.500 2000.00 573.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WGLW2 2046-02-01 3.500 3.500 1001.00 202.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WGRR7 2046-03-01 4.000 4.000 3005.00 220.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WGSR6 2046-03-01 3.500 3.500 7999016.00 2229842.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WHS37 2046-08-01 3.000 3.000 1542.00 187.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WJRM2 2032-01-01 2.000 2.000 2000.00 474.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WNAA7 2028-03-01 2.500 2.500 1011.00 45.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WUAH6 2043-06-01 4.000 4.000 4000.00 676.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XFK46 2043-12-01 4.000 4.000 2000.00 366.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XLWA6 2044-02-01 4.500 4.500 6066.00 1321.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XLWB4 2044-02-01 4.500 4.500 6219.00 1298.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XLWC2 2044-02-01 4.500 4.500 4049.00 667.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XW2X5 2044-07-01 4.500 4.500 1002.00 137.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138YHU24 2045-05-01 3.000 3.000 6169.00 927.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138YNFE2 2045-06-01 3.500 3.500 1000.00 88.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138YNLB1 2045-08-01 3.500 3.500 35284800.00 7261625.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31390SJL6 2032-08-01 7.000 7.000 2001.00 81.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31403JSN7 2033-11-01 6.500 6.500 1007.00 24.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31404XKD5 2034-10-01 6.000 6.000 3016.00 153.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31405SCM4 2035-06-01 5.500 5.500 1000.00 5.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31406Y3N8 2035-08-01 4.490 4.490 1000.00 44.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A0E96 2053-08-01 6.500 6.500 2000.00 2034.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A1EN3 2053-10-01 5.500 5.500 5001.00 4932.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A4CJ8 2053-10-01 7.500 7.500 1000.00 816.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A4QD6 2053-12-01 5.500 5.500 2000.00 1979.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5TL2 2053-11-01 6.000 6.000 1001.00 991.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6PW0 2054-01-01 6.000 6.000 2000.00 1898.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A7ER1 2054-02-01 5.500 5.500 2000.00 1986.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8DA7 2054-01-01 6.000 6.000 1001.00 919.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8J78 2054-02-01 6.000 6.000 2010.00 2029.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8RH7 2053-12-01 7.500 7.500 2000.00 1978.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A93Y4 2054-04-01 5.500 5.500 2000.00 1987.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A96E5 2054-02-01 5.500 5.500 1001.00 999.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9B41 2054-04-01 5.500 5.500 3007.00 3001.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9FB1 2054-03-01 4.500 4.500 3001.00 2833.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9L57 2054-03-01 6.500 6.500 1000.00 996.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AADM6 2054-05-01 5.000 5.000 1002.00 976.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810QX9 2042-08-15 2.750 2.750 300.00 235.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810RB6 2043-05-15 2.875 2.875 100.00 78.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810RK6 2045-02-15 2.500 2.500 300.00 218.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810RK6 2045-02-15 2.500 2.500 100.00 72.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810TC2 2041-11-15 2.000 2.000 100.00 69.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAJL2 2054-03-01 7.000 7.000 2000.00 2104.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABN35 2054-05-01 5.500 5.500 3161856.00 3065826.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABVX0 2054-04-01 5.500 5.500 1000.00 988.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ACT94 2054-04-01 4.000 4.000 2003.00 1692.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADEE7 2054-05-01 6.000 6.000 6055.00 6121.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADFP1 2054-05-01 6.000 6.000 1997.00 2020.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADFZ9 2054-05-01 6.000 6.000 1010.00 1019.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADJX0 2054-05-01 6.500 6.500 1009.00 1044.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEF79 2054-05-01 5.500 5.500 2996.00 2996.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140F5C35 2046-12-01 3.000 3.000 1000.00 308.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FG5N5 2046-11-01 3.000 3.000 2004.00 380.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXFY3 2057-01-01 4.000 4.000 1024.00 394.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXG48 2057-09-01 3.500 3.500 6352.00 2521.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXKA9 2052-03-01 4.000 4.000 1024.00 354.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXVF6 2050-05-01 4.000 4.000 2015.00 1547.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140H1WL0 2048-03-01 3.500 3.500 1000.00 167.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HJJL6 2048-08-01 4.500 4.500 1000.00 233.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HMTK0 2048-07-01 4.500 4.500 1000.00 448.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HNV66 2049-01-01 4.500 4.500 1000.00 91.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HNVU3 2048-10-01 4.500 4.500 2000.00 352.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J55S4 2045-12-01 4.500 4.500 5001.00 1058.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J6D87 2047-09-01 4.000 4.000 5860.00 1477.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J7QA6 2047-11-01 4.500 4.500 2001.00 488.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J7QM0 2032-12-01 3.000 3.000 1024.00 223.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J86V0 2048-09-01 4.000 4.000 1000.00 279.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J9LL3 2047-02-01 3.500 3.500 1841.00 430.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J9TV3 2048-12-01 4.500 4.500 16490.00 3041.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JADL9 2049-02-01 5.000 5.000 2000.00 715.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAEL8 2048-11-01 5.000 5.000 2001.00 489.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JBK62 2037-12-01 3.500 3.500 2000.00 950.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JCGW8 2059-01-01 3.500 3.500 4000.00 3431.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JGW27 2048-09-01 4.000 4.000 7056.00 2584.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JL5U4 2049-01-01 4.500 4.500 2016.00 204.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JL6U3 2049-01-01 5.500 5.500 2004.00 456.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JLCK8 2049-03-01 4.500 4.500 3936.00 1278.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JLY73 2049-02-01 4.000 4.000 1027.00 74.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JM6V9 2049-04-01 4.000 4.000 1139.00 280.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JQQS5 2049-07-01 4.000 4.000 1001.00 181.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JRYF2 2049-05-01 4.000 4.000 1002.00 112.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K06Y9 2049-12-01 3.500 3.500 7276.00 1576.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KBVU5 2050-07-01 3.500 3.500 2000.00 457.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KFTH8 2050-11-01 4.000 4.000 1000.00 323.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KLMA7 2050-08-01 3.500 3.500 1001.00 674.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KQAS0 2051-02-01 2.000 2.000 1000.00 622.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KTMN2 2050-11-01 2.500 2.500 2062.00 1019.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KTST3 2051-03-01 2.500 2.500 1071.00 748.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KULR1 2050-12-01 2.500 2.500 100000.00 45519.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KUMY5 2050-12-01 2.000 2.000 78943.00 45584.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KXWZ5 2051-02-01 2.000 2.000 1003.00 604.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L0AZ0 2051-01-01 2.000 2.000 1020.00 638.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L3H79 2051-03-01 2.000 2.000 1007.00 622.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L8ZQ6 2051-04-01 2.000 2.000 2000.00 1274.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LQBZ2 2051-07-01 2.000 2.000 2000.00 1390.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LRPS1 2051-10-01 3.000 3.000 2000.00 1626.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LVR76 2051-10-01 2.000 2.000 3100.00 2107.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LVSM2 2051-10-01 2.500 2.500 2000.00 1391.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LW4Y0 2053-01-01 5.000 5.000 2019.00 1712.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LW5V5 2053-03-01 6.000 6.000 1008.00 775.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LXAM7 2052-03-01 2.500 2.500 2000.00 1580.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LY3Q4 2051-11-01 3.500 3.500 1003.00 674.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LY4N0 2051-09-01 2.500 2.500 2000.00 1320.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M2PZ9 2052-02-01 2.500 2.500 2000.00 1452.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M3DT4 2051-10-01 4.000 4.000 1002.00 699.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M5S22 2053-09-01 6.500 6.500 2000.00 1944.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MPJT9 2052-07-01 5.000 5.000 1080.00 1024.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSRG2 2052-12-01 4.500 4.500 5019.00 4229.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N56C3 2052-11-01 5.000 5.000 77178.00 70092.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N5JL9 2052-11-01 5.500 5.500 7000.00 5167.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NDA98 2053-04-01 5.500 5.500 1000.00 956.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NHF52 2053-04-01 6.000 6.000 2001.00 1910.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9HY2 2048-07-01 4.500 4.500 4031.00 810.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9PB3 2048-08-01 5.000 5.000 6000.00 1014.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9TG8 2048-09-01 5.000 5.000 4059.00 694.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9YZ0 2033-10-01 4.000 4.000 1000.00 253.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QABG4 2033-11-01 3.500 3.500 2764.00 441.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QAJG6 2049-01-01 4.500 4.500 6010.00 1455.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDJ96 2050-05-01 3.000 3.000 1000.00 506.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDVS0 2050-06-01 2.000 2.000 5076.00 2658.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDVT8 2050-06-01 2.000 2.000 5049.00 2775.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDW83 2050-06-01 2.000 2.000 11425.00 5324.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFA66 2050-10-01 2.500 2.500 1000.00 579.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFRZ4 2050-11-01 2.000 2.000 27656800.00 16477772.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QGBF3 2050-12-01 2.500 2.500 215560448.00 132030689.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QGBM8 2050-12-01 2.500 2.500 55000.00 27175.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMQ64 2051-11-01 2.500 2.500 100000.00 70469.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMRF3 2051-12-01 2.500 2.500 3584.00 2439.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNQ39 2052-03-01 3.500 3.500 1008.00 753.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPXT9 2052-08-01 4.500 4.500 75000.00 65699.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQLZ6 2052-10-01 5.500 5.500 10000.00 9053.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRUQ4 2053-03-01 5.500 5.500 11558000.00 11210625.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRW74 2053-04-01 5.500 5.500 2048.00 1842.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRXW8 2053-04-01 6.000 6.000 2048.00 1863.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QT2B4 2054-02-01 5.000 5.000 1086630.00 1035526.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTZS1 2054-02-01 4.500 4.500 9109690.00 8319612.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QUUZ7 2054-06-01 6.000 6.000 57184384.00 58228899.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X4RQ1 2034-06-01 3.000 3.000 2028000.00 651818.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X5NP4 2047-03-01 4.500 4.500 117218.00 48953.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X6VX6 2050-03-01 4.000 4.000 24000000.00 5147733.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X9AZ8 2051-01-01 2.500 2.500 100000.00 60008.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFL66 2052-01-01 2.000 2.000 189000.00 127821.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFPS4 2047-02-01 3.000 3.000 1000.00 677.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFQC8 2051-11-01 3.000 3.000 1008.00 725.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFXY2 2047-12-01 3.500 3.500 1000.00 687.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XG6L8 2037-05-01 3.500 3.500 1000.00 613.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGAA7 2043-07-01 3.500 3.500 699990.00 481943.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHAN7 2052-05-01 4.000 4.000 1008.00 849.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJCE1 2052-01-01 2.000 2.000 100000.00 70112.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJTF0 2052-11-01 5.000 5.000 100000.00 81358.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKM31 2052-11-01 4.500 4.500 101971.00 88609.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKPQ7 2053-02-01 5.000 5.000 4785.00 4436.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XL5D6 2053-07-01 6.000 6.000 75000.00 68810.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XM5M4 2053-11-01 6.500 6.500 2095.00 2072.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMDJ2 2045-08-01 4.000 4.000 1024.00 879.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMV86 2052-02-01 2.500 2.500 99232.00 79175.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPR92 2049-09-01 3.500 3.500 15447000.00 13803866.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XTBW0 2050-11-25 2.000 2.000 24620000.00 18503647.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410LQ21 2047-08-01 3.000 3.000 225000.00 54396.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DQ54 2035-07-01 2.500 2.500 127000.00 46195.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EF21 2052-06-01 4.500 4.500 76483.00 62679.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EJ68 2052-10-01 4.500 4.500 2048.00 1743.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAW7 2054-06-01 5.500 5.500 2917700.00 2899645.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GQYL0 2054-01-01 6.500 6.500 1024.00 967.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36176AM30 2041-03-20 4.500 4.500 24928.00 1961.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36176GAQ9 2041-05-20 5.000 5.000 11106.00 231.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36176LU86 2041-06-15 4.000 4.000 10375.00 674.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36176MW90 2041-07-15 4.000 4.000 1304.00 95.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36176RSU7 2041-11-15 4.000 4.000 4153.00 518.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36176W7E5 2042-01-15 3.500 3.500 1000.00 94.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36177J3L1 2042-09-15 3.500 3.500 1000.00 508.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36177UYC2 2042-09-15 3.500 3.500 1050.00 163.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36178NF95 2042-09-15 3.000 3.000 1000.00 87.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179MNG1 2042-09-20 3.000 3.000 1001.00 116.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179MSW1 2042-11-20 3.000 3.000 2927.00 343.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179MSY7 2042-11-20 4.000 4.000 1000.00 92.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179MX21 2043-01-20 2.500 2.500 1141.00 163.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179NBA5 2043-04-20 3.000 3.000 1386.00 167.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179NBB3 2043-04-20 3.500 3.500 1405.00 142.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179NNB0 2043-09-20 4.000 4.000 1169.00 75.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179NQ76 2043-10-20 5.000 5.000 2000.00 112.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179QDX6 2039-05-20 3.000 3.000 1000.00 141.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179RD63 2045-05-20 3.000 3.000 1000.00 105.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179SGL5 2046-07-20 3.500 3.500 3000.00 369.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179SWX1 2047-02-20 3.500 3.500 2016.00 276.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179SYS0 2047-02-20 3.500 3.500 1000.00 129.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179T7K5 2048-08-20 4.000 4.000 1000.00 105.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179TSK2 2048-02-20 5.000 5.000 1000.00 101.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179U3S9 2049-10-20 3.000 3.000 1000.00 77.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179UEB4 2048-10-20 5.000 5.000 1000.00 78.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179UQ39 2049-04-20 3.000 3.000 2000.00 299.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179UV66 2049-07-20 2.500 2.500 1000.00 221.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179UZT2 2049-09-20 3.500 3.500 2000.00 259.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179WNF1 2051-09-20 3.000 3.000 1000.00 639.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YVA9 2054-04-20 7.500 7.500 1000.00 1025.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617FJZ29 2051-06-20 3.000 3.000 1000.00 691.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617FTEH7 2058-02-15 4.950 4.950 1000.00 970.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617JPAP7 2049-03-20 5.000 5.000 1000.00 268.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618A9Z24 2058-06-15 5.200 5.200 1000.00 992.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618F0LY3 2058-10-15 6.000 6.000 1029.00 1068.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618F2YA7 2059-03-15 5.960 5.960 1000.00 1043.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618FH2L5 2058-11-15 6.730 6.730 1000.00 1052.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618FQT28 2054-02-20 7.500 7.500 2000.00 2082.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618FTCM6 2058-10-15 5.620 5.620 1000.00 1025.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GPGW7 2054-02-20 7.000 7.000 1000.00 1046.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GTBU8 2054-02-20 5.000 5.000 1000.00 975.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GU3S9 2054-06-20 6.500 6.500 1000.00 1044.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618H07A9 2054-05-20 7.000 7.000 1000.00 1047.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618H1AR6 2054-06-20 7.000 7.000 2000.00 2047.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618H3MW8 2054-03-20 5.500 5.500 1000.00 996.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618HEUT2 2054-04-20 6.000 6.000 1000.00 1021.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618HG6K3 2054-05-20 5.500 5.500 1020.00 1014.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618HNLE5 2054-06-20 7.500 7.500 1000.00 1030.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36202FDQ6 2040-01-20 4.500 4.500 1021.00 22.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36202FLN4 2040-10-20 4.000 4.000 1000.00 55.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36202FP67 2041-02-20 4.000 4.000 1001.00 59.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36202FQ74 2041-03-20 4.500 4.500 1006.00 45.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36202FSF4 2041-04-20 5.000 5.000 1000.00 37.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3620A2T30 2039-05-15 5.000 5.000 1000.00 37.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3620AMDZ2 2040-06-15 4.500 4.500 1000.00 67.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3620AMMP4 2040-10-15 4.000 4.000 1001.00 142.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3620ARJT9 2040-10-20 4.500 4.500 1000.00 167.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622A22C5 2045-08-15 4.000 4.000 2000.00 345.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622A2CE0 2042-09-15 3.000 3.000 23015.00 3130.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622A2MQ2 2044-12-20 4.250 4.250 1000.00 354.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622A2R38 2046-01-20 3.500 3.500 11570.00 1277.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622A2SJ2 2029-08-15 7.000 7.000 1000.00 106.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622A2SU7 2046-02-20 3.500 3.500 1021.00 113.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AA3L6 2051-03-20 3.000 3.000 2000.00 1151.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AAX74 2051-01-20 2.500 2.500 1011.00 573.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AAYH1 2051-02-20 2.500 2.500 99998000.00 55798491.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AB5W8 2052-07-20 4.500 4.500 1003.00 901.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AB5Y4 2052-09-20 5.000 5.000 1008.00 873.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622ABBX9 2051-07-20 2.500 2.500 1000.00 714.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622ABW57 2052-04-20 3.500 3.500 1000.00 871.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36297GMC1 2039-09-15 5.000 5.000 1006.00 240.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31283H6N0 2035-02-01 6.000 6.000 9815.00 113.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31283LA97 2037-12-01 5.500 5.500 15976.00 927.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31283NB76 2035-01-01 5.000 5.000 22041.00 1087.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31286RC32 2027-05-01 3.000 3.000 13906.00 498.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31286WSL4 2028-02-01 2.500 2.500 18294.00 1429.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31287CAQ5 2030-09-01 2.500 2.500 2842.00 167.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128CUUY0 2032-08-01 3.500 3.500 3024.00 293.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128HJAH9 2025-06-01 7.644 7.644 14537.00 1306.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128KCZC4 2036-07-01 6.000 6.000 12826.00 158.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128M96X5 2044-08-01 4.000 4.000 1684.00 305.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128M9FP2 2040-01-01 5.500 5.500 1001.00 53.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128M9P71 2043-04-01 3.500 3.500 3874.00 796.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128MAAK5 2042-05-01 4.500 4.500 10352.00 1015.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128MD3J0 2028-10-01 3.500 3.500 2000.00 63.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128ME2T7 2031-12-01 3.000 3.000 9494.00 997.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128METJ0 2029-01-01 4.000 4.000 2384.00 66.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128MJYH7 2046-06-01 3.500 3.500 4935.00 619.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128MMYN7 2033-12-01 3.500 3.500 2053.00 199.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 312932BG0 2039-03-01 5.000 5.000 1889588.00 155083.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 312933UE2 2039-06-01 5.000 5.000 2524584.00 111712.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 312940FE4 2040-04-01 5.000 5.000 2346568.00 69857.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 312940R50 2040-05-01 5.000 5.000 695482.00 22805.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3131Y46V1 2026-09-01 3.500 3.500 1006.00 29.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31329JB89 2034-05-01 6.500 6.500 8399.00 154.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A0LP9 2027-06-01 7.500 7.500 5400.00 6.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A0QV1 2029-10-01 7.500 7.500 1668.00 1.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A2JA1 2038-03-01 5.500 5.500 6118.00 42.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A7WH0 2028-11-01 2.500 2.500 1264.00 83.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A7YS4 2029-09-01 3.500 3.500 1000.00 94.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A8H51 2031-01-01 3.500 3.500 3001.00 372.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132AD3V8 2049-02-01 5.000 5.000 2000.00 223.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132ADLA4 2033-01-01 5.500 5.500 11967.00 257.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132AEH41 2049-05-01 4.500 4.500 1000.00 156.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D56W7 2035-12-01 2.500 2.500 1003.00 404.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D6AM2 2036-07-01 2.500 2.500 3000.00 1685.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DMFS9 2049-12-01 3.500 3.500 5502800.00 2894519.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DMPD1 2050-02-01 3.500 3.500 30820895.00 15189615.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DNU27 2052-08-01 4.000 4.000 4096.00 3324.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DP2B3 2052-11-01 5.000 5.000 3015.00 2668.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DPKR8 2051-05-01 2.000 2.000 3000.00 2172.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSS86 2054-02-01 7.000 7.000 2000.00 2064.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132E0FD9 2053-08-01 5.500 5.500 5000.00 4709.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132L6J93 2044-05-01 4.000 4.000 7176.00 1090.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132M5E57 2044-02-01 4.500 4.500 3042.00 606.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132VNNF6 2049-03-01 4.000 4.000 3197.00 631.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132WNGT3 2047-05-01 4.000 4.000 1000.00 433.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132WPRW9 2047-07-01 4.000 4.000 9216.00 2911.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132XY5S2 2048-05-01 4.500 4.500 10056.00 2548.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133AXM58 2051-11-01 3.000 3.000 1246.00 862.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133B03B7 2051-12-01 3.000 3.000 7000.00 4136.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133B1JY8 2051-12-01 2.500 2.500 1000.00 714.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133B4E84 2052-02-01 3.000 3.000 3072.00 2200.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BKAM1 2052-08-01 5.000 5.000 4072.00 3530.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KJ7D8 2050-09-01 3.500 3.500 31071.00 14144.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KPGL6 2052-05-01 4.500 4.500 1000.00 828.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WDS78 2054-06-01 6.000 6.000 1019.00 1022.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WEG79 2054-06-01 6.000 6.000 1000.00 1018.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31368HML4 2035-11-01 5.500 5.500 2007.00 24.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371KA50 2031-07-01 7.000 7.000 2012.00 9.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371MNB9 2025-12-01 5.000 5.000 3027.00 7.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371NSV8 2028-03-01 5.000 5.000 3044.00 16.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31385JJC3 2032-07-01 6.500 6.500 3213.00 6.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31388KT77 2031-11-01 7.000 7.000 1000.00 9.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31389K5S6 2032-02-01 6.500 6.500 3010.00 42.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31389UHE2 2032-03-01 7.000 7.000 2000.00 14.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138A5YJ5 2041-02-01 4.500 4.500 3024.00 205.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138AFVL1 2040-11-01 5.000 5.000 2000.00 147.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ANZG1 2041-08-01 4.500 4.500 2565.00 191.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138APDG0 2042-04-01 4.000 4.000 5000.00 1280.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138AVAR6 2041-11-01 4.000 4.000 1004.00 85.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138E6VD5 2042-02-01 4.000 4.000 3000.00 413.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EALE5 2042-03-01 5.000 5.000 2000.00 218.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ECER0 2042-02-01 4.500 4.500 2004.00 277.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EJX29 2042-02-01 4.000 4.000 2008.00 158.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EKZF5 2028-04-01 3.500 3.500 1000.00 49.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ENQC6 2029-10-01 3.500 3.500 55001.00 4804.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ENWX3 2044-11-01 3.500 3.500 2000.00 343.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EPA20 2036-12-01 6.500 6.500 3000.00 248.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ERCG3 2046-07-01 3.500 3.500 1010.00 189.45 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0525 350000000.00 350000000.00 0.0030 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL 5.3300 BYM4S6AB4 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136ARQV3 2046-03-25 0.700 0.700 75000000.00 1225840.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136AX5D3 2047-10-25 0.750 0.750 117305846.00 2603744.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities NQQ6HPCNCCU6TUTQYE16 3136B6XT5 2031-02-25 0.360 0.360 51941009.00 461168.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BCK33 2050-02-25 2.500 2.500 15344200.00 1582085.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BDWU8 2051-01-25 3.000 3.000 10000000.00 1073984.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BFEA7 2051-03-25 2.500 2.500 65649200.00 7812470.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BGB75 2051-09-25 4.000 4.000 36385752.00 4995081.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BJNN1 2051-10-25 2.500 2.500 40187600.00 3318047.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BJU78 2051-11-25 3.000 3.000 52605499.00 6153842.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BKRU8 2050-04-25 3.000 3.000 42725390.00 5196804.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BNZ25 2052-09-25 0.000 0.000 310000000.00 11547437.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BR5K9 2054-06-25 1.664 1.664 250000000.00 16729708.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BRMX2 2054-03-25 6.500 6.500 29508844.00 6282912.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3136BSEA9 2054-01-25 1.664 1.664 57048000.00 3803721.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137F63T2 2050-11-25 2.000 2.000 17125000.00 1605055.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137F9WG2 2051-02-25 0.000 0.000 173779557.00 2402361.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FFME4 2051-03-25 3.000 3.000 14000000.00 1529902.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FNHU7 2049-09-25 0.600 0.600 67482958.00 2825916.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FPXG5 2049-11-25 0.600 0.600 61023860.00 1644649.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FPYZ2 2049-11-25 0.550 0.550 13000000.00 572258.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FPZ32 2049-11-25 0.550 0.550 10000000.00 506410.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FURL0 2050-06-25 3.000 3.000 17186251.00 1817420.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FUZ64 2050-07-25 3.500 3.500 17087913.00 1547214.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3137FV3C4 2043-03-15 0.752 0.752 18925757.00 624369.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FVFL1 2048-05-25 5.000 5.000 19466144.00 965191.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FXUX4 2048-11-25 4.000 4.000 9300000.00 1133912.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137FYR32 2041-04-25 3.500 3.500 13000000.00 878859.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 3137H0QK7 2047-06-15 0.552 0.552 62164503.00 3429494.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137H24K7 2050-12-25 4.500 4.500 6690069.00 891200.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137H26C3 2051-09-25 3.000 3.000 11250000.00 1266202.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137H33L4 2051-10-25 3.500 3.500 28133197.00 3528180.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137H8W98 2052-09-25 0.000 0.000 200000000.00 7440577.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3137HDCS7 2054-06-25 1.014 1.014 81760575.00 3523612.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 31423YVJ5 2051-03-01 2.000 2.000 100000000.00 12095190.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3142G6GA8 2053-04-25 3.500 3.500 43010440.00 8409623.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips NQQ6HPCNCCU6TUTQYE16 3142G6GE0 2053-07-25 4.000 4.000 74770755.00 15969223.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38375UWX4 2066-04-20 2.588 2.588 13000000.00 218431.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38376RCD6 2065-06-20 2.150 2.150 55114850.00 211466.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38380L2C6 2069-12-20 2.370 2.370 15068715.00 373439.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38380MC25 2061-01-16 0.894 0.894 356030459.00 3483153.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38380MUL3 2060-02-16 0.601 0.601 75015040.00 1314403.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38380Q2P6 2071-05-20 0.105 0.105 88848094.00 2073592.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38380Q3P5 2071-06-20 0.287 0.287 87526905.00 1761734.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38380YYA7 2044-10-20 5.000 5.000 6129737.00 350539.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38381YVS0 2049-09-20 0.646 0.646 27990000.00 865059.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382AJ55 2069-11-20 0.022 0.022 72500000.00 2400593.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382DUD9 2050-03-20 0.546 0.546 14208633.00 592733.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382LXL0 2050-12-20 5.000 5.000 97454478.00 7367872.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382QE22 2051-05-20 3.500 3.500 36469061.00 4876052.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382QS35 2051-05-20 0.000 0.000 148687743.00 536514.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382QWJ5 2051-05-20 0.000 0.000 100000000.00 258297.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382QZK9 2051-05-20 3.000 3.000 64301975.00 5532296.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382RE53 2051-04-20 0.846 0.846 106911758.00 4778305.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382RF60 2051-04-20 4.000 4.000 45331651.00 5558712.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382RKM9 2051-04-20 0.000 0.000 50000000.00 137862.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382TAK0 2051-05-20 3.000 3.000 95687500.00 8200636.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382TAT1 2051-05-20 3.000 3.000 67984834.00 5845356.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382UY88 2051-07-20 3.000 3.000 121122886.00 14743631.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382VMZ9 2051-07-16 4.250 4.250 25500000.00 2416928.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382Y2J1 2073-03-20 0.814 0.814 129750000.00 9528062.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YAE3 2071-07-20 0.013 0.013 74679076.00 1488459.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YG31 2072-12-20 0.318 0.318 168075681.00 6107963.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YNW9 2072-03-20 0.657 0.657 134814450.00 6718835.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YQV8 2072-03-20 0.343 0.343 75045191.00 2018169.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YRA3 2072-04-20 0.608 0.608 154875473.00 7948692.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YSU8 2072-05-20 0.401 0.401 31000000.00 1338767.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YWL3 2072-07-20 0.506 0.506 98628823.00 5250966.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YXV0 2072-08-20 0.632 0.632 35000000.00 1971250.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YXW8 2072-09-20 0.626 0.626 146296155.00 8632426.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YZ55 2073-03-20 0.770 0.770 56000000.00 3843301.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38382YZF3 2072-09-20 0.789 0.789 82279844.00 5757318.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383ABV5 2051-09-20 2.500 2.500 44820000.00 3815343.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383CHL7 2051-10-20 2.500 2.500 38196774.00 3633776.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383D7B8 2051-12-20 3.000 3.000 53678754.00 5846740.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383DEN4 2051-10-20 3.000 3.000 20579689.00 2461292.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383GPL9 2052-01-20 3.000 3.000 50009249.00 5218284.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383GYU9 2052-01-20 0.000 0.000 50000000.00 753593.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383HKM0 2052-12-20 0.937 0.937 50013993.00 2190166.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383MFB9 2052-02-20 3.500 3.500 78305479.00 27015535.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383MUG1 2051-09-20 3.500 3.500 40000000.00 21803947.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383P2F7 2052-04-20 4.000 4.000 30000000.00 20385696.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383PGW5 2052-03-20 3.500 3.500 26100000.00 21108268.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383PMY4 2052-03-20 0.000 0.000 85000000.00 1236312.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383R4Q7 2052-05-20 0.000 0.000 100000000.00 1738318.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383TMX8 2052-06-20 0.787 0.787 20743500.00 1424857.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383TNP4 2050-10-20 2.500 2.500 38352844.00 4424651.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383UNJ5 2052-07-20 0.667 0.667 166599255.00 10315097.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383VGA0 2053-01-20 0.867 0.867 44444445.00 3248464.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383VM39 2053-02-20 0.967 0.967 48016843.00 2514598.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383VM88 2053-02-20 0.417 0.417 42550629.00 2510942.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383WQX7 2053-03-20 0.317 0.317 82502396.00 2292270.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383XGA6 2053-03-20 0.267 0.267 160517333.00 5505328.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383XGB4 2053-03-20 0.297 0.297 83400000.00 1883976.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383XP40 2053-04-20 0.000 0.000 50000000.00 1071015.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383XPU2 2053-04-20 0.267 0.267 250000000.00 7940568.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38383XTQ7 2053-04-20 0.867 0.867 31999734.00 2712245.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384AEJ8 2053-05-20 0.217 0.217 100000000.00 2191694.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384CE96 2053-08-20 0.617 0.617 75000000.00 2889610.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384CHU6 2053-08-20 1.367 1.367 80000000.00 2654203.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384DUH8 2053-09-20 5.500 5.500 25581661.00 26469671.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384DVC8 2053-09-20 5.000 5.000 29996197.00 29732850.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384DWU7 2053-10-20 0.067 0.067 100000000.00 1752560.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384EB87 2063-09-20 1.117 1.117 153709668.00 7722453.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384EJX4 2053-09-20 0.367 0.367 100000000.00 2974236.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384EJY2 2053-09-20 0.367 0.367 100000000.00 2974236.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384ENF8 2053-09-20 0.667 0.667 100000000.00 3402439.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384EYT6 2053-09-20 0.367 0.367 100000000.00 2974236.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384GBW9 2053-11-20 1.567 1.567 75000000.00 3138138.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation NQQ6HPCNCCU6TUTQYE16 38384HCZ9 2053-12-20 1.717 1.717 60000000.00 4031332.05 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 500000000.00 500000000.00 0.0042 N Y Y N - N/A - BANK OF MONTREAL BANK OF MONTREAL 5.3200 BYM4S67B8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912796ZV4 2024-12-26 0.000 0.000 100.00 97.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797JR9 2025-01-23 0.000 0.000 6500.00 6317.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KN6 2024-07-09 0.000 0.000 90000.00 89895.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KQ9 2024-07-23 0.000 0.000 6740000.00 6718351.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KZ9 2024-08-27 0.000 0.000 427100.00 423551.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LC9 2024-11-07 0.000 0.000 90000.00 88333.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LN5 2025-06-12 0.000 0.000 1050600.00 1001581.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LT2 2024-10-15 0.000 0.000 48639500.00 47893710.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FR4 2025-01-15 2.375 2.375 15870000.00 26428857.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QA9 2039-02-15 3.500 3.500 531200.00 486551.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QZ4 2043-02-15 3.125 3.125 11659100.00 9624366.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RM2 2045-05-15 3.000 3.000 6007500.00 4718638.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RS9 2046-05-15 2.500 2.500 49999900.00 35524535.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SA7 2048-02-15 3.000 3.000 5307100.00 4125728.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SE9 2048-11-15 3.375 3.375 3800000.00 3123339.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TB4 2051-11-15 1.875 1.875 2585200.00 1519469.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TV0 2053-11-15 4.750 4.750 62434500.00 65397850.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TX6 2054-02-15 4.250 4.250 464900.00 453428.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283F5 2027-11-15 2.250 2.250 543100.00 506883.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285M8 2028-11-15 3.125 3.125 6451800.00 6153426.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285N6 2025-11-30 2.875 2.875 3600000.00 3507107.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286A3 2026-01-31 2.625 2.625 10377300.00 10133757.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286F2 2026-02-28 2.500 2.500 4584400.00 4450990.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828H45 2025-01-15 0.250 0.250 23064000.00 29925587.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828R36 2026-05-15 1.625 1.625 10000.00 9460.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828U24 2026-11-15 2.000 2.000 2631000.00 2482399.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828V98 2027-02-15 2.250 2.250 361800.00 344148.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YH7 2024-09-30 1.500 1.500 9425700.00 9369546.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Z37 2030-01-15 0.125 0.125 926100.00 1016801.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZQ6 2030-05-15 0.625 0.625 100.00 80.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZT0 2025-05-31 0.250 0.250 9432500.00 9023009.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAB7 2025-07-31 0.250 0.250 538600.00 512132.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAL5 2027-09-30 0.375 0.375 12498900.00 10975032.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAT8 2025-10-31 0.250 0.250 809200.00 760749.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBC4 2025-12-31 0.375 0.375 16961100.00 15891539.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBW0 2026-04-30 0.750 0.750 776600.00 723280.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCH2 2028-06-30 1.250 1.250 519900.00 463452.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCJ8 2026-06-30 0.875 0.875 9880200.00 9208987.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCT6 2024-08-15 0.375 0.375 100.00 99.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCW9 2026-08-31 0.750 0.750 1292800.00 1192471.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDG3 2026-10-31 1.125 1.125 2098400.00 1940498.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDN8 2024-12-15 1.000 1.000 37000.00 36298.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEC1 2027-02-28 1.875 1.875 68000.00 63860.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEH0 2025-04-15 2.625 2.625 158900.00 156607.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEP2 2032-05-15 2.875 2.875 1747500.00 1583473.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEW7 2027-06-30 3.250 3.250 1390000.00 1363869.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFM8 2027-09-30 4.125 4.125 6950000.00 6945327.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFP1 2025-10-15 4.250 4.250 11294400.00 11286040.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFQ9 2024-10-31 4.375 4.375 1297800.00 1302420.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFU0 2027-10-31 4.125 4.125 32336200.00 32203603.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGA3 2025-12-15 4.000 4.000 200.00 197.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGE5 2026-01-15 3.875 3.875 761000.00 763043.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGT2 2028-03-31 3.625 3.625 84900.00 83314.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGU9 2025-03-31 3.875 3.875 9290900.00 9287637.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHC8 2033-05-15 3.375 3.375 200.00 186.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHE4 2028-05-31 3.625 3.625 1069500.00 1042635.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHH7 2026-06-15 4.125 4.125 13998500.00 13860337.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHR5 2030-07-31 4.000 4.000 600100.00 599150.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHU8 2026-08-15 4.375 4.375 31410500.00 31716242.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHV6 2025-08-31 5.000 5.000 29159100.00 29611163.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHX2 2028-08-31 4.375 4.375 23841100.00 24166228.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJJ1 2033-11-15 4.500 4.500 586500.00 596638.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJK8 2026-11-15 4.625 4.625 200.00 201.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJN2 2028-11-30 4.375 4.375 858300.00 861624.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJQ5 2030-12-31 3.750 3.750 422800.00 416769.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJR3 2028-12-31 3.750 3.750 101400.00 100764.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJT9 2027-01-15 4.000 4.000 11585100.00 11629793.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJW2 2029-01-31 4.000 4.000 6000.00 6010.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKC4 2031-02-28 4.250 4.250 1608900.00 1623677.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKK6 2026-04-30 4.875 4.875 398900.00 402700.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKP5 2029-04-30 4.625 4.625 1097200.00 1118587.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKR1 2027-05-15 4.500 4.500 300.00 301.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKS9 2026-05-31 4.875 4.875 412200.00 414652.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKV2 2027-06-15 4.625 4.625 538000.00 540652.21 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 500000000.00 500000000.00 0.0042 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 5.3200 BYM4S6702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912796Y52 2024-07-05 0.000 0.000 220696.00 220470.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797GW1 2024-10-03 0.000 0.000 3360000.00 3313033.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797HE0 2024-10-31 0.000 0.000 7196.00 7066.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797JS7 2024-07-18 0.000 0.000 2226.00 2219.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KD8 2024-08-29 0.000 0.000 798.00 790.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KH9 2024-07-02 0.000 0.000 625366.00 625003.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KN6 2024-07-09 0.000 0.000 691600.00 690493.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KP1 2024-07-16 0.000 0.000 44660.00 44542.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KQ9 2024-07-23 0.000 0.000 9926.00 9889.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KT3 2024-10-10 0.000 0.000 99820.00 98315.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KW6 2024-08-06 0.000 0.000 72100.00 71691.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LA3 2024-09-03 0.000 0.000 33586.00 33258.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LC9 2024-11-07 0.000 0.000 1721454.00 1688880.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LD7 2024-11-14 0.000 0.000 754264.00 739234.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LQ8 2024-12-19 0.000 0.000 14.00 13.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ES3 2024-11-15 7.500 7.500 140000.00 142575.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EZ7 2027-02-15 6.625 6.625 300608.00 324520.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FA1 2027-08-15 6.375 6.375 700000.00 755585.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FE3 2028-08-15 5.500 5.500 139300.00 148492.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FF0 2028-11-15 5.250 5.250 56.00 58.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FJ2 2029-08-15 6.125 6.125 56.00 61.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FM5 2030-05-15 6.250 6.250 70084.00 77586.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PZ5 2029-01-15 2.500 2.500 66038.00 99216.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QC5 2039-08-15 4.500 4.500 4344354.00 4482273.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QF8 2040-02-15 2.125 2.125 2583434.00 3783034.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QK7 2040-08-15 3.875 3.875 14.00 13.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QP6 2041-02-15 2.125 2.125 113400.00 164230.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QT8 2041-11-15 3.125 3.125 14.00 11.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QV3 2042-02-15 0.750 0.750 1048600.00 1158192.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QX9 2042-08-15 2.750 2.750 2790228.00 2202638.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RA8 2043-02-15 0.625 0.625 672280.00 702064.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RC4 2043-08-15 3.625 3.625 1383788.00 1237175.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RH3 2044-08-15 3.125 3.125 1260.00 1035.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RL4 2045-02-15 0.750 0.750 14.00 14.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RR1 2046-02-15 1.000 1.000 597800.00 631381.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RS9 2046-05-15 2.500 2.500 39172.00 28097.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RT7 2046-08-15 2.250 2.250 67802.00 46510.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SB5 2048-02-15 1.000 1.000 372400.00 371639.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SC3 2048-05-15 3.125 3.125 14060060.00 11172593.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SF6 2049-02-15 3.000 3.000 14.00 10.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SM1 2050-02-15 0.250 0.250 541744.00 413537.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SQ2 2040-08-15 1.125 1.125 3195542.00 1987267.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ST6 2040-11-15 1.375 1.375 138544.00 88898.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SV1 2051-02-15 0.125 0.125 14.00 10.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SZ2 2051-08-15 2.000 2.000 13594.00 8437.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TH1 2042-05-15 3.250 3.250 2857820.00 2419933.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TY4 2054-02-15 2.125 2.125 14237454.00 14575712.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TZ1 2044-02-15 4.500 4.500 8730792.00 8823564.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282N9 2024-07-31 2.125 2.125 22554.00 22683.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282R0 2027-08-15 2.250 2.250 7899360.00 7449443.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283D0 2024-10-31 2.250 2.250 28.00 27.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283R9 2028-01-15 0.500 0.500 1120000.00 1343523.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284F4 2025-03-31 2.625 2.625 27594.00 27247.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285N6 2025-11-30 2.875 2.875 24808.00 24164.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128287B0 2026-06-30 1.875 1.875 134358.00 128330.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828N71 2026-01-15 0.625 0.625 743596.00 951079.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828V98 2027-02-15 2.250 2.250 14.00 13.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YL8 2024-10-15 0.125 0.125 7000000.00 8465665.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YS3 2029-11-15 1.750 1.750 14.00 12.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YX2 2026-12-31 1.750 1.750 8400.00 7913.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZB9 2027-02-28 1.125 1.125 134078.00 123097.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZC7 2025-02-28 1.125 1.125 227220.00 221909.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZE3 2027-03-31 0.625 0.625 660030.00 594787.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZJ2 2025-04-15 0.125 0.125 14420000.00 17015765.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZL7 2025-04-30 0.375 0.375 534926.00 514332.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZS2 2027-05-31 0.500 0.500 14.00 12.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZV5 2027-06-30 0.500 0.500 909720.00 810640.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAB7 2025-07-31 0.250 0.250 3556.00 3379.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAU5 2027-10-31 0.500 0.500 14.00 12.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBH3 2026-01-31 0.375 0.375 17236800.00 16083468.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBJ9 2028-01-31 0.750 0.750 6860.00 6049.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBQ3 2026-02-28 0.500 0.500 4121460.00 3843073.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBT7 2026-03-31 0.750 0.750 7005096.00 6543521.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCB5 2031-05-15 1.625 1.625 540372.00 456316.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCL3 2024-07-15 0.375 0.375 15834.00 15824.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCM1 2031-07-15 0.125 0.125 12455856.00 12842779.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDQ1 2026-12-31 1.250 1.250 18760140.00 17411254.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDX6 2032-01-15 0.125 0.125 14.00 13.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDY4 2032-02-15 1.875 1.875 14.00 11.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDZ1 2025-02-15 1.500 1.500 1072680.00 1053304.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEE7 2029-03-31 2.375 2.375 42.00 38.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEP2 2032-05-15 2.875 2.875 73970946.00 67229788.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEQ0 2025-05-15 2.750 2.750 16814.00 16520.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CET4 2027-05-31 2.625 2.625 849576.00 807624.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFA4 2024-07-31 3.000 3.000 98000.00 98985.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFE6 2025-08-15 3.125 3.125 33600.00 33279.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFJ5 2029-08-31 3.125 3.125 12096.00 11554.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFN6 2024-09-30 4.250 4.250 14.00 14.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFR7 2027-10-15 1.625 1.625 87640.00 91490.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFT3 2029-10-31 4.000 4.000 142016.00 140796.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFW6 2025-11-15 4.500 4.500 9506.00 9498.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGA3 2025-12-15 4.000 4.000 5342526.00 5280738.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGB1 2029-12-31 3.875 3.875 7145544.00 7129767.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGL9 2026-02-15 4.000 4.000 1019102.00 1020326.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGM7 2033-02-15 3.500 3.500 12117854.00 11577223.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHD6 2025-05-31 4.250 4.250 36204.00 36015.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHE4 2028-05-31 3.625 3.625 140.00 136.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 10881360.00 10764221.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJL6 2025-11-30 4.875 4.875 3491796.00 3500733.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJP7 2026-12-15 4.375 4.375 15227380.00 15168967.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJQ5 2030-12-31 3.750 3.750 73696.00 72791.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJX0 2031-01-31 4.000 4.000 10367840.00 10362693.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKL4 2029-04-15 2.125 2.125 15567160.00 15866282.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKM2 2026-04-30 5.455 5.455 51786.00 52237.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKP5 2029-04-30 4.625 4.625 65871638.00 67229587.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKQ3 2034-05-15 4.375 4.375 14167020.00 14338497.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKR1 2027-05-15 4.500 4.500 32112990.00 32261687.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKT7 2029-05-31 4.500 4.500 6064520.00 6137492.08 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 420000000.00 420000000.00 0.0036 N Y Y N - N/A - BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 5.3300 BYM4S6785 L3I9ZG2KFGXZ61BMYR72 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 91282CEE7 2029-03-31 2.375 2.375 12392200.00 11425921.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 91282CHT1 2033-08-15 3.875 3.875 84637300.00 83116800.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 91282CJA0 2028-09-30 4.625 4.625 119471900.00 121989481.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3132DVMM4 2053-06-01 5.000 5.000 71273083.00 64926636.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3133AQFR3 2051-08-01 2.500 2.500 84094000.00 48742640.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3133CHZ40 2053-11-01 6.500 6.500 31526240.00 30953798.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3133KPRA8 2052-07-01 5.000 5.000 53622637.00 41876627.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3133KQQT6 2053-02-01 6.500 6.500 30003651.00 23398104.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3133KR5V2 2053-09-01 6.000 6.000 20724491.00 18424387.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140E1PA5 2045-09-01 4.000 4.000 11014740.00 2126076.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140J9S44 2048-12-01 4.500 4.500 31220736.00 6988187.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140KDKX7 2050-05-01 2.500 2.500 1255000.00 524846.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140QA3E8 2049-05-01 4.000 4.000 13614523.00 2647488.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140QEBR2 2050-07-01 2.500 2.500 628057.00 283721.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140QEWY4 2050-09-01 2.500 2.500 2499000.00 1373987.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140QFH44 2050-10-01 2.000 2.000 15925710.00 9373989.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140QLCL8 2051-07-01 2.500 2.500 1100.00 727.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140QLZ41 2051-09-01 2.500 2.500 9065262.00 6096276.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140QTET2 2053-10-01 6.500 6.500 38868381.00 35955838.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities L3I9ZG2KFGXZ61BMYR72 3140XQB97 2054-06-01 6.000 6.000 1000.00 1024.45 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 500000000.00 500000000.00 0.0042 N Y Y N - N/A - BNP PARIBAS BNP PARIBAS 5.2800 BYM4SAFK0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 91282CCM1 2031-07-15 0.125 0.125 43356000.00 44702791.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDX6 2032-01-15 0.125 0.125 100.00 98.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGM7 2033-02-15 3.500 3.500 166735000.00 159296220.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHC8 2033-05-15 3.375 3.375 1000.00 936.22 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0528 200000000.00 200000000.00 0.0017 N Y Y N - N/A - BNP PARIBAS BNP PARIBAS 5.3200 BYM4S6A16 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912803DK6 2040-02-15 0.000 0.000 452800.00 231163.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810FR4 2025-01-15 2.375 2.375 200.00 333.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 9128286S4 2026-04-30 2.375 2.375 4999900.00 4807372.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 9128286X3 2026-05-31 2.125 2.125 15000.00 14303.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912828Z37 2030-01-15 0.125 0.125 61138000.00 67147634.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912828ZE3 2027-03-31 0.625 0.625 226705700.00 204296478.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CFE6 2025-08-15 3.125 3.125 80191900.00 79427440.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CGN5 2025-02-28 4.625 4.625 12760000.00 12900251.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CHB0 2026-05-15 3.625 3.625 100.00 98.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CKE0 2027-03-15 4.250 4.250 140536000.00 141174927.06 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 500000000.00 500000000.00 0.0042 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC 5.2500 BYM4SAFH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912803BV4 2028-11-15 0.000 0.000 19118000.00 15852894.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803DY6 2042-08-15 0.000 0.000 1040000.00 458437.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828WU0 2024-07-15 0.125 0.125 30328000.00 39999626.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YY0 2024-12-31 1.750 1.750 40372000.00 39999925.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDY4 2032-02-15 1.875 1.875 31326900.00 26642352.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJB8 2025-09-30 5.000 5.000 39532100.00 39999980.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKN0 2031-04-30 4.625 4.625 38937600.00 39998847.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833QB9 2027-11-15 0.000 0.000 46431916.06 39998634.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834SZ2 2047-11-15 0.000 0.000 35928596.46 12049301.53 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0525 250000000.00 250000000.00 0.0021 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC 5.3300 BYM4S6975 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C0NH1 2053-04-01 5.500 5.500 1307822.00 1102184.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C42E3 2053-06-01 5.500 5.500 4498880.00 4437411.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C9HT3 2053-08-01 6.000 6.000 3495930.00 3222517.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C9KN2 2053-08-01 5.500 5.500 6070352.00 5426616.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CDN26 2053-09-01 5.500 5.500 1360554.00 1108831.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CEQU9 2053-10-01 6.500 6.500 4909128.00 4348709.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CGVW4 2053-11-01 6.000 6.000 3710616.00 3738843.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CM5P5 2054-01-01 6.000 6.000 1322620.00 1254032.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133D4K93 2041-12-01 2.000 2.000 5108000.00 3643311.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133JLWM7 2051-05-01 2.000 2.000 25000000.00 16495391.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133L8JH9 2036-06-01 1.500 1.500 100000.00 58502.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WBRR9 2054-05-01 6.500 6.500 1529928.00 1593811.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WDWV0 2054-05-01 6.000 6.000 2611748.00 2644002.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31362JUN3 2028-06-01 4.451 4.451 6397950.00 2512.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A5AU0 2042-04-25 1.050 1.050 36642816.00 547776.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A9FD5 2042-10-25 1.150 1.150 62644160.00 841672.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136ASUH7 2046-06-25 0.550 0.550 21263648.00 520776.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136AT2D5 2046-10-25 0.650 0.650 37262912.00 648753.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136B1PT5 2048-04-25 0.750 0.750 20327840.00 530729.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136B4WB0 2049-06-25 0.600 0.600 31982688.00 791809.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136B9LQ8 2047-01-25 3.500 3.500 14346336.00 932963.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BGNK3 2050-11-25 3.000 3.000 107041664.00 12506168.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BLK90 2052-02-25 3.000 3.000 84447616.00 7410558.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BNS49 2052-08-25 0.000 0.000 96096384.00 3435190.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BNY34 2052-04-25 3.500 3.500 47482368.00 4493576.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BPDE8 2052-10-25 0.000 0.000 12500000.00 476343.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BPFN6 2052-10-25 0.000 0.000 100000000.00 3234459.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BQEC9 2049-10-25 4.000 4.000 45844416.00 9069987.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BQNJ4 2053-11-25 0.814 0.814 37500000.00 1994131.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BR3F2 2054-06-25 0.514 0.514 62844000.00 2199565.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BRH91 2050-05-25 2.000 2.000 20985632.00 2099177.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BRP27 2054-05-25 1.682 1.682 9143000.00 685519.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137AU6G9 2040-01-15 1.202 1.202 51150848.00 14927.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137BBR85 2054-06-15 0.552 0.552 66018944.00 1046178.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137F7PY5 2050-04-25 2.000 2.000 14400000.00 1136395.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137F9T92 2048-04-25 4.000 4.000 22131712.00 1953536.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137F9WE7 2051-02-25 2.000 2.000 97048640.00 9100732.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137FE6C9 2048-02-15 0.752 0.752 53650944.00 1003479.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137FJBM0 2044-04-15 0.552 0.552 46303120.00 1102802.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137FNR44 2049-09-25 0.650 0.650 44937536.00 1188028.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137FWJ35 2046-09-25 2.796 2.796 6475000.00 828314.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H3PX4 2049-06-25 3.500 3.500 120208000.00 13852607.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H4HE3 2049-02-25 3.000 3.000 11833328.00 1073958.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H5EU7 2052-02-25 0.000 0.000 72897408.00 549101.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H6PY5 2050-01-25 4.000 4.000 22467552.00 2715545.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H7S20 2052-06-25 0.000 0.000 50000000.00 453801.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H8RQ6 2052-08-25 0.024 0.024 84406500.00 3597586.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H94S5 2052-10-25 0.000 0.000 76948000.00 2088545.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H9A33 2052-10-25 0.000 0.000 82672000.00 2193216.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H9AH2 2052-09-25 0.000 0.000 84743808.00 2847028.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H9FT1 2052-11-25 0.000 0.000 170645504.00 4229537.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HATT3 2053-11-25 0.714 0.714 125000000.00 4961129.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HAUL8 2051-10-25 2.500 2.500 61457344.00 6880068.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HAVX1 2053-11-25 0.000 0.000 9457776.00 6963348.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HAWA0 2053-11-25 0.000 0.000 6557672.00 4774496.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HCZG0 2054-06-25 6.000 6.000 2081240.00 432725.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EMUE9 2043-06-01 3.000 3.000 350000.00 81093.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ENXH7 2044-11-01 3.500 3.500 250000.00 39188.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WE4G1 2030-07-01 2.500 2.500 40000.00 5255.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WHFF4 2046-06-01 3.000 3.000 19082.00 5802.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138Y2D67 2044-09-01 4.500 4.500 1632288.00 325701.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138YL2P5 2045-04-01 3.500 3.500 5077000.00 880163.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31396W3M6 2037-08-25 1.100 1.100 75000000.00 85818.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31397T7F3 2037-03-15 0.282 0.282 83500000.00 233130.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31409UVJ1 2036-05-01 5.500 5.500 10000000.00 32962.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A06C8 2053-09-01 5.500 5.500 531669.00 495848.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A85L2 2039-01-01 5.500 5.500 64749.00 50878.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEAH2 2054-05-01 5.000 5.000 1015564.00 989615.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEWX3 2054-05-01 6.000 6.000 6207560.00 6281324.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGMV3 2054-07-01 7.000 7.000 3695856.00 3861360.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140E75F3 2030-12-01 3.000 3.000 22560.00 2382.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140GTR69 2027-06-01 3.000 3.000 5111910.00 335622.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HTQS1 2039-04-01 3.609 3.609 134473.00 117073.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAEL8 2048-11-01 5.000 5.000 600000.00 146736.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JR4X6 2049-06-01 3.500 3.500 1000.00 262.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JY3H7 2050-04-01 3.000 3.000 9065248.00 3176447.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K42N9 2034-12-01 2.500 2.500 8626480.00 2167255.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K7MY6 2050-02-01 3.000 3.000 1432436.00 364192.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LDZS1 2051-10-01 2.435 2.435 15458300.00 9972848.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M56W0 2054-03-01 7.000 7.000 2390196.00 2478473.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M6DC4 2054-05-01 6.000 6.000 1303238.00 1293089.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MF4X8 2052-07-01 6.000 6.000 8848672.00 6464118.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MJCL7 2052-04-01 3.500 3.500 2840000.00 2152598.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MPRV5 2052-04-01 4.000 4.000 200000.00 142148.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NM2V8 2053-06-01 6.500 6.500 2860640.00 2794386.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q7D53 2047-08-01 4.000 4.000 125000.00 28671.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKZA9 2051-06-01 3.000 3.000 9804000.00 6112184.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQLA1 2052-10-01 4.500 4.500 105630.00 92727.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X7WN5 2050-09-01 2.000 2.000 100000.00 55018.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XCP51 2044-11-01 5.000 5.000 27415.00 16065.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XCRT7 2051-09-01 1.500 1.500 100000.00 64460.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHRT6 2050-10-01 3.500 3.500 4030000.00 2895693.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHWE3 2052-07-01 4.000 4.000 25250000.00 20121555.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJFP3 2042-08-01 3.500 3.500 200000.00 162605.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNTL8 2052-04-01 1.500 1.500 1022622.00 757640.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNVQ4 2053-12-01 7.000 7.000 23108800.00 23169844.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XQAS6 2052-09-01 4.000 4.000 33729536.00 31185437.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YXE98 2054-05-01 5.500 5.500 1501190.00 1494274.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418C4B7 2033-11-01 3.500 3.500 134000.00 12701.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CRC0 2047-11-01 3.500 3.500 153999.00 22204.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DAL6 2034-03-01 3.500 3.500 23000.00 2181.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DC91 2034-07-01 3.000 3.000 222000.00 28157.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DNQ1 2050-04-01 4.500 4.500 57233.00 8285.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E5Q9 2054-05-01 6.000 6.000 40927296.00 40557901.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EPD6 2053-02-01 5.500 5.500 810939.00 713604.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GQTA0 2053-12-01 7.500 7.500 8350128.00 8455906.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 36179TSF3 2048-02-20 3.000 3.000 33163072.00 5175470.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 3617X4P72 2051-10-20 2.500 2.500 14080816.00 9944220.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 3617XLGY5 2051-12-20 3.500 3.500 4238848.00 3367872.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 36189UE48 2046-01-20 3.500 3.500 1240602.00 259463.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 36194WB65 2046-09-20 3.000 3.000 7488640.00 2338807.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38373M5W6 2051-03-16 1.449 1.449 161480704.00 234.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38373M5Y2 2051-03-16 1.450 1.450 295698432.00 429.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38373MVE7 2045-11-16 0.125 0.125 411041792.00 509.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38374FNT7 2034-02-20 1.765 1.765 129998848.00 80843.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375B2N1 2063-05-20 1.980 1.980 22631456.00 124895.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375BAA0 2060-02-20 2.360 2.360 12814960.00 172204.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375BCR1 2060-07-20 1.468 1.468 50003968.00 1971.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375BFT4 2060-08-20 2.689 2.689 4194304.00 121.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375GQR5 2042-07-20 1.146 1.146 15303440.00 335454.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375UK82 2067-09-20 1.763 1.763 45196992.00 684519.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375USV3 2065-01-20 1.568 1.568 16103000.00 110613.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375UXU9 2066-11-20 1.863 1.863 52452352.00 526706.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38375YEY4 2038-09-20 0.546 0.546 71393280.00 22269.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376KDQ1 2039-10-16 0.000 0.000 99614630.00 302.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376RAY2 2065-05-20 1.656 1.656 10094000.00 111287.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376RE85 2066-11-20 0.753 0.753 32474000.00 557555.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376RTH9 2066-04-20 1.297 1.297 1291000.00 22296.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376RWP7 2066-06-20 1.161 1.161 12074000.00 171678.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376RXW1 2066-08-20 1.662 1.662 14620000.00 119898.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376VFR3 2040-02-20 0.696 0.696 366564864.00 1276165.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376YH46 2038-06-16 7.000 7.000 14641424.00 139064.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38377LBA5 2040-09-20 1.156 1.156 43058496.00 705764.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378FER7 2043-01-20 3.500 3.500 37774976.00 988122.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378HJ49 2042-04-20 4.000 4.000 28828032.00 377721.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378KEJ4 2053-01-16 0.310 0.310 391920000.00 783956.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378KND7 2045-07-16 1.005 1.005 12000000.00 15177.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378KWZ8 2054-10-16 0.051 0.051 14082048.00 4919.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378YL31 2043-01-20 0.000 0.000 75892352.00 97535.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379F6F1 2044-08-20 0.746 0.746 28585952.00 428351.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379MHK3 2045-07-20 0.796 0.796 9000000.00 279124.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379U6K7 2056-12-16 0.747 0.747 69704000.00 657511.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379UG26 2057-10-16 0.661 0.661 75000000.00 910149.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380JFE3 2060-01-16 0.577 0.577 214000000.00 2978954.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380JS25 2058-04-16 0.456 0.456 135879040.00 1544559.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380L2Q5 2070-02-20 0.021 0.021 53984960.00 1548123.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380L4E0 2068-07-20 0.021 0.021 46070320.00 1333332.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LAZ6 2068-02-20 1.270 1.270 27800000.00 764409.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LEU3 2068-05-20 1.671 1.671 33643000.00 156735.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LHC0 2068-07-20 1.271 1.271 24598688.00 52022.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LND1 2068-12-20 0.017 0.017 150000000.00 3858848.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LPG2 2068-12-20 1.782 1.782 29583552.00 334651.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LRY1 2069-04-20 0.578 0.578 49909312.00 1175501.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LS87 2069-11-20 0.035 0.035 37495104.00 1335396.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LU84 2070-01-20 0.060 0.060 30723800.00 837652.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380M4K4 2061-06-16 0.772 0.772 100000000.00 1312409.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380MRH6 2058-09-16 0.607 0.607 94891520.00 745285.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380N8S1 2062-01-16 0.875 0.875 35000000.00 1036196.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380NKY4 2061-07-16 0.696 0.696 49000000.00 1039132.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380NWK1 2062-03-16 0.544 0.544 70000000.00 1837482.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QBP6 2070-04-20 0.894 0.894 37801344.00 361270.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QFA5 2070-06-20 0.789 0.789 50000000.00 1941355.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QGP1 2070-07-20 0.556 0.556 89001728.00 3842400.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QGY2 2070-08-20 1.641 1.641 31101248.00 350345.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QQG0 2070-09-20 0.330 0.330 3885000.00 149039.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QUC4 2068-09-20 0.043 0.043 40870272.00 1725994.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QZD7 2071-02-20 0.358 0.358 10900000.00 276498.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380UQW6 2048-01-20 0.000 0.000 130400000.00 408540.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380VEF4 2045-09-20 0.000 0.000 70166144.00 431924.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380X2M8 2048-08-20 0.000 0.000 70000000.00 890735.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380XWC7 2048-07-20 0.796 0.796 29233248.00 582539.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380YU78 2048-09-20 0.796 0.796 20536768.00 661806.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381EGK8 2063-11-16 0.884 0.884 100000000.00 5909080.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381R6L8 2049-03-20 4.500 4.500 4595296.00 229585.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381RCZ0 2069-02-20 0.925 0.925 40045696.00 974371.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381RP52 2049-03-20 0.596 0.596 34000000.00 655495.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382AHU2 2049-10-20 0.596 0.596 11500000.00 315376.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382AJ55 2069-11-20 0.022 0.022 47440000.00 1570815.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382GUG5 2050-03-20 4.000 4.000 11000000.00 718072.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382HEH9 2050-07-20 3.000 3.000 69902976.00 6828585.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382HQZ6 2050-08-20 2.500 2.500 54864800.00 3305446.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382J4S2 2050-09-20 2.500 2.500 45163520.00 1672040.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382QJ43 2051-05-20 4.000 4.000 12254240.00 1075250.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382RMZ8 2050-08-20 3.000 3.000 64716544.00 5161676.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382TH98 2051-06-20 0.846 0.846 15481824.00 814277.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382UHE4 2051-06-20 0.000 0.000 32668672.00 650041.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382WFS1 2051-07-20 4.500 4.500 8576688.00 854370.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382WZ75 2051-08-20 3.000 3.000 9500000.00 697048.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382XDR3 2051-08-20 3.000 3.000 39860608.00 4001019.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YCZ4 2065-09-20 2.936 2.936 63356544.00 263623.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YG31 2072-12-20 0.318 0.318 80000000.00 2907244.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YKL6 2072-01-20 1.038 1.038 74000000.00 5169176.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YNS8 2072-01-20 0.757 0.757 91466368.00 4602143.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YRV7 2072-04-20 0.960 0.960 55252224.00 2787452.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YYC1 2072-09-20 0.723 0.723 50000000.00 3186371.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383A6K5 2051-09-20 3.500 3.500 48427328.00 6030046.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383C3F5 2051-11-20 0.000 0.000 204000000.00 2164111.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383DPV4 2051-11-20 3.500 3.500 40000000.00 4252468.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3131WVQR0 2031-05-01 6.000 6.000 111208.00 273.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31329PRJ4 2048-11-01 4.000 4.000 484000.00 59743.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A9U21 2033-06-01 3.500 3.500 5000.00 582.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132ACHS2 2048-01-01 3.000 3.000 300000.00 92171.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132CW2N3 2037-03-01 2.000 2.000 136780.00 102088.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132CWM35 2034-04-01 3.500 3.500 2000.00 557.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D6A91 2036-12-01 2.000 2.000 1911104.00 1260549.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DMJA4 2050-01-01 3.000 3.000 23763000.00 12638889.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DNCA9 2052-04-01 3.500 3.500 1522000.00 1124839.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DS5U2 2054-05-01 5.500 5.500 32940672.00 32950312.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DS6N7 2054-05-01 6.000 6.000 50000000.00 50101032.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DV3L7 2049-07-01 4.000 4.000 15000.00 1707.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWDN0 2052-03-01 1.500 1.500 1884758.00 1289298.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWF65 2053-01-01 5.500 5.500 836418.00 747440.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133A46W1 2050-05-01 2.500 2.500 284885.00 186335.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BMLK9 2052-09-01 4.000 4.000 2025960.00 1791104.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BVME2 2053-02-01 4.000 4.000 92964.00 84385.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BX3V1 2053-02-01 5.500 5.500 3390296.00 3337024.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383GTG6 2052-01-20 0.000 0.000 59837376.00 1389617.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383HBT5 2052-12-20 0.867 0.867 4500000.00 144234.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383KDZ2 2073-09-20 0.686 0.686 50000000.00 3499638.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383KHM7 2073-11-20 0.801 0.801 58995904.00 4390298.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383KNG3 2073-12-20 0.686 0.686 105282688.00 7471241.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383KQS4 2074-02-20 1.008 1.008 63047680.00 5351951.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383KZB1 2074-05-20 0.826 0.826 102837120.00 7094072.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383T3R2 2052-07-20 0.000 0.000 350000000.00 4593939.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383T4L4 2052-07-20 0.667 0.667 23985504.00 1368920.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383UAT7 2052-07-20 0.000 0.000 100000000.00 1497560.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383V4N5 2053-02-20 0.967 0.967 28000000.00 1327310.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383WRG3 2053-03-20 0.167 0.167 140000000.00 2845081.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383XNR1 2073-04-20 0.893 0.893 62595440.00 4752104.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383YH96 2052-09-20 0.617 0.617 22597880.00 1693157.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383YXA5 2052-09-20 0.637 0.637 100000000.00 5187397.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384AYB3 2051-01-20 2.000 2.000 29280640.00 3029840.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384AZ55 2053-06-20 0.017 0.017 25000000.00 472055.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384DQW0 2053-10-20 1.167 1.167 100000000.00 3237467.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384DVM6 2053-10-20 0.000 0.000 20000000.00 567244.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384EAZ8 2053-08-20 0.517 0.517 50000000.00 1042825.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384ED51 2053-09-20 1.167 1.167 50000000.00 2242437.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384GT59 2053-09-20 0.000 0.000 103509248.00 1965268.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384GZB9 2053-12-20 0.467 0.467 100000000.00 1955544.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384H7D4 2054-01-20 0.017 0.017 300000000.00 6934422.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384J5Y6 2054-02-20 5.000 5.000 1282812.00 228290.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384J6J8 2054-02-20 0.357 0.357 50000000.00 1541492.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384MBQ9 2053-08-20 0.667 0.667 42063168.00 2148869.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384MFH5 2054-04-20 0.000 0.000 167832064.00 4520490.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384MFJ1 2054-04-20 3.399 3.399 250000.00 1075.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384NMV4 2053-08-20 0.000 0.000 5510464.00 4247220.60 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 650000000.00 650000000.00 0.0055 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC 5.2000 BYM4SAHA0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912803ED1 2043-08-15 0.000 0.000 117000.00 49045.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803FB4 2048-02-15 0.000 0.000 58814000.00 20200903.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803GS6 2053-05-15 0.000 0.000 110658800.00 31999979.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TY4 2054-02-15 2.125 2.125 31256800.00 31999410.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHP9 2033-07-15 1.375 1.375 32446800.00 31999612.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128334T4 2032-02-15 0.000 0.000 44555304.96 31999842.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128334V9 2033-02-15 0.000 0.000 46588216.32 31999162.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337Q7 2031-11-15 0.000 0.000 12069765.11 8768998.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834F29 2052-11-15 0.000 0.000 51987456.00 14983044.75 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0520 200000000.00 200000000.00 0.0017 N Y Y N - N/A - CANADIAN IMPERIAL BANK CANADIAN IMPERIAL BANK 5.3300 BYM4S6967 2IGI19DL77OX0HC3ZE78 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136A7TF9 2042-04-25 4.500 4.500 7621333.00 64098.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AAEZ4 2027-12-25 2.500 2.500 10105000.00 12326.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136ADX79 2043-05-25 4.000 4.000 914203.00 18326.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AKKU6 2044-07-25 0.344 0.344 12500000.00 35480.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AKPR8 2044-07-25 0.499 0.499 6605959.00 19019.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AKUC5 2044-08-25 0.818 0.818 6737547.00 19737.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AMEE5 2045-01-25 0.349 0.349 7447855.00 17102.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AMZT9 2045-03-25 0.383 0.383 22331224.00 67967.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136ANJM0 2055-04-25 0.526 0.526 13416181.00 60701.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AP3C4 2045-09-25 0.627 0.627 8174967.00 32406.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136APU75 2055-08-25 0.687 0.687 7890762.00 36668.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136ATXU3 2046-04-25 3.500 3.500 13800000.00 19852.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AW4E4 2047-07-25 4.000 4.000 12250000.00 157662.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136AYTL7 2047-11-25 0.700 0.700 1800000.00 57298.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136B9T56 2050-06-25 4.000 4.000 7750000.00 540852.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136BACX0 2050-06-25 0.000 0.000 5500000.00 244716.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136BATP9 2050-07-25 0.650 0.650 7000000.00 186537.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136BBVB5 2050-09-25 3.500 3.500 23000000.00 1956318.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136BCL40 2050-12-25 3.000 3.000 17000000.00 1873994.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136BDHS0 2051-01-25 3.000 3.000 5393000.00 674733.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3136FFSR1 2038-04-25 6.500 6.500 30177334.00 66124.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137A06E0 2036-11-15 0.602 0.602 11512740.00 23560.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137AAEG4 2041-05-15 1.152 1.152 33039339.00 49727.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137AJKA1 2038-06-15 0.613 0.613 9293160.00 51292.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137ARFG6 2038-05-15 0.723 0.723 47311962.00 80700.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137ASVB7 2042-08-15 0.000 0.000 388000.00 40744.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137ATGL0 2040-11-15 0.000 0.000 500000.00 56405.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137ATLA8 2027-08-15 3.000 3.000 10542476.00 15138.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137AUDZ9 2042-09-15 0.652 0.652 4000000.00 50113.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137AVJC2 2042-09-15 0.752 0.752 3750000.00 27350.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137B0ZL1 2033-02-15 3.000 3.000 3100000.00 13373.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137B9ES0 2044-03-15 6.000 6.000 1500000.00 27469.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137BAGM8 2036-08-15 0.509 0.509 15194905.00 30101.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137BB7D6 2041-10-15 0.473 0.473 4425025.00 16194.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137BGLL1 2038-11-15 0.442 0.442 9164337.00 47714.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137BHGF8 2038-02-15 0.556 0.556 5016502.00 18518.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137BXHM7 2042-12-15 0.000 0.000 393000.00 96882.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137F6RR0 2050-11-25 0.914 0.914 8909091.00 719469.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137F74P7 2050-12-25 0.964 0.964 10500000.00 987797.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137F7CD5 2050-12-25 3.000 3.000 5822369.00 672082.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137F8A29 2050-12-25 3.000 3.000 9500000.00 1198274.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137F8UF8 2051-01-25 0.964 0.964 5495615.00 396330.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3137FBQG4 2047-11-15 0.752 0.752 1018000.00 25602.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137FMKQ4 2049-07-25 0.600 0.600 19788000.00 478510.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3137FXV54 2050-01-25 3.000 3.000 7444249.00 617324.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 313920XQ8 2031-09-25 6.000 6.000 2300000.00 50814.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 313921AG3 2031-09-25 6.500 6.500 6000000.00 59556.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31392PKZ7 2032-06-15 6.500 6.500 2500000.00 46997.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31393D5D9 2033-08-25 1.600 1.600 96435038.00 38498.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31394B5P5 2035-02-25 7.000 7.000 100000.00 27118.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31395R6Y9 2035-03-15 6.000 6.000 90000.00 40917.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31396PRU7 2037-02-25 0.620 0.620 33400000.00 40721.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31396XUW2 2037-09-25 1.070 1.070 8389000.00 14495.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31396YGT3 2038-02-25 1.550 1.550 16000000.00 41036.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31396YKY7 2038-03-25 1.530 1.530 16917000.00 65864.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31397AZX4 2036-09-15 2.332 2.332 18000000.00 59216.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31397BA50 2036-09-15 1.132 1.132 12368028.00 25948.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31397MCX3 2038-07-25 5.000 5.000 400000.00 55904.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31397PCY4 2037-05-15 0.852 0.852 100000000.00 55183.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 31397WSF3 2038-07-15 0.622 0.622 15000000.00 19685.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31402RDH9 2035-04-01 6.000 6.000 13501703.00 158282.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140A2WG6 2053-12-01 7.000 7.000 1495968.00 1352999.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140ABKC8 2054-05-01 5.500 5.500 328555.00 329184.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140AEGT0 2054-05-01 6.500 6.500 1190882.00 1232349.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140AGE91 2054-06-01 6.000 6.000 2086166.00 2125239.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140F5AT0 2046-11-01 4.000 4.000 11627217.00 2871630.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140FVWF9 2047-07-01 4.000 4.000 1003.00 207.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140GU5L7 2047-07-01 4.000 4.000 4048.00 856.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140GVFN0 2047-07-01 4.000 4.000 3934448.00 726940.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140GXNA5 2047-11-01 4.000 4.000 1000.00 414.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140H4UA0 2047-11-01 3.500 3.500 1101.00 409.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140H6XS3 2048-04-01 4.000 4.000 4428267.00 1596452.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140H9DL4 2047-12-01 4.000 4.000 1000.00 497.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140HGMR5 2050-08-01 5.000 5.000 2284901.00 558214.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140HJW80 2048-06-01 4.000 4.000 4657144.00 1873176.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140HKQV3 2048-05-01 4.000 4.000 3002.00 1600.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140HLZV1 2048-06-01 4.000 4.000 1745112.00 491081.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140JASD1 2046-11-01 3.000 3.000 13715000.00 3335478.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140L0M79 2051-07-01 2.150 2.150 3640740.00 2417876.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140M55Z4 2054-04-01 5.500 5.500 105833.00 105453.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140NPDM9 2053-08-01 5.500 5.500 1000.00 870.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140NRJA5 2053-08-01 6.000 6.000 1000.00 1000.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140Q7YF8 2047-09-01 4.000 4.000 3190893.00 466003.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140QNWX6 2052-04-01 3.000 3.000 5329744.00 4119921.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140QQN50 2052-10-01 5.500 5.500 9392304.00 8077821.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140QQVE2 2052-11-01 5.000 5.000 3315861.00 2937069.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140QUHC3 2054-04-01 5.500 5.500 31568173.00 31087076.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140X7WT2 2050-09-01 2.500 2.500 2256000.00 1202857.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XBRV4 2048-11-01 3.000 3.000 7188592.00 3731437.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XFG54 2052-01-01 3.000 3.000 6012135.00 4431477.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XFL74 2052-01-01 2.000 2.000 60449.00 41079.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XGUA5 2052-03-01 3.000 3.000 15203783.00 11481152.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XJL68 2052-10-01 5.000 5.000 31238663.00 27572021.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XJNF6 2050-12-01 4.500 4.500 40154136.00 32949978.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XKJS0 2053-02-01 4.500 4.500 243114.00 209177.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XLLE6 2053-06-01 5.000 5.000 4504830.00 4107019.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XMT63 2053-10-01 6.500 6.500 2696366.00 2613393.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XMV45 2052-06-01 2.500 2.500 203950.00 163163.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XN3V4 2054-01-01 6.500 6.500 556324.00 563270.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XNWV2 2054-01-01 7.000 7.000 702254.00 710550.67 Agency Mortgage-Backed Securities Federal Home Loan Banks-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3130AECR9 2033-05-25 4.080 4.080 8950000.00 8389193.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132ACA67 2047-05-01 3.000 3.000 370960.00 113894.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132AEU53 2047-04-01 4.000 4.000 3316656.00 2801572.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DSFA5 2052-04-01 2.500 2.500 393685.00 318369.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DWAD5 2050-11-01 1.500 1.500 3041715.00 1767271.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DWHT3 2053-07-01 5.500 5.500 427415.00 394686.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DWKJ1 2054-01-01 6.500 6.500 1445622.00 1374960.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31335BZK5 2048-10-01 4.000 4.000 305282.00 43991.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133BBSQ3 2052-05-01 3.000 3.000 376387.00 300226.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133BFWR7 2052-07-01 4.500 4.500 43877.00 38253.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133BMNK7 2052-09-01 4.500 4.500 563916.00 439884.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133BNEL3 2052-10-01 4.500 4.500 1491499.00 1220481.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C3KL9 2053-05-01 6.500 6.500 1983124.00 1894625.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C5B42 2053-06-01 5.500 5.500 3826856.00 3090686.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C74M6 2053-07-01 6.500 6.500 1501748.00 1539574.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C7AE7 2053-07-01 4.500 4.500 3410043.00 3046308.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C7EN3 2053-07-01 6.500 6.500 1127655.00 1156624.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C8Z40 2053-08-01 5.500 5.500 1091670.00 1074221.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C8ZB4 2053-08-01 5.000 5.000 1000.00 971.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C8ZC2 2053-08-01 5.500 5.500 48244.00 47289.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CDUD4 2053-09-01 5.500 5.500 317096.00 301064.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CEKH4 2053-10-01 5.500 5.500 1097351.00 1097653.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CLLS3 2053-12-01 5.500 5.500 2404212.00 2396269.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CLLT1 2053-12-01 5.500 5.500 1712785.00 1696481.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CLLU8 2053-12-01 5.500 5.500 1290832.00 1276284.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CM4R2 2054-01-01 6.000 6.000 1954952.00 1993577.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CNHB1 2054-02-01 7.000 7.000 1050040.00 1099663.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CNHV7 2054-01-01 6.000 6.000 3411122.00 3445984.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133CNXJ6 2054-02-01 6.500 6.500 272955.00 279638.30 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3133EFXK8 2039-02-02 3.500 3.500 2483000.00 2165822.68 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3133EM4H2 2036-09-02 2.200 2.200 5118000.00 3877851.73 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 2IGI19DL77OX0HC3ZE78 3133ENPF1 2042-02-24 3.439 3.439 79000.00 63803.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133KJC34 2050-06-01 2.500 2.500 3256700.00 1352562.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133KLAT4 2051-02-01 3.500 3.500 781938.00 407375.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133KMQG3 2051-09-01 2.500 2.500 21336.00 14488.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XQCB1 2054-06-01 6.000 6.000 26199178.00 26737230.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3140XQER4 2054-06-01 6.000 6.000 434016.00 445834.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31416BL71 2037-09-01 6.000 6.000 18349000.00 173797.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31418BV29 2045-10-01 3.500 3.500 1000.00 250.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31418CPD0 2032-07-01 3.500 3.500 1001.00 170.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31418CR89 2047-12-01 3.500 3.500 3813379.00 541960.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31418DYB2 2051-04-01 2.000 2.000 1623072.00 1009031.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31418EV64 2053-09-01 4.500 4.500 505585.00 465889.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31418EZM5 2054-01-01 6.000 6.000 862472.00 835426.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 31418NBG4 2039-04-01 6.000 6.000 17820000.00 283107.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3142GQ5U2 2054-02-01 6.500 6.500 1795899.00 1756975.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3142GQ6A5 2054-02-01 7.000 7.000 3054000.00 3108865.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3142GR7J3 2054-06-01 6.500 6.500 698126.00 717935.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3142GRGD6 2054-03-01 7.000 7.000 1247913.00 1180441.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 36179W5C8 2052-05-20 3.000 3.000 4498332.00 3431063.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 36179W7K8 2052-06-20 3.000 3.000 30423.00 23272.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 36179XFH4 2052-09-20 4.500 4.500 3990969.00 3443267.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617FL6D2 2052-12-20 7.000 7.000 7572084.00 6477667.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617L6TL5 2069-08-20 5.996 5.996 1464018.00 688478.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617QKEL5 2051-01-15 2.500 2.500 1297.00 921.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617XSMF4 2041-06-20 5.000 5.000 1024.00 663.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3617XSMR8 2046-06-20 4.000 4.000 1129.00 786.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 36181QGZ4 2049-05-15 3.000 3.000 192439.00 132719.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3618BVAS4 2053-06-20 7.000 7.000 4580734.00 4646364.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38375GSY8 2040-12-20 0.796 0.796 6325999.00 37366.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38376T6N7 2045-09-20 0.000 0.000 14630000.00 55245.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38378HFV3 2042-06-20 3.500 3.500 4223713.00 21486.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38379FDK2 2042-06-20 0.000 0.000 9292000.00 20953.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38379MX90 2043-06-20 0.000 0.000 7875000.00 19824.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38379TGM5 2042-06-20 0.000 0.000 9985000.00 22199.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380AUU9 2046-09-20 3.500 3.500 2200000.00 108281.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380B5Q4 2046-06-20 3.000 3.000 13907131.00 48097.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380B5X9 2046-04-20 3.000 3.000 13530000.00 13270.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133KP6U7 2052-10-01 5.000 5.000 8033750.00 7079907.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133KPYW2 2052-09-01 4.500 4.500 875952.00 747502.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3133TAG22 2027-07-15 7.000 7.000 3800000.00 37944.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3133TCV70 2028-02-15 6.500 6.500 4500000.00 20593.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3133THB89 2028-12-15 6.000 6.000 2500000.00 22608.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3133TKXF2 2029-05-15 6.500 6.500 5649080.00 54910.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3133TRE68 2031-02-15 6.000 6.000 2200000.00 28015.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133W7WL5 2054-03-01 5.500 5.500 333867.00 330651.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133W9LL3 2054-04-01 5.000 5.000 2540557.00 2481789.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133W9MZ1 2054-04-01 5.000 5.000 1271740.00 1240493.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WC3J1 2054-05-01 6.000 6.000 1434302.00 1470074.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WC3L6 2054-05-01 6.000 6.000 1403585.00 1435647.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WCT20 2054-05-01 5.000 5.000 418805.00 410647.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD2E1 2054-06-01 5.500 5.500 1190300.00 1195142.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD2H4 2054-06-01 5.500 5.500 1075275.00 1081043.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD2N1 2054-05-01 6.500 6.500 1881905.00 1955019.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD2P6 2054-05-01 6.000 6.000 2389856.00 2438522.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD2Q4 2054-05-01 6.500 6.500 4218692.00 4368618.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD2S0 2054-06-01 5.500 5.500 4077876.00 4070303.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD6A5 2054-06-01 5.500 5.500 1075276.00 1077896.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD6D9 2054-06-01 6.000 6.000 2755040.00 2803764.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD6G2 2054-06-01 6.000 6.000 4291725.00 4376045.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WD7A4 2054-06-01 6.000 6.000 1297519.00 1326689.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WDAX0 2054-05-01 6.000 6.000 63314.00 64315.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WDBS0 2054-06-01 6.500 6.500 355092.00 366718.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WDZ21 2054-06-01 6.000 6.000 1003217.00 1022649.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WDZ62 2054-06-01 6.000 6.000 1183503.00 1216090.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WDZU9 2054-06-01 6.500 6.500 1153739.00 1192321.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WE2A7 2054-06-01 7.000 7.000 1085473.00 1144186.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WEAZ3 2054-06-01 5.500 5.500 1115187.00 1117271.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WEGV6 2054-06-01 5.500 5.500 1621442.00 1625925.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WEM31 2054-06-01 6.500 6.500 747557.00 787105.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WEPE4 2054-06-01 5.500 5.500 1540056.00 1540795.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133WFG27 2054-06-01 4.500 4.500 1000.00 956.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136A3VE8 2041-03-25 0.550 0.550 7257342.00 20500.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380B7Q2 2045-12-20 0.000 0.000 4500000.00 16178.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380CSQ7 2045-11-20 0.000 0.000 6300000.00 23928.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381BGP3 2048-12-20 0.646 0.646 15000000.00 305326.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381RBE8 2049-02-20 0.646 0.646 10000000.00 98591.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381VSX9 2049-05-20 0.086 0.086 5000000.00 71488.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38381VU57 2049-06-20 0.000 0.000 13300000.00 35958.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382HS35 2050-08-20 2.500 2.500 500000.00 42009.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382HY87 2050-08-20 2.500 2.500 700000.00 67241.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382KG64 2050-10-20 2.500 2.500 454000.00 48161.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38382YW25 2072-09-20 6.333 6.333 12219852.00 10765296.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38383KXT4 2074-05-20 6.033 6.033 39120568.00 38970632.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136A6H98 2052-07-25 0.602 0.602 9676956.00 18265.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 3136A7E73 2032-08-25 3.500 3.500 5714285.00 53792.39 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 365000000.00 365000000.00 0.0031 N Y Y N - N/A - CANADIAN IMPERIAL BANK CANADIAN IMPERIAL BANK 5.3200 BYM4S69T7 2IGI19DL77OX0HC3ZE78 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912797KQ9 2024-07-23 0.000 0.000 700.00 697.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912803BJ1 2026-11-15 0.000 0.000 29414800.00 26704490.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912803EH2 2044-05-15 0.000 0.000 300.00 121.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810FD5 2028-04-15 3.625 3.625 11461600.00 23501118.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810SL3 2050-02-15 2.000 2.000 40404400.00 25319645.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810SU3 2051-02-15 1.875 1.875 100.00 60.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810TA6 2041-08-15 1.750 1.750 41668900.00 28208524.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810TB4 2051-11-15 1.875 1.875 100.00 59.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810TD0 2052-02-15 2.250 2.250 100.00 65.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810TT5 2053-08-15 4.125 4.125 300.00 289.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 9128284N7 2028-05-15 2.875 2.875 53873700.00 51134680.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 9128286F2 2026-02-28 2.500 2.500 12965600.00 12582883.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CBJ9 2028-01-31 0.750 0.750 3012000.00 2656042.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CCJ8 2026-06-30 0.875 0.875 200.00 186.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CCP4 2026-07-31 0.625 0.625 42710200.00 39384202.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CDJ7 2031-11-15 1.375 1.375 1401700.00 1147423.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CDL2 2028-11-30 1.500 1.500 479100.00 425118.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CFH9 2027-08-31 3.125 3.125 600.00 582.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CFL0 2029-09-30 3.875 3.875 80921000.00 79999942.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CGB1 2029-12-31 3.875 3.875 72300.00 72140.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CGH8 2028-01-31 3.500 3.500 67848900.00 66745264.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CGV7 2026-04-15 3.750 3.750 771300.00 763195.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CHF1 2030-05-31 3.750 3.750 81791700.00 79661750.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CHQ7 2028-07-31 4.125 4.125 651400.00 656286.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CHR5 2030-07-31 4.000 4.000 100.00 100.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CHV6 2025-08-31 5.000 5.000 4558300.00 4628654.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CHW4 2030-08-31 4.125 4.125 210100.00 210890.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CJA0 2028-09-30 4.625 4.625 1300.00 1327.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CJE2 2025-10-31 5.000 5.000 22500.00 22682.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CJG7 2030-10-31 4.875 4.875 787400.00 818286.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CJH5 2028-10-15 2.375 2.375 378700.00 394492.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CJM4 2030-11-30 4.375 4.375 600.00 604.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CJN2 2028-11-30 4.375 4.375 100.00 100.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CJV4 2026-01-31 4.250 4.250 1083200.00 1091634.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CKB6 2026-02-28 4.625 4.625 15800.00 15982.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CKC4 2031-02-28 4.250 4.250 100.00 101.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CKE0 2027-03-15 4.250 4.250 1151500.00 1156735.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CKF7 2031-03-31 4.125 4.125 62482100.00 62503390.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CKH3 2026-03-31 4.500 4.500 189100.00 190180.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CKU4 2031-05-31 4.625 4.625 100.00 102.35 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 500000000.00 500000000.00 0.0042 N Y Y N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 5.3200 BYM4S66Z6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912796ZV4 2024-12-26 0.000 0.000 44555.62 43409.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797GB7 2024-07-11 0.000 0.000 83.43 83.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797GK7 2024-08-08 0.000 0.000 41718750.00 41469563.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797GL5 2024-09-05 0.000 0.000 2906962.50 2877878.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797HP5 2024-11-29 0.000 0.000 4301203.12 4206761.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797JR9 2025-01-23 0.000 0.000 56737.50 55131.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797JS7 2024-07-18 0.000 0.000 648810.00 646920.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797JT5 2024-07-25 0.000 0.000 25069631.25 24971408.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797JU2 2024-08-01 0.000 0.000 10773233.06 10719927.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KA4 2025-02-20 0.000 0.000 100.12 96.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KB2 2024-08-15 0.000 0.000 1835758.50 1822977.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KC0 2024-08-22 0.000 0.000 1877010.00 1861988.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KD8 2024-08-29 0.000 0.000 323236.87 320313.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KK2 2024-09-12 0.000 0.000 166908.37 165067.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KL0 2024-09-19 0.000 0.000 5340000.00 5275706.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KN6 2024-07-09 0.000 0.000 100.12 99.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KP1 2024-07-16 0.000 0.000 5006283.37 4993116.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KQ9 2024-07-23 0.000 0.000 834375.00 831336.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KR7 2024-07-30 0.000 0.000 227283.75 226224.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KR7 2024-07-30 0.000 0.000 42692766.00 42493775.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KV8 2024-10-24 0.000 0.000 4171875.00 4100698.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KW6 2024-08-06 0.000 0.000 42963687.56 42719997.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KX4 2024-08-13 0.000 0.000 1194157.50 1186163.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LC9 2024-11-07 0.000 0.000 1004587.50 985578.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LF2 2024-12-05 0.000 0.000 655818.75 640838.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LK1 2024-10-01 0.000 0.000 124488.75 122775.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LP0 2024-12-12 0.000 0.000 106966.87 104420.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LS4 2024-10-08 0.000 0.000 17989208.43 17723130.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LT2 2024-10-15 0.000 0.000 33.37 32.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LU9 2024-10-22 0.000 0.000 162202.50 159477.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LU9 2024-10-22 0.000 0.000 43287875.62 42560509.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ET1 2025-02-15 7.625 7.625 542811.00 567166.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RQ3 2046-02-15 2.500 2.500 1952454.18 1415795.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TL2 2052-11-15 4.000 4.000 2503125.00 2334295.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TS7 2043-05-15 3.875 3.875 825480.56 758429.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282U3 2024-08-31 1.875 1.875 31072.12 31063.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAD3 2027-07-31 0.375 0.375 1418437.50 1253561.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAJ0 2025-08-31 0.250 0.250 148852.50 140880.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBQ3 2026-02-28 0.500 0.500 649143.75 605296.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBT7 2026-03-31 0.750 0.750 33375.00 31175.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDF5 2028-10-31 1.375 1.375 803670.00 711420.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDH1 2024-11-15 0.750 0.750 127325.62 125226.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDK4 2026-11-30 1.250 1.250 572181.00 529011.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEE7 2029-03-31 2.375 2.375 1380239.81 1272615.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEN7 2027-04-30 2.750 2.750 1620623.25 1551617.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEQ0 2025-05-15 2.750 2.750 166875.00 163963.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEY3 2025-07-15 3.000 3.000 1249126.12 1239768.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGU9 2025-03-31 3.875 3.875 2169375.00 2168502.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 184396.87 179594.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHU8 2026-08-15 4.375 4.375 1763484.93 1780248.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJC6 2026-10-15 4.625 4.625 332248.12 335135.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKA8 2027-02-15 4.125 4.125 962668.50 966649.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKE0 2027-03-15 4.250 4.250 870636.93 874595.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKQ3 2034-05-15 4.375 4.375 18356.25 18578.43 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 267000000.00 267000000.00 0.0023 N Y Y N - N/A - CREDIT AGRICOLE SA CREDIT AGRICOLE SA 5.3300 BYM4S6AA6 969500TJ5KRTCJQWXH05 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3132DWGX5 2053-04-01 4.500 4.500 45064000.00 40345873.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3132E0MM1 2053-02-01 6.000 6.000 10357967.00 9662912.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3133AW2E3 2051-11-01 3.000 3.000 56992682.00 41464976.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3133C0S60 2053-04-01 4.500 4.500 11535664.00 10526238.33 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 100000000.00 100000000.00 0.0008 N Y Y N - N/A - DAIWA CAPITAL MARKETS DAIWA CAPITAL MARKETS 5.3400 BYM4S68Y7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418UUQ5 2040-06-01 4.500 4.500 5499000.00 298024.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GRQ29 2054-01-01 6.000 6.000 31200.00 30660.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GRSN1 2054-05-01 6.000 6.000 3853167.24 3891645.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179NTE8 2043-11-20 4.000 4.000 5183.10 336.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179R4F3 2046-03-20 4.000 4.000 8927.10 866.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179VRM4 2035-08-20 2.000 2.000 84052.80 32365.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179VXS4 2050-11-20 4.000 4.000 2363400.00 386472.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179WWM6 2037-02-20 2.000 2.000 83816.46 55087.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XBS4 2052-07-20 3.500 3.500 6630000.00 5325782.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XX68 2053-04-20 5.500 5.500 25036.44 22951.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YDM3 2053-08-20 6.500 6.500 648200.28 577648.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YPH1 2053-12-20 6.000 6.000 800541.30 799326.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YPL2 2053-12-20 7.500 7.500 1560.00 1561.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YS47 2054-03-20 4.500 4.500 3926239.20 3736296.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YW26 2054-04-20 4.000 4.000 435702.54 405538.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YW34 2054-05-20 4.500 4.500 384573.54 367750.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YW59 2054-05-20 5.500 5.500 3340203.36 3332614.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YYQ1 2051-04-20 2.500 2.500 274875.12 233325.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YYU2 2054-05-20 4.500 4.500 8981122.01 8604130.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617MUEF0 2050-03-20 5.000 5.000 39000.00 19891.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618BHKN5 2053-05-15 6.500 6.500 8707926.24 8989201.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618FSXQ6 2054-04-20 7.500 7.500 54502.50 58578.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618FSXS2 2054-04-20 7.500 7.500 3564.59 3829.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AABR4 2048-11-20 3.000 3.000 1386.05 89.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382LSE2 2050-12-16 2.500 2.500 15159642.42 2189951.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810QK7 2040-08-15 3.875 3.875 181740.00 171877.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810QV3 2042-02-15 0.750 0.750 78.00 85.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810SN9 2050-05-15 1.250 1.250 128622.00 64504.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810TH1 2042-05-15 3.250 3.250 78.00 65.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810TX6 2054-02-15 4.250 4.250 37830.00 36896.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128282Y5 2024-09-30 2.125 2.125 820014.00 817528.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828P46 2026-02-15 1.625 1.625 7800.00 7455.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828YU8 2026-11-30 1.625 1.625 9395256.00 8768453.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CBT7 2026-03-31 0.750 0.750 2465190.00 2303877.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFR7 2027-10-15 1.625 1.625 7242456.00 7562598.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGM7 2033-02-15 3.500 3.500 351000.00 334231.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384MM46 2054-04-20 0.067 0.067 63622067.34 2382166.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384NN84 2054-05-20 0.000 0.000 26744402.88 735412.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384NV77 2054-05-20 0.567 0.567 35684406.42 1262640.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128MJ2M1 2047-09-01 3.500 3.500 12258295.14 1609845.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3131X1NX5 2032-01-01 3.500 3.500 8541935.22 806747.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3131XHFM3 2041-09-01 4.000 4.000 9579678.41 766017.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31326KK30 2045-10-01 3.113 3.113 19616032.80 1717312.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31329QGY1 2049-03-01 4.000 4.000 39000141.96 10029874.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A3Z86 2040-05-01 6.000 6.000 30054.18 791.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A5HB4 2047-07-01 3.500 3.500 143693728.62 16726781.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D6GV6 2039-05-01 6.500 6.500 403231.92 400176.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DPFR4 2052-06-01 3.500 3.500 23478220.74 18951997.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DQUK0 2053-04-01 5.000 5.000 17940000.00 16600783.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSK76 2052-06-01 3.000 3.000 3191738.16 2678974.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSQ62 2053-11-01 5.000 5.000 174653980.80 167041958.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DTAJ9 2054-05-01 6.000 6.000 3472567.80 3518258.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DVLZ6 2051-07-01 3.000 3.000 5520840.00 3560028.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWBP7 2051-05-01 2.000 2.000 2340.00 1468.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWCJ0 2051-10-01 2.500 2.500 988.25 662.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWH22 2053-08-01 5.500 5.500 12255249.24 11381101.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWHR7 2053-07-01 4.500 4.500 3120.00 2833.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWHT3 2053-07-01 5.500 5.500 5460.00 5041.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWJF1 2053-09-01 5.500 5.500 56468.88 53078.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWK93 2054-04-01 5.500 5.500 18214180.14 17741723.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWKW2 2054-03-01 6.000 6.000 9036148.67 8744848.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWL35 2054-06-01 5.500 5.500 780000.00 775173.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWL43 2054-06-01 6.000 6.000 305113.38 308112.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWL50 2054-06-01 6.500 6.500 7682965.68 7869001.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWLT8 2054-06-01 5.500 5.500 119568456.54 118136771.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132E0AE2 2053-08-01 5.500 5.500 5777694.00 5501614.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132GEPU8 2041-06-01 5.000 5.000 5495085.18 527254.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133A7KY4 2050-07-01 2.000 2.000 12217061.22 6747701.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BBKN8 2052-04-01 2.500 2.500 328112.46 257893.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BCZM2 2052-05-01 2.500 2.500 32448.00 15707.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BKUQ0 2052-09-01 5.000 5.000 837251.21 796997.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CC7B6 2053-09-01 5.000 5.000 4833932.21 4640148.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CCDK9 2053-08-01 5.500 5.500 7188558.00 6892873.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CGUG0 2053-11-01 6.000 6.000 21576.36 19805.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CHD77 2053-11-01 6.000 6.000 625729.26 580393.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CJYF2 2053-12-01 6.000 6.000 24717.42 23044.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CNH47 2054-02-01 6.000 6.000 32258.46 32474.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CNN99 2054-02-01 5.500 5.500 3351778.56 3315305.09 Agency Mortgage-Backed Securities Federal Farm Credit Bank-Agency Debentures and Agency Strips 3133ERDM0 2031-05-02 4.750 4.750 7009080.00 7144634.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KLE86 2051-03-01 2.500 2.500 4237201.79 2199884.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KRQE7 2053-07-01 6.000 6.000 15342908.10 14781422.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133N3WJ9 2050-06-01 2.500 2.500 1430561.34 337155.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W6HF7 2054-02-01 5.000 5.000 926780.40 899269.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W93D1 2054-04-01 5.500 5.500 34411.26 34062.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WCJP0 2054-05-01 6.000 6.000 886392.78 907740.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WCUA0 2054-05-01 5.500 5.500 780.00 774.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WDAS1 2054-05-01 5.500 5.500 2065693.50 2054652.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WFAX5 2054-06-01 6.000 6.000 6168546.54 6241020.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WFAY3 2054-06-01 6.000 6.000 3557651.76 3596835.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WFUX3 2054-07-01 6.000 6.000 6040278.66 6150725.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3134H1B36 2029-04-09 5.625 5.625 5807100.00 5868653.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136B9W45 2050-06-25 4.000 4.000 47084700.00 3776541.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BQHL6 2052-01-25 3.000 3.000 66731961.66 10883717.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BSEP6 2053-12-25 6.235 6.235 23185645.08 23103295.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HCZQ8 2054-04-25 0.314 0.314 60272372.16 2059038.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDSA9 2054-07-25 6.238 6.238 16194198.54 16318486.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EJJK5 2041-06-01 4.500 4.500 15053198.94 732077.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LR4S8 2042-05-01 4.000 4.000 9360000.00 851630.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M3RN6 2042-08-01 3.500 3.500 5148449.28 976617.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M3SG0 2042-08-01 3.500 3.500 2036819.46 518686.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M4P71 2042-07-01 3.500 3.500 1469470.08 424869.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138MQVE0 2027-12-01 3.000 3.000 8671215.54 322635.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WGF58 2046-01-01 4.000 4.000 1777182.42 491366.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WRXM7 2043-06-01 3.500 3.500 4601346.36 1100898.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WT6N1 2028-06-01 3.000 3.000 7987200.00 704565.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138X7EF6 2043-09-01 4.000 4.000 2819925.41 520967.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138Y36E6 2044-09-01 4.000 4.000 4454048.82 819197.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138Y63T9 2042-01-01 4.000 4.000 3900000.00 770490.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A0AH2 2053-09-01 5.500 5.500 2671666.91 2580831.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A4H61 2053-12-01 6.000 6.000 552379.62 533501.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5EB0 2053-12-01 6.000 6.000 391946.10 393733.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6T22 2053-12-01 6.000 6.000 378834.29 375778.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A7TM6 2053-12-01 5.000 5.000 6073357.68 5646860.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8XK3 2054-03-01 5.500 5.500 21886.79 21267.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AABX4 2054-04-01 5.000 5.000 2331618.89 2280528.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABZZ1 2054-05-01 5.500 5.500 780.00 774.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ACBN2 2054-04-01 5.500 5.500 1563628.56 1550308.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADH95 2054-05-01 5.500 5.500 2488600.91 2471037.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEBS7 2054-05-01 5.000 5.000 677365.26 659533.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FVH41 2047-02-01 4.000 4.000 874742.70 446215.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140GYGZ6 2048-01-01 3.500 3.500 3120.00 525.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JGTS4 2048-11-01 4.000 4.000 5791634.94 1121962.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KTH73 2051-11-01 2.500 2.500 823522.44 551695.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L0PR2 2051-08-01 2.000 2.000 1755000.00 1175537.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LQRU6 2052-03-01 2.000 2.000 171735.72 123243.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M6AR4 2054-03-01 5.500 5.500 1786575.96 1772527.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N2Z95 2053-06-01 5.530 5.530 7898.28 7336.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NDL21 2053-05-01 6.500 6.500 982023.12 888937.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NE7C3 2053-04-01 5.500 5.500 5497133.46 4815965.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKP51 2051-05-01 2.500 2.500 361991.76 235621.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QP2W6 2052-08-01 4.500 4.500 780.00 657.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQBL8 2037-06-01 3.000 3.000 872042.34 694432.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XBQM5 2036-05-01 1.500 1.500 107079.18 65206.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XCAE8 2051-07-01 3.000 3.000 33196800.00 21688436.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XDF92 2050-05-01 5.000 5.000 32469612.24 16283178.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XF7L9 2052-02-01 3.000 3.000 35100000.00 25448829.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLE87 2047-03-01 4.000 4.000 6786000.00 5641875.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLGF9 2053-05-01 5.000 5.000 798.72 725.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLLN6 2053-05-01 5.000 5.000 8480351.09 7605012.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMEP7 2053-07-01 6.000 6.000 36808312.32 34770397.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNJY1 2053-12-01 6.000 6.000 5937873.24 5843468.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNRM8 2054-01-01 6.000 6.000 26124920.64 24611074.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YYCL1 2054-02-01 5.500 5.500 1136109.00 1124004.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417AP45 2041-12-01 3.500 3.500 2340000.00 314907.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417C3A1 2027-09-01 2.500 2.500 5920.19 342.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417FT40 2028-03-01 3.000 3.000 12495427.62 804310.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ABW7 2032-01-01 4.000 4.000 9100985.40 583374.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AR26 2043-03-01 3.500 3.500 3900000.00 657172.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E2A7 2039-02-01 6.000 6.000 1761168.24 1584945.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E2H2 2054-02-01 7.500 7.500 508818.96 466146.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E2Q2 2054-02-01 4.500 4.500 377543.40 349090.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E5P1 2054-05-01 5.500 5.500 6159270.00 6044440.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E5Q9 2054-05-01 6.000 6.000 653975.40 648072.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EHJ2 2052-09-01 4.000 4.000 1008942.48 844129.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ENL0 2053-01-01 6.000 6.000 21580.26 18393.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EPD6 2053-02-01 5.500 5.500 69449.63 61113.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ER77 2053-05-01 5.000 5.000 32770.91 29964.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ET67 2053-07-01 5.500 5.500 8347971.83 7676622.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EW48 2053-10-01 6.000 6.000 42407217.84 39754669.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EXV7 2053-11-01 6.000 6.000 8378710.08 7986874.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EYM6 2053-12-01 5.500 5.500 115246365.00 110686420.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EYN4 2053-12-01 6.000 6.000 224288.22 213990.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FA31 2039-06-01 5.500 5.500 56940.00 57348.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAR8 2039-06-01 4.000 4.000 69567.41 67036.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAV9 2054-06-01 5.000 5.000 1541863.43 1502723.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAW7 2054-06-01 5.500 5.500 16185732.42 16085575.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAX5 2054-06-01 6.000 6.000 12313529.28 12434571.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FBF3 2039-06-01 4.500 4.500 504660.00 496490.05 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N Y DAIWA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0534 975000000.00 975000000.00 0.0083 N Y Y N - N/A - DAIWA CAPITAL MARKETS DAIWA CAPITAL MARKETS 5.3300 BYM4S68X9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 91282CFX4 2024-11-30 4.500 4.500 133333.33 133344.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFZ9 2027-11-30 3.875 3.875 4266666.66 4200390.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGR6 2026-03-15 4.625 4.625 3333333.33 3366294.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHA2 2028-04-30 3.500 3.500 2574000.00 2505746.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHE4 2028-05-31 3.625 3.625 82021800.00 79961512.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHP9 2033-07-15 1.375 1.375 1152400.00 1133662.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJH5 2028-10-15 2.375 2.375 66.66 69.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJJ1 2033-11-15 4.500 4.500 65133.33 66259.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJL6 2025-11-30 4.875 4.875 133.33 133.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJS1 2025-12-31 4.250 4.250 45180266.66 45702933.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJT9 2027-01-15 4.000 4.000 24172066.66 24265319.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJU6 2026-01-31 5.550 5.550 200.00 202.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJY8 2034-01-15 1.750 1.750 3515333.33 3517117.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJZ5 2034-02-15 4.000 4.000 27333.33 27012.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKC4 2031-02-28 4.250 4.250 76103933.33 76802924.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKF7 2031-03-31 4.125 4.125 673866.66 672654.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKM2 2026-04-30 5.455 5.455 500000.00 504361.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKS9 2026-05-31 4.875 4.875 62866.66 63240.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKT7 2029-05-31 4.500 4.500 925866.66 936033.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912796ZV4 2024-12-26 0.000 0.000 22333.33 21768.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797GW1 2024-10-03 0.000 0.000 32000.00 31565.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797HE0 2024-10-31 0.000 0.000 187333.33 184038.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797JR9 2025-01-23 0.000 0.000 188400.00 183111.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KA4 2025-02-20 0.000 0.000 66600.00 64457.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KD8 2024-08-29 0.000 0.000 237533.33 235485.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KN6 2024-07-09 0.000 0.000 66.66 66.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KR7 2024-07-30 0.000 0.000 466.66 464.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KU0 2024-10-17 0.000 0.000 333.33 328.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KX4 2024-08-13 0.000 0.000 66.66 66.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LK1 2024-10-01 0.000 0.000 466.66 460.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LT2 2024-10-15 0.000 0.000 2066.66 2034.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QK7 2040-08-15 3.875 3.875 5244666.66 4960049.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RC4 2043-08-15 3.625 3.625 9933.33 8810.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RL4 2045-02-15 0.750 0.750 66.66 67.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RN0 2045-08-15 2.875 2.875 66.66 51.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SM1 2050-02-15 0.250 0.250 1999866.66 1505693.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SN9 2050-05-15 1.250 1.250 66.66 33.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SQ2 2040-08-15 1.125 1.125 333.33 205.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SW9 2041-02-15 1.875 1.875 66.66 46.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TB4 2051-11-15 1.875 1.875 66.66 39.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TE8 2052-02-15 0.125 0.125 740200.00 478934.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TF5 2042-02-15 2.375 2.375 2333333.33 1728825.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TL2 2052-11-15 4.000 4.000 66.66 61.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TP3 2053-02-15 1.500 1.500 247400.00 222923.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TQ1 2043-02-15 3.875 3.875 3048000.00 2812487.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TV0 2053-11-15 4.750 4.750 3006400.00 3149093.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810UB2 2044-05-15 4.625 4.625 996600.00 1005842.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282L3 2027-07-15 0.375 0.375 286533.33 348867.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282R0 2027-08-15 2.250 2.250 2781200.00 2622582.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282Y5 2024-09-30 2.125 2.125 80243133.33 79999944.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283W8 2028-02-15 2.750 2.750 6286533.33 5992585.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286B1 2029-02-15 2.625 2.625 136666.66 128082.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128287D6 2029-07-15 0.250 0.250 4830533.33 5442578.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828M56 2025-11-15 2.250 2.250 3520666.66 3404686.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828P46 2026-02-15 1.625 1.625 11885800.00 11360639.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YU8 2026-11-30 1.625 1.625 85718666.66 79999960.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZF0 2025-03-31 0.500 0.500 66.66 64.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAL5 2027-09-30 0.375 0.375 29866.66 26225.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBL4 2031-02-15 1.125 1.125 833333.33 685519.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDC2 2026-10-15 0.125 0.125 2783866.66 3039089.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDG3 2026-10-31 1.125 1.125 266666.66 246600.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEN7 2027-04-30 2.750 2.750 52535533.33 50297885.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEW7 2027-06-30 3.250 3.250 66.66 65.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFP1 2025-10-15 4.250 4.250 167800.00 167675.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.125 4.125 5838666.66 5780753.31 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N Y DAIWA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0533 500000000.00 500000000.00 0.0042 N Y Y N - N/A - FANNIE MAE FANNIE MAE 5.4400 3135G07G2 B1V7KEBTPIMZEU4LTD58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2026-06-18 2026-06-18 N N N 0.0544 264848013.54 264848013.54 0.0022 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 0.0000 313384H51 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-09-27 2024-09-27 2024-09-27 N N N 0.0532 278300394.06 278300394.06 0.0024 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 0.0000 313385BS4 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-02-10 2025-02-10 2025-02-10 N N N 0.0492 2165310532.05 2165310532.05 0.0184 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 0.0000 313385BT2 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-02-11 2025-02-11 2025-02-11 N N N 0.0491 247982507.52 247982507.52 0.0021 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 0.0000 313384ZU6 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-24 2024-07-24 2024-07-24 N N N 0.0527 192270299.81 192270299.81 0.0016 N N Y N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 0.0000 313385BP0 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-02-07 2025-02-07 2025-02-07 N N N 0.0495 465230932.80 465230932.80 0.0040 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 0.0000 313385BL9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-02-04 2025-02-04 2025-02-04 N N N 0.0481 361192088.28 361192088.28 0.0031 N N N N - N/A - FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 0.0000 313385AY2 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-01-23 2025-01-23 2025-01-23 N N N 0.0485 1213678987.50 1213678987.50 0.0103 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4850 3133EPWU5 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2025-06-27 2025-06-27 N N N 0.0549 40039894.80 40039894.80 0.0003 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4400 3133END98 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2024-08-01 2024-08-01 N N N 0.0544 120012668.40 120012668.40 0.0010 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.5100 3133EN6L9 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2025-01-23 2025-01-23 N N N 0.0551 75056352.75 75056352.75 0.0006 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4850 3133EPU52 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2026-01-12 2026-01-12 N N N 0.0549 95117506.45 95117506.45 0.0008 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.5000 3133EPZV0 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2025-10-27 2025-10-27 N N N 0.0550 30017916.00 30017916.00 0.0003 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.5300 3133EN2V1 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2024-11-25 2024-11-25 N N N 0.0553 80074504.80 80074504.80 0.0007 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4350 3133ENT83 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2024-07-18 2024-07-18 N N N 0.0543 35001021.65 35001021.65 0.0003 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4950 3133EPXS9 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2025-10-06 2025-10-06 N N N 0.0549 100110446.00 100110446.00 0.0008 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4400 3133ERJN2 254900C5LP6DN9OP9V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2026-06-26 2026-06-26 N N N 0.0544 71524349.32 71524349.32 0.0006 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4050 3130AXKV9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-19 2024-07-19 N N N 0.0541 750029587.50 750029587.50 0.0064 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.3400 3130AYVH6 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-08 2024-07-08 N N N 0.0534 439000465.34 439000465.34 0.0037 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4100 3130AXFP8 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-05 2024-07-05 N N N 0.0541 362002718.62 362002718.62 0.0031 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.5000 3130AXGS1 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-10-10 2025-10-10 N N N 0.0550 250026827.50 250026827.50 0.0021 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.3600 3130AYSY3 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-11-07 2024-11-07 N N N 0.0536 203999718.48 203999718.48 0.0017 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4800 3130AYJ80 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2026-01-16 2026-01-16 N N N 0.0548 424918378.75 424918378.75 0.0036 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4850 3130AYCZ7 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2026-01-05 2026-01-05 N N N 0.0549 378235229.40 378235229.40 0.0032 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4900 3130AXZ50 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-12-08 2025-12-08 N N N 0.0549 274178565.80 274178565.80 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.1250 3130AYGM2 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-09-11 2025-02-07 2025-02-07 N N N 0.0513 586986088.08 586986088.08 0.0050 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.1800 3130B0HA0 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-01-07 2025-04-07 2025-04-07 N N N 0.0518 361385938.80 361385938.80 0.0031 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.5000 3130AXGB8 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-10-10 2025-10-10 N N N 0.0550 305156184.40 305156184.40 0.0026 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4950 3130AXBV9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-09-29 2025-09-29 N N N 0.0550 300301662.00 300301662.00 0.0025 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.3200 3130B0VB2 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-02-11 2025-05-12 2025-05-12 N N N 0.0532 721024304.91 721024304.91 0.0061 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4500 3130AXBW7 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-12-26 2024-12-26 N N N 0.0545 217080138.10 217080138.10 0.0018 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4150 3130B0HG7 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-09-19 2025-09-19 N N N 0.0541 292500666.90 292500666.90 0.0025 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.1950 3130B0RF8 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-02-04 2025-05-05 2025-05-05 N N N 0.0519 727267297.16 727267297.16 0.0062 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4100 3130AWXY1 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-18 2024-07-18 N N N 0.0541 136005543.36 136005543.36 0.0012 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.3600 3130AYWK8 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-11-12 2024-11-12 N N N 0.0536 383999865.60 383999865.60 0.0033 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4900 3130AXZ92 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-12-11 2025-12-11 N N N 0.0549 100066344.00 100066344.00 0.0008 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.3400 3130AYRL2 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-02 2024-07-02 N N N 0.0534 719999035.20 719999035.20 0.0061 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.5000 3130AXPF9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-11-03 2025-11-03 N N N 0.0550 387084288.60 387084288.60 0.0033 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4950 3130AXS74 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-11-14 2025-11-14 N N N 0.0550 555377366.70 555377366.70 0.0047 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.5000 3130AXKB3 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2025-10-20 2025-10-20 N N N 0.0550 757240461.05 757240461.05 0.0064 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.4800 3130AYP42 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2026-01-26 2026-01-26 N N N 0.0548 79983844.80 79983844.80 0.0007 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.2300 3130B0HC6 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-12-13 2025-04-14 2025-04-14 N N N 0.0523 723869464.00 723869464.00 0.0062 N N N N - N/A - FEDERAL RESERVE BANK FEDERAL RESERVE BANK 5.3000 BYM4S66U7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912828YS3 2029-11-15 1.750 1.750 6805329100.00 6002650000.93 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 6000000000.00 6000000000.00 0.0509 N Y Y N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 5.3200 BYM4S68M3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y SSC Y United States Treasury-U.S. Treasuries (including strips) 91282CJN2 2028-11-30 4.379 4.379 318806700.00 320272321.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKD2 2029-02-28 4.250 4.250 11000000.00 11120651.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEE7 2029-03-31 2.379 2.379 10000000.00 9220254.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGQ8 2030-02-28 4.000 4.000 8433300.00 8411860.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YS3 2029-11-15 1.750 1.750 10000000.00 8821707.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKU4 2031-05-31 4.500 4.500 49000000.00 50153385.52 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 400000000.00 400000000.00 0.0034 N Y Y N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 5.3100 BYM4S6L48 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y NTC Y UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CAH4 2027-08-31 0.500 0.500 50000000.00 44268992.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 91282CGW5 2028-04-15 1.250 1.250 50000000.00 49937467.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 91282CGW5 2028-04-15 1.250 1.250 50000000.00 49937467.73 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CAH4 2027-08-31 0.500 0.500 50000000.00 44268992.89 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 91282CGW5 2028-04-15 1.250 1.250 50000000.00 49937467.73 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CAH4 2027-08-31 0.500 0.500 49444000.00 43776721.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 91282CGW5 2028-04-15 1.250 1.250 50000000.00 49937467.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 91282CGW5 2028-04-15 1.250 1.250 50000000.00 49937467.73 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 91282CFR7 2027-10-15 1.620 1.620 2624000.00 2722398.24 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 91282CGW5 2028-04-15 1.250 1.250 31108000.00 31069094.95 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 91282CGW5 2028-04-15 1.250 1.250 50000000.00 49937467.73 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CAH4 2027-08-31 0.500 0.500 50000000.00 44268992.89 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0531 500000000.00 500000000.00 0.0042 N Y Y N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 5.3200 BYM4S69C4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y NTC Y UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705919.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705919.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705919.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705919.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 38019000.00 37630958.82 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705919.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705919.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 12769000.00 12438517.71 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705919.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705919.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 50000000.00 49489674.63 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 39715000.00 38687115.85 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 3581000.00 3453376.92 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 50000000.00 48705924.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 912828ZQ6 2030-05-15 0.620 0.620 50000000.00 40599848.95 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 912828ZQ6 2030-05-15 0.620 0.620 50000000.00 40599848.96 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 912828ZQ6 2030-05-15 0.620 0.620 50000000.00 40599848.95 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGS4 2030-03-31 3.620 3.620 50000000.00 48753227.95 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716329.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716329.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 9580000.00 9334048.70 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716329.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716329.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716329.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGS4 2030-03-31 3.620 3.620 50000000.00 48753227.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGQ8 2030-02-28 4.000 4.000 50000000.00 49902157.05 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGQ8 2030-02-28 4.000 4.000 45530000.00 45440904.22 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 21419000.00 20655650.01 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 50000000.00 48218054.13 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGB1 2029-12-31 3.879 3.879 50000000.00 49895587.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGB1 2029-12-31 3.879 3.879 50000000.00 49895587.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGB1 2029-12-31 3.879 3.879 19810000.00 19768631.60 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGB1 2029-12-31 3.879 3.879 50000000.00 49895587.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGB1 2029-12-31 3.879 3.879 50000000.00 49895587.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGB1 2029-12-31 3.879 3.879 50000000.00 49895587.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 40420000.00 39382280.42 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGB1 2029-12-31 3.879 3.879 50000000.00 49895587.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 50000000.00 48716328.94 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 5800000000.00 5800000000.00 0.0492 N Y Y N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 5.3000 BYM4S86P4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y NTC Y UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.89 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CAB7 2025-07-31 0.250 0.250 13837000.00 13159301.19 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.120 4.120 50000000.00 49684069.87 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 500000000.00 500000000.00 0.0042 N Y Y N - N/A - GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 5.3300 BYM4S68B7 784F5XWPLTWKTBV3E584 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131WQWP8 2040-11-01 4.000 4.000 2550000.00 262581.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131XN2W2 2043-09-01 4.000 4.000 1098318.00 193104.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131XRG32 2045-03-01 3.500 3.500 1546628.00 394270.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131XRP40 2045-04-01 3.000 3.000 1497126.00 472117.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132A3R28 2041-04-01 4.000 4.000 464751.00 59266.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132A4DR6 2043-04-01 3.500 3.500 6000000.00 1302992.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132AEAD8 2039-02-01 4.000 4.000 3375000.00 451597.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132D6CA6 2037-05-01 3.500 3.500 45000.00 31678.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132DPF86 2052-12-01 5.000 5.000 95537.00 83354.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132DQRN8 2053-06-01 5.000 5.000 86515840.00 80178176.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132DWAF0 2050-11-01 2.000 2.000 731000.00 412376.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132DWHY2 2053-08-01 4.500 4.500 1596518.00 1463199.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132DWKG7 2054-01-01 5.500 5.500 255456.00 246975.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132G7CD5 2032-10-01 3.500 3.500 425000.00 43251.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132QS2D9 2045-09-01 4.000 4.000 5188688.00 1101199.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132WFCJ6 2046-07-01 3.000 3.000 1564882.00 232207.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3133ARX67 2051-08-01 3.500 3.500 16333.00 14336.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3133BCPA9 2052-06-01 5.000 5.000 1531824.00 1341441.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3133BKMH9 2052-08-01 4.000 4.000 35395.00 31538.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3133BU4E4 2053-02-01 5.500 5.500 61231.00 55089.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3133KRJN5 2053-06-01 5.500 5.500 219540736.00 202480388.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3133USJU6 2050-09-01 2.000 2.000 53000.00 39733.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3138NWS34 2042-12-01 3.000 3.000 962567.00 229292.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3138WJR34 2032-01-01 3.000 3.000 1450000.00 274411.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3138XZQ61 2044-10-01 3.500 3.500 100000.00 13212.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3138XZSF9 2045-02-01 3.000 3.000 518168.00 113487.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3138YUH79 2030-09-01 3.000 3.000 134387.00 16171.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31404QAG4 2034-04-01 5.000 5.000 12245000.00 117082.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140ACT60 2054-06-01 6.500 6.500 2077140.00 2139256.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140ADHZ7 2054-06-01 6.000 6.000 2187472.00 2219300.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140AGK52 2054-06-01 5.500 5.500 12100992.00 12048522.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140FPDG1 2047-06-01 4.000 4.000 211001.00 25971.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140FXLJ9 2048-07-01 4.500 4.500 1314000.00 593422.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140FXPV8 2049-08-01 3.000 3.000 7444144.00 3526886.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140GUKN6 2032-10-01 3.000 3.000 2950000.00 655836.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140KUCH3 2036-10-01 1.500 1.500 349177.00 226584.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140L6G99 2051-04-01 2.000 2.000 11495264.00 7797322.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140LSRV0 2051-06-01 2.500 2.500 665000.00 472091.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140M6FE8 2054-06-01 6.500 6.500 2909136.00 2995228.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140NDK71 2053-04-01 5.500 5.500 1083000.00 1063885.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140NLAD1 2053-06-01 5.500 5.500 3807056.00 3166795.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140Q9M91 2048-08-01 4.000 4.000 38389960.00 11034164.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QB4R6 2049-10-01 3.500 3.500 249922.00 41929.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QEJY9 2050-08-01 2.500 2.500 302240000.00 142799800.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QGS73 2051-01-01 4.000 4.000 26671.00 16126.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QKM96 2051-05-01 2.500 2.500 173000.00 109673.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QKQY7 2041-05-01 2.500 2.500 700000.00 465191.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QL4S2 2036-09-01 3.000 3.000 46000.00 28014.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QP5W3 2042-08-01 5.000 5.000 1313278.00 1231399.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QPX69 2052-08-01 4.500 4.500 555690.00 454645.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140QRDL4 2053-01-01 7.000 7.000 5304536.00 4910592.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140X4YY6 2048-11-01 4.000 4.000 1178000.00 129911.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140X7NH8 2050-08-01 2.500 2.500 10000000.00 5005958.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140X8JM0 2050-11-01 2.000 2.000 500000.00 280833.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140XCZ68 2051-10-01 2.500 2.500 100000.00 63884.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140XFHS3 2052-01-01 3.000 3.000 320000.00 222325.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140XFL74 2052-01-01 2.000 2.000 15650000.00 10635382.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140XFU66 2051-07-01 2.000 2.000 4000000.00 2697906.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140XGEC9 2052-03-01 3.000 3.000 15000.00 11333.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140XHA98 2052-05-01 4.000 4.000 218000.00 176088.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3140XHMK0 2051-09-01 4.000 4.000 91863808.00 64984422.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31414EW83 2038-07-01 5.500 5.500 17277184.00 256526.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31417J4B3 2039-12-01 3.500 3.500 2043940.00 294109.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31418BBF2 2029-02-01 3.000 3.000 61771.00 7910.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31418C7C2 2039-02-01 4.000 4.000 7212776.00 855469.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31418CVV3 2033-03-01 4.000 4.000 1025000.00 107791.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31418DU67 2040-12-01 2.000 2.000 7656728.00 4296358.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31418E7F1 2039-06-01 5.500 5.500 406934.00 402870.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31419AAK3 2040-04-01 5.500 5.500 6762360.00 216836.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YMH9 2052-02-01 2.500 2.500 98788.00 12314.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YMY2 2052-05-01 2.500 2.500 94876.00 12155.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YND7 2050-11-01 2.500 2.500 99366.00 11595.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YNJ4 2051-03-01 2.500 2.500 91064.00 10850.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YPE3 2052-04-01 3.000 3.000 87963.00 13036.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YPK9 2052-09-01 3.000 3.000 139553.00 19554.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YRB7 2053-02-01 6.000 6.000 53849.00 9726.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YRM3 2053-02-01 6.500 6.500 90111.00 15323.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YRS0 2053-02-01 7.000 7.000 65016.00 10829.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YSC4 2042-01-01 2.000 2.000 146408.00 12166.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YUG2 2051-03-01 2.000 2.000 164852.00 7747.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 31423YUR8 2052-01-01 2.500 2.500 148114.00 9342.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 784F5XWPLTWKTBV3E584 3142G43L3 2053-01-25 3.500 3.500 129425.00 20459.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3142GR3K4 2054-06-01 5.500 5.500 42272320.00 42073113.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3142GR3Q1 2054-06-01 5.500 5.500 42908224.00 42740405.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36176KRB5 2041-05-15 4.290 4.290 70000.00 13995.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36176QPR9 2042-03-15 3.500 3.500 70755.00 13624.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36176WGR6 2026-12-20 3.500 3.500 2514444.00 62007.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36178UP56 2042-09-15 3.000 3.000 682965.00 92659.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179RU49 2045-12-20 4.000 4.000 2400464.00 107850.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179T7L3 2048-08-20 4.500 4.500 1695000.00 154022.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179U5R9 2034-12-20 3.500 3.500 175000.00 40032.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179UCD2 2048-09-20 5.000 5.000 2172000.00 191199.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179UEA6 2048-10-20 4.500 4.500 287241.00 25217.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179UML3 2049-02-20 4.000 4.000 1439568.00 128106.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179UW32 2034-08-20 4.000 4.000 303714.00 63696.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179V7H7 2051-02-20 4.000 4.000 158441920.00 65253484.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179X5H5 2053-06-20 5.500 5.500 69045248.00 64946638.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179XQZ2 2052-12-20 6.500 6.500 107697.00 74415.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179YFN9 2053-09-20 6.500 6.500 1010414.00 930561.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179YUS1 2054-04-20 6.000 6.000 212887.00 213670.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36179YYV0 2054-06-20 5.000 5.000 50213.00 49261.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617AX3E2 2047-08-15 4.500 4.500 400000.00 24062.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617F0WZ0 2057-10-15 3.850 3.850 16635100.00 14393049.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617F6YH5 2057-09-15 3.430 3.430 1988700.00 1707722.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617FH4W1 2052-06-15 4.500 4.500 3073184.00 2610410.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617FXA82 2057-11-15 4.299 4.299 11806656.00 10914203.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617G9KM2 2048-07-20 5.500 5.500 438399.00 54412.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617MFRU6 2050-02-20 3.500 3.500 10085936.00 3617760.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617NWEY4 2050-08-20 2.500 2.500 675000.00 280823.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3617XRA93 2057-11-15 3.250 3.250 3574319.00 3021006.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36180B5V9 2033-11-20 3.500 3.500 649000.00 230148.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618APQD4 2052-12-20 5.500 5.500 2253232.00 2106866.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618G4CF5 2053-11-20 6.500 6.500 1561102.00 1574013.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618GHZR5 2054-04-20 6.000 6.000 2602476.00 2615182.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618GY2T0 2054-03-20 5.500 5.500 25599424.00 25435074.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618H3CB5 2054-03-20 5.500 5.500 9168240.00 9128263.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618H6EL4 2054-06-20 6.500 6.500 1425110.00 1480026.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618H7YF3 2054-06-20 6.500 6.500 2258812.00 2338801.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618H7YG1 2054-06-20 6.500 6.500 2383168.00 2463745.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618HDC31 2054-06-20 6.500 6.500 5455512.00 5535200.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618HEG43 2054-06-20 6.500 6.500 4195920.00 4328192.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618HGSR4 2054-06-20 6.500 6.500 1153940.00 1199110.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3618HPKA9 2050-02-20 3.500 3.500 1018518.00 920174.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36195CBW1 2047-12-15 3.500 3.500 267096.00 75886.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36200MGU1 2033-04-15 5.500 5.500 7441576.00 162548.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36202EKX6 2036-10-20 6.000 6.000 5823376.00 65683.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36202FBX3 2039-10-20 5.000 5.000 3250000.00 17342.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36202FEE2 2040-02-20 5.500 5.500 2483728.00 65721.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3620A9YM7 2039-12-15 4.000 4.000 293306.00 21019.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3620ASAL3 2041-03-15 4.000 4.000 131658.00 5973.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3620ASEM7 2041-04-15 5.000 5.000 109231.00 5110.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3620ASWV7 2041-09-20 4.500 4.500 2147692.00 214090.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3620AUF74 2040-11-15 4.000 4.000 25000.00 6075.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3620C0YW2 2040-06-15 4.000 4.000 1072328.00 52987.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36225BXR4 2033-04-15 5.500 5.500 21000000.00 178245.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3622A2BQ4 2035-09-15 5.500 5.500 428603.00 32430.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3622ACTJ9 2053-09-20 6.000 6.000 22781184.00 22251565.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36230M7L5 2040-12-15 4.000 4.000 2500000.00 103748.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36230QTN8 2041-01-15 4.000 4.000 400000.00 42336.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36230UHD4 2041-02-15 4.000 4.000 24450000.00 962017.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36295GLJ9 2045-07-15 3.000 3.000 705921.00 88611.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 36296XZ64 2039-08-15 5.000 5.000 197194.00 8190.11 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 900000000.00 900000000.00 0.0076 N Y Y N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC 5.3200 BYM4S6736 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Government National Mortgage Association-Agency Mortgage-Backed Securities 36177P3J2 2042-11-20 3.000 3.000 41562.50 7338.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36178EAX7 2043-04-20 3.000 3.000 72646.37 6625.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179WQA9 2051-10-20 2.500 2.500 10264750.00 6929455.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XFG6 2052-09-20 4.000 4.000 7429130.00 6270694.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YPK4 2053-12-20 7.000 7.000 5563248.00 5585328.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617HPQB3 2033-11-20 3.500 3.500 62500.00 1396.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617JNH67 2049-06-20 4.500 4.500 117400.25 9371.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36185SJR1 2045-09-20 4.000 4.000 37500.00 4501.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618BHLQ7 2053-09-20 7.000 7.000 219535.00 227864.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618BVQE8 2053-07-20 6.000 6.000 131627.00 131852.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618F3AT0 2053-10-20 7.000 7.000 109881.75 115924.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618F3AV5 2053-10-20 7.000 7.000 183426.25 193736.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618FSQ35 2053-10-20 7.000 7.000 62589.12 65458.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618G2FS8 2054-02-20 6.500 6.500 202619.43 206088.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618G4LT5 2054-01-20 6.500 6.500 139092.25 140281.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GK2Z6 2054-02-20 6.500 6.500 139306.25 140658.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GM2Y5 2054-03-20 6.500 6.500 87713.00 88618.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GVF54 2054-04-20 6.000 6.000 180143.75 180740.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GVFG0 2054-06-20 6.500 6.500 66635.25 69345.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36194M3Q2 2046-07-20 3.500 3.500 114062.50 14746.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36202F2U9 2027-01-20 4.000 4.000 67916.12 1511.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36225DCF9 2034-07-20 4.125 4.125 855851.31 5433.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36225E2N1 2040-07-20 3.625 3.625 78125.00 3027.01 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 20000000.00 20000000.00 0.0002 N Y Y N - N/A - HSBC SECURITIES USA INC HSBC SECURITIES USA INC 5.3300 BYM4S6777 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSTY7 2053-08-01 5.500 5.500 50000000.00 47797032.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSVU2 2053-08-01 6.000 6.000 8968080.00 8171638.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTNP0 2053-12-01 5.500 5.500 53870848.00 52727654.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X6SS1 2047-09-01 3.500 3.500 725000.00 323183.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFYM7 2052-01-01 3.000 3.000 475000.00 334789.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XK7J3 2050-08-01 3.500 3.500 62179904.00 51759710.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XN6S8 2042-05-01 2.000 2.000 60189056.00 48861900.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWT78 2054-02-01 6.500 6.500 2112732.00 2172345.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YXX30 2054-02-01 6.500 6.500 2417424.00 2473409.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417FMQ8 2043-02-01 3.000 3.000 50000000.00 9801490.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AGC6 2042-06-01 4.000 4.000 11180848.00 283179.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DAR3 2049-03-01 4.000 4.000 1034999.00 77805.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DMW9 2050-03-01 4.500 4.500 36274440.00 5466554.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ED80 2052-06-01 4.000 4.000 7300544.00 5923159.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DNCT8 2052-04-01 3.500 3.500 44149184.00 34028201.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DQFL5 2053-04-01 5.500 5.500 32236992.00 28660204.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWHA4 2053-05-01 6.000 6.000 184217280.00 166181144.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132G5B57 2031-01-01 3.500 3.500 800000.00 102312.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132H3RK1 2042-06-01 4.000 4.000 460000.00 46834.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132XECP4 2040-03-01 2.770 2.770 5000000.00 3807237.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31335BST4 2044-02-01 3.500 3.500 100000000.00 32291356.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133B5PM8 2052-02-01 2.500 2.500 10299280.00 7043874.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BE5R0 2052-07-01 5.000 5.000 13449136.00 11792402.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BKAP4 2052-08-01 5.000 5.000 7488000.00 6041471.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C2SC3 2053-05-01 5.500 5.500 11420688.00 11274573.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C63U1 2053-06-01 5.500 5.500 42482368.00 35475262.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C8TK1 2053-08-01 5.500 5.500 3376308.00 3158859.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CARC6 2053-08-01 6.000 6.000 1253732.00 1235880.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CJAG6 2053-12-01 6.500 6.500 11040672.00 11265117.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CKUL0 2053-12-01 7.500 7.500 2094308.00 1798536.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KJ7D8 2050-09-01 3.500 3.500 44269600.00 20153618.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KLJ57 2051-03-01 2.500 2.500 798000.00 500336.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KN7K3 2052-04-01 2.500 2.500 35000000.00 26066681.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KP6U7 2052-10-01 5.000 5.000 76600000.00 67505324.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EK6X8 2053-04-01 3.500 3.500 15938432.00 2637233.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ERY20 2045-02-01 4.000 4.000 2444000.00 551338.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LNKS9 2033-06-01 3.620 3.620 8066496.00 7424523.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LNND9 2033-06-01 3.669 3.669 10252000.00 8482931.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LNNE7 2033-06-01 3.669 3.669 10000000.00 8274415.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LNRW3 2033-07-01 3.750 3.750 7750000.00 7202109.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LNXM8 2030-06-01 3.529 3.529 29421120.00 27786114.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M2BN5 2042-07-01 3.500 3.500 25024512.00 3135334.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M5J91 2042-08-01 3.500 3.500 11629296.00 1402667.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ML4H4 2042-11-01 3.500 3.500 32295400.00 4403746.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WC2C6 2044-10-01 4.000 4.000 665189.00 38433.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WHFH0 2041-06-01 3.000 3.000 9060064.00 1144644.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WKW68 2047-05-01 4.000 4.000 400000.00 38623.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XYBN3 2045-03-01 3.500 3.500 1719056.00 375888.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A3XA6 2053-11-01 7.000 7.000 1364559.00 1422452.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5E38 2053-12-01 7.000 7.000 3159890.00 3263124.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6AL0 2053-12-01 7.500 7.500 973197.00 998443.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8U26 2053-11-01 7.500 7.500 934631.00 972708.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9D56 2054-03-01 5.000 5.000 1936200.00 1883896.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9VV9 2054-02-01 7.000 7.000 789345.00 817898.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AESM2 2054-06-01 5.500 5.500 2636736.00 2634584.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140F0JB1 2046-10-01 4.000 4.000 17052992.00 6030461.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140H5G96 2047-12-01 4.000 4.000 6395360.00 727767.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HSB67 2031-01-01 3.980 3.980 15500000.00 14939504.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HSJ77 2034-02-01 3.899 3.899 3772000.00 3535269.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HSVU2 2031-02-01 3.730 3.730 10164736.00 9646380.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HTYD5 2049-05-01 3.830 3.830 1926100.00 1660888.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J1D70 2050-09-01 2.169 2.169 3721500.00 2469541.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JG7E9 2048-11-01 4.500 4.500 40988992.00 10819543.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JKJ98 2048-11-01 4.500 4.500 7517672.00 1577718.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LCBT7 2051-05-01 2.810 2.810 6000000.00 4306820.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LEX28 2032-01-01 1.800 1.800 43878000.00 35733014.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LNEM5 2051-06-01 2.500 2.500 4061952.00 2470179.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LQNG1 2052-03-01 2.500 2.500 9328864.00 6609454.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LXDB8 2052-06-01 5.000 5.000 5000456.00 3568605.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M2QC9 2052-02-01 3.000 3.000 7174232.00 5187520.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MAWM2 2052-06-01 5.000 5.000 4522856.00 2459939.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MAYY4 2052-05-01 3.500 3.500 481838.00 377509.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MJG66 2052-05-01 3.000 3.000 1039742.00 715825.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MWY91 2053-01-01 6.500 6.500 1515662.00 1326846.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MXKS2 2052-08-01 5.000 5.000 1728320.00 1645383.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N1Q63 2052-10-01 5.000 5.000 11600512.00 10109881.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N3AV1 2052-10-01 5.000 5.000 50603264.00 42786277.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NEHD0 2053-04-01 4.500 4.500 1323348.00 1248920.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NJGE8 2053-05-01 6.500 6.500 14000.00 13062.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NJT95 2053-05-01 6.000 6.000 1302120.00 1293911.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NVHV2 2031-08-01 5.299 5.299 3560000.00 3683186.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NVLL9 2029-11-01 5.070 5.070 3214000.00 3268893.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9CB7 2038-06-01 4.500 4.500 13154016.00 4780343.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QA2S8 2049-05-01 4.000 4.000 75045376.00 25580925.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QC5P7 2050-03-01 3.500 3.500 800000.00 210750.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QEXE7 2050-09-01 2.000 2.000 190861568.00 102293036.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QGX77 2051-02-01 2.000 2.000 47797632.00 29545584.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNUV2 2052-04-01 2.500 2.500 17172288.00 12542682.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPYD3 2052-08-01 5.000 5.000 55882.00 46892.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQKA2 2052-10-01 5.000 5.000 101039.00 85320.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRRG0 2053-03-01 4.500 4.500 5275020.00 4754434.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRRZ8 2053-03-01 5.500 5.500 23123424.00 21098245.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSBD2 2053-05-01 6.000 6.000 97992448.00 93049862.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSGT2 2053-06-01 4.500 4.500 14480720.00 13305408.27 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1250000000.00 1250000000.00 0.0106 N Y Y N - N/A - ING (US) FUNDING LLC ING (US) FUNDING LLC 5.3300 BYM4S6A73 3TK20IVIUJ8J3ZU0QE75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3128JNS63 2037-04-01 6.745 6.745 488982.00 874.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3128JPB33 2038-03-01 6.386 6.386 70878.00 746.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3128QLSR3 2036-07-01 6.144 6.144 174017.00 823.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DNKL6 2052-06-01 3.500 3.500 512323.00 394957.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DNVU4 2052-08-01 4.500 4.500 1868272.00 1586414.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DQXS0 2053-07-01 6.000 6.000 901605.00 849186.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DSAL6 2053-12-01 6.000 6.000 2946118.00 2929161.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DTG53 2054-06-01 7.000 7.000 25588265.00 26597747.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DWCB7 2051-09-01 2.000 2.000 21521415.00 14323317.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DWER0 2052-09-01 4.000 4.000 825180.00 695434.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132E0R38 2053-10-01 6.500 6.500 344419.00 336590.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132E0RX2 2053-10-01 6.500 6.500 10364958.00 10203980.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132E0ZQ8 2053-11-01 6.000 6.000 9021115.00 8816043.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132LAJQ6 2048-10-01 4.500 4.500 84888800.00 16962696.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31335PMP7 2031-03-15 7.000 7.000 1814145.00 191464.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133BJTF9 2052-09-01 4.000 4.000 2031944.00 1660339.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133BKQW2 2052-09-01 4.500 4.500 2970.00 2443.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133C66X2 2053-07-01 5.500 5.500 286135.00 269869.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133C67L7 2053-07-01 6.500 6.500 7054320.00 6752458.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133CMNU4 2054-01-01 6.500 6.500 313926.00 320091.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133KQVF0 2053-04-01 4.500 4.500 1002.00 921.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133KR5Q3 2053-09-01 6.000 6.000 42638771.00 42115543.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133KRPF5 2053-07-01 5.000 5.000 2140356.00 1952764.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133KRUB8 2053-08-01 6.000 6.000 120900.00 107845.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133KRUC6 2053-08-01 6.000 6.000 1004.00 990.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133USH87 2050-09-01 3.500 3.500 2740150.00 2280254.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133WBHU3 2054-04-01 5.500 5.500 152600.00 153043.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133WDAY8 2054-05-01 6.000 6.000 427196.00 434249.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133WDM90 2054-05-01 6.000 6.000 785122.00 787203.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133WDTF9 2054-06-01 6.500 6.500 1106264.00 1139874.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133WDUM2 2054-06-01 6.500 6.500 717510.00 736182.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133WEBY5 2054-06-01 6.000 6.000 505388.00 516260.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31385HJV5 2036-04-01 6.506 6.506 94638.00 150.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138A7YH5 2041-03-01 5.500 5.500 28388.00 815.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138EAKX4 2042-03-01 3.500 3.500 1003.00 152.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138EM6T3 2053-03-01 3.000 3.000 4124.00 1021.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138EPC69 2045-01-01 3.500 3.500 1022.00 242.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138LY3T2 2042-07-01 3.500 3.500 7033.00 478.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138WFQ82 2045-09-01 3.500 3.500 12683.00 906.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31406C6U7 2035-05-01 4.413 4.413 4882658.00 167607.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140A9LC2 2054-03-01 5.500 5.500 1000.00 973.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140ACCH4 2054-04-01 6.000 6.000 1000.00 1012.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140FVMJ2 2047-03-01 3.500 3.500 4321689.00 1666659.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140FXED0 2056-08-01 3.500 3.500 1008.00 316.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140FXFW7 2057-01-01 3.500 3.500 246317.00 89900.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140H7T80 2048-07-01 4.000 4.000 1932421.00 532504.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140LKMW0 2033-06-01 4.400 4.400 1000.00 979.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140LKWW9 2033-07-01 4.339 4.339 75109.00 73210.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140MMME5 2052-11-01 5.000 5.000 4704962.00 4313474.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140NA2G7 2053-02-01 5.000 5.000 8958976.00 7815253.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140NDA98 2053-04-01 5.500 5.500 594550.00 568524.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QB2B3 2049-10-01 4.500 4.500 2443961.00 1033840.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QCMS2 2049-12-01 3.000 3.000 1008.00 511.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QGPJ0 2051-01-01 2.000 2.000 35911517.00 21121565.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QLL20 2051-07-01 2.500 2.500 36038227.00 24294332.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QLWQ5 2051-09-01 2.500 2.500 2386755.00 1549288.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QM4P6 2052-01-01 2.500 2.500 1024.00 703.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QMCN2 2051-10-01 3.000 3.000 43086865.00 32504060.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QMFQ2 2036-10-01 2.000 2.000 919152.00 607072.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QMTJ3 2051-12-01 2.000 2.000 5881552.00 4012973.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QN4E9 2052-04-01 2.500 2.500 23015561.00 17376694.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNE65 2052-02-01 2.500 2.500 858517.00 606297.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNPG1 2052-03-01 3.000 3.000 133296.00 96800.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNPJ5 2052-03-01 3.500 3.500 24157852.00 18227146.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNPM8 2052-03-01 3.500 3.500 1000.00 758.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNQU9 2052-03-01 3.000 3.000 23531590.00 17151341.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNTR3 2052-04-01 3.500 3.500 3516332.00 2763347.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNVN9 2052-04-01 4.000 4.000 374496.00 301871.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QPGC5 2052-06-01 4.000 4.000 8877770.00 7516791.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QPPS0 2052-07-01 4.500 4.500 4624730.00 3928848.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QPRS8 2052-07-01 4.500 4.500 39370009.00 33481194.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QQDZ5 2052-09-01 4.500 4.500 6718960.00 5416523.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QQNF8 2052-10-01 4.500 4.500 3765816.00 3132720.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QQP74 2052-10-01 4.500 4.500 1000.00 878.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QR3V3 2053-04-01 4.000 4.000 504161.00 439257.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QRCJ0 2053-01-01 6.000 6.000 1095872.00 1015828.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QRJC8 2053-02-01 6.500 6.500 1230200.00 1156112.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QRMZ3 2052-12-01 5.500 5.500 1000.00 890.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSAS0 2053-05-01 5.000 5.000 2955136.00 2731229.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSG47 2053-06-01 5.000 5.000 2204864.00 2043435.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSNK3 2053-07-01 5.000 5.000 1088.00 1012.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSNQ0 2053-07-01 5.500 5.500 1000.00 921.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QST27 2053-08-01 5.500 5.500 28548640.00 27487849.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSU66 2053-08-01 5.000 5.000 10774637.00 9997469.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSVH1 2053-08-01 5.500 5.500 12137744.00 11455162.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QTVF3 2054-01-01 7.000 7.000 3888960.00 3894613.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QUCA2 2054-03-01 6.000 6.000 7439478.00 7496290.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QUCF1 2054-03-01 6.500 6.500 6554280.00 6614293.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QUHC3 2054-04-01 5.500 5.500 2187164.00 2153831.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QUHK5 2054-04-01 5.500 5.500 1008.00 989.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QUJQ0 2054-04-01 7.000 7.000 9058432.00 8333575.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QUQP4 2054-05-01 7.000 7.000 11152255.00 11472265.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140X7WL9 2050-09-01 2.000 2.000 7455137.00 3911521.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140X87D3 2050-09-01 4.000 4.000 15443214.00 3910405.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140X97B5 2051-02-01 3.000 3.000 48000.00 24817.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XA7H9 2050-09-01 2.500 2.500 15185.00 9910.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XAQS4 2051-03-01 2.500 2.500 1494931.00 907763.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XHZ42 2052-08-01 4.500 4.500 9940572.00 8370407.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XJAC7 2052-08-01 4.500 4.500 9416913.00 7520980.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XJY64 2052-11-01 5.500 5.500 4085097.00 3682351.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XKE89 2053-02-01 5.500 5.500 5879612.00 5388707.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XN2W3 2054-01-01 6.500 6.500 1000.00 980.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XN5X8 2054-02-01 6.500 6.500 1000.00 990.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XNS39 2053-07-01 5.500 5.500 1000.00 968.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XQCB1 2054-06-01 6.000 6.000 508660.00 519106.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XQF93 2053-07-01 5.500 5.500 122240.00 122236.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31417EZ20 2043-02-01 3.500 3.500 11970306.00 2425655.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418D3Y6 2051-09-01 2.500 2.500 12881700.00 8468371.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418D4W9 2051-10-01 1.500 1.500 1000.00 654.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DLS9 2050-02-01 2.500 2.500 3515384.00 852189.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DP97 2050-06-01 2.000 2.000 4819071.00 2236208.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DQH8 2050-06-01 2.500 2.500 20109509.00 7351524.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DUF7 2050-11-01 1.500 1.500 1972320.00 1159518.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DWQ1 2051-02-01 1.500 1.500 198257.00 120043.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418EBS8 2052-02-01 2.500 2.500 890578.00 633815.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418ECB4 2052-03-01 3.500 3.500 25185.00 18435.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418EHK9 2052-09-01 4.500 4.500 2084509.00 1770256.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418EXV7 2053-11-01 6.000 6.000 709856.00 676659.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3142GQXV9 2054-01-01 5.500 5.500 149404.00 140981.05 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 500000000.00 500000000.00 0.0042 N Y Y N - N/A - ING (US) FUNDING LLC ING (US) FUNDING LLC 5.3300 BYM4S6A65 3TK20IVIUJ8J3ZU0QE75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3128JPB33 2038-03-01 6.386 6.386 3018.00 31.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3128QH6S4 2037-10-01 5.650 5.650 4853.00 32.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3128S4S99 2038-04-01 6.525 6.525 3407.00 64.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31329PMS9 2048-11-01 4.500 4.500 4250000.00 1226992.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DNVU4 2052-08-01 4.500 4.500 1388088.00 1178673.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DQBK1 2052-05-01 3.500 3.500 8213370.00 6785654.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DQHX7 2053-05-01 5.500 5.500 1000.00 937.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DQXS0 2053-07-01 6.000 6.000 116278.00 109517.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DSAL6 2053-12-01 6.000 6.000 1010.00 1004.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DWDT7 2052-05-01 3.500 3.500 1000.00 785.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132DWER0 2052-09-01 4.000 4.000 4166590.00 3511463.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132E0R38 2053-10-01 6.500 6.500 77869986.00 76100021.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132E0RX2 2053-10-01 6.500 6.500 59145569.00 58226981.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3132XGXZ4 2032-11-01 4.589 4.589 1095.00 1091.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133BKQW2 2052-09-01 4.500 4.500 448230.00 368795.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3133KP6U7 2052-10-01 5.000 5.000 1014.00 893.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138A4EK7 2026-01-01 3.500 3.500 6883.00 128.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138A7YH5 2041-03-01 5.500 5.500 34229.00 983.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138EMN72 2039-01-01 3.500 3.500 25832941.00 4541230.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138EPC69 2045-01-01 3.500 3.500 5473603.00 1296613.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138EQKP6 2045-10-01 3.500 3.500 16583025.00 4386230.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138LXQJ1 2042-06-01 3.500 3.500 7531252.00 1079043.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138MRLF6 2043-01-01 3.500 3.500 481101.00 97786.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138W9FE5 2043-08-01 3.500 3.500 24400463.00 4407420.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138WD5W7 2045-02-01 3.500 3.500 1000.00 242.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138WKWY7 2047-05-01 4.000 4.000 1000.00 219.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3138XDB82 2043-12-01 4.000 4.000 1008.00 229.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140ACCH4 2054-04-01 6.000 6.000 1935552.00 1960028.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140AEW62 2054-06-01 5.500 5.500 67513.00 67620.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140FXD25 2056-07-01 4.000 4.000 9300820.00 3335079.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140FXD82 2056-07-01 3.500 3.500 4502828.00 1452828.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140JM2R2 2049-02-01 4.500 4.500 1000.00 300.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140LJ3E4 2033-03-01 4.690 4.690 3770787.00 3774009.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140LKWW9 2033-07-01 4.339 4.339 337243.00 328717.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140LWZS9 2052-11-01 6.000 6.000 1247023.00 1183077.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140M32R0 2051-12-01 2.500 2.500 8924134.00 5813270.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140MMME5 2052-11-01 5.000 5.000 294980.00 270435.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140MWJK3 2052-08-01 4.000 4.000 5238527.00 4202176.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140MWRX6 2053-03-01 4.500 4.500 12401330.00 10193486.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140N25L1 2052-09-01 5.000 5.000 10844084.00 8888654.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140NBD81 2053-02-01 5.500 5.500 1230836.00 1182195.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140NDA98 2053-04-01 5.500 5.500 164074.00 156891.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140NEAY1 2053-04-01 5.500 5.500 4704984.00 4610274.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140Q83N3 2048-05-01 4.500 4.500 17794851.00 4182744.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140Q9S79 2048-09-01 4.500 4.500 2524487.00 938028.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QFN88 2050-11-01 2.000 2.000 8789602.00 5184413.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QHNP6 2051-03-01 2.000 2.000 9396300.00 5847874.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QKE38 2051-04-01 2.000 2.000 1024.00 701.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QLJ80 2051-07-01 2.000 2.000 1714965.00 1113174.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QLWQ5 2051-09-01 2.500 2.500 26887664.00 17453299.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QMCN2 2051-10-01 3.000 3.000 521110.00 393117.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNE65 2052-02-01 2.500 2.500 2140050.00 1511334.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QNQU9 2052-03-01 3.000 3.000 134787519.00 98241845.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QPRU3 2052-07-01 4.500 4.500 1008.00 845.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QQCX1 2052-09-01 4.000 4.000 1000.00 838.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QQLW3 2052-10-01 5.500 5.500 1000.00 923.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QQNF8 2052-10-01 4.500 4.500 3996.00 3324.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QQNN1 2052-10-01 5.000 5.000 1420360.00 1249364.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QR5L3 2053-05-01 5.000 5.000 1024.00 927.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QRH30 2053-02-01 6.000 6.000 12614848.00 11460416.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QS4Q1 2053-09-01 6.000 6.000 4467798.00 4174875.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSAB7 2053-04-01 4.500 4.500 4806182.00 4498554.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSFC0 2053-06-01 5.500 5.500 842112.00 817384.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSG54 2053-06-01 5.000 5.000 1000.00 930.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QSTP6 2053-08-01 4.500 4.500 1000.00 915.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QTDE6 2053-10-01 5.500 5.500 1000.00 961.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QTVF3 2054-01-01 7.000 7.000 797248.00 798406.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QUCA2 2054-03-01 6.000 6.000 2563082.00 2582655.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140QUHC3 2054-04-01 5.500 5.500 2879516.00 2835632.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140X87D3 2050-09-01 4.000 4.000 1700.00 430.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140X9QA6 2051-02-01 2.000 2.000 492370.00 313955.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XHZ42 2052-08-01 4.500 4.500 1000.00 842.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XJY64 2052-11-01 5.500 5.500 2002.00 1804.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XKE89 2053-02-01 5.500 5.500 11281.00 10339.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XKRY8 2053-03-01 5.500 5.500 1000.00 895.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XLL22 2049-01-01 4.000 4.000 3725056.00 3204546.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XNRE6 2053-07-01 6.000 6.000 1018.00 976.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 3140XQCB1 2054-06-01 6.000 6.000 1000.00 1020.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31417EZ20 2043-02-01 3.500 3.500 4000.00 810.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31417FWV6 2043-03-01 3.500 3.500 44499719.00 5472875.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418AS33 2043-05-01 3.500 3.500 9113839.00 1510264.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418D3Y6 2051-09-01 2.500 2.500 10419200.00 6849534.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DHL9 2049-11-01 3.000 3.000 1023.00 174.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DKQ4 2050-01-01 2.500 2.500 1024.00 251.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DTQ5 2050-10-01 2.000 2.000 42163.00 23169.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DV66 2051-01-01 1.500 1.500 1762.00 1058.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DV74 2051-01-01 2.000 2.000 738113.00 434143.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418DWR9 2051-02-01 2.000 2.000 1894800.00 1122485.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418EHK9 2052-09-01 4.500 4.500 1000.00 849.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 31418EXV7 2053-11-01 6.000 6.000 6469296.00 6166755.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3TK20IVIUJ8J3ZU0QE75 36179WZC5 2052-02-20 4.000 4.000 11406379.00 8847211.86 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 400000000.00 400000000.00 0.0034 N Y Y N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 5.5000 6903538B6 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2026-09-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0538 5625000.00 5625000.00 0.0000 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 5.5000 6903534U8 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2026-09-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0541 11250000.00 11250000.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 5.5000 6903534Y0 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2030-10-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0541 9388888.90 9388888.90 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 5.5000 6903533N5 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2030-03-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0541 14375000.00 14375000.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 5.5000 690353W37 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2025-06-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0541 10000000.00 10000000.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 5.3430 90376PBG5 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2028-06-20 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0526 13538462.99 13538462.99 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 5.5000 6903534J3 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2025-09-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0541 2105263.16 2105263.16 0.0000 N N N N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT 5.3300 BYM4S6A32 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LMZ71 2030-05-01 3.540 3.540 8411728.00 7900951.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WEWS4 2030-06-01 3.000 3.000 1791292.00 192469.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WKX75 2032-05-01 3.500 3.500 74000.00 12679.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A3UG6 2053-10-01 6.500 6.500 3695852.00 3061895.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8AU6 2054-02-01 5.500 5.500 1309648.00 1302333.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAPS0 2054-03-01 6.000 6.000 1314171.00 1341408.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 313637PJ3 2028-08-01 5.778 5.778 5080310.00 5004366.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EMTM3 2040-06-01 5.000 5.000 3088740.00 188816.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABAG0 2054-04-01 5.000 5.000 1285500.00 1256946.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABXW0 2054-05-01 5.500 5.500 17099008.00 16725535.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXGL0 2051-01-01 4.500 4.500 22740000.00 6054139.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXQD7 2041-06-01 3.500 3.500 1946000.00 767178.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXUF7 2061-12-01 3.500 3.500 113113344.00 84362812.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140GPJS8 2047-05-01 4.500 4.500 53000.00 11899.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140H23H9 2047-12-01 4.000 4.000 594005.00 141403.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140H4Q72 2047-11-01 4.500 4.500 28000.00 10775.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HSNV9 2044-01-01 4.750 4.750 871581.00 761321.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HTQS1 2039-04-01 3.609 3.609 5963520.00 5191915.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J8ME0 2032-12-01 3.000 3.000 347000.00 90027.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J9NG2 2048-01-01 4.500 4.500 10638000.00 2758006.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JKEF9 2048-12-01 4.000 4.000 17200448.00 1936739.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K14K9 2049-12-01 3.000 3.000 3971000.00 1000044.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KYBX1 2036-04-01 1.500 1.500 5700000.00 3108176.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L2RA3 2051-03-01 2.000 2.000 300000.00 172559.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LDZS1 2051-10-01 2.435 2.435 61529680.00 39695580.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LWDP9 2051-09-01 2.000 2.000 755851.00 510280.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M5ZH1 2054-01-01 6.500 6.500 4285064.00 3942337.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M6BX0 2054-05-01 5.500 5.500 5622620.00 5621915.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MA4R2 2052-04-01 3.500 3.500 9000.00 7016.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MAZH0 2052-05-01 3.500 3.500 2250000.00 1761509.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MBGH9 2052-02-01 3.000 3.000 1645140.00 1350735.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MDEY0 2052-03-01 2.000 2.000 1014664.00 703074.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSJV8 2037-09-01 3.000 3.000 2267352.00 1785022.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MVK31 2052-08-01 4.000 4.000 107085.00 89297.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N0TA3 2052-09-01 6.000 6.000 200167.00 111855.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N2V65 2053-06-01 5.500 5.500 25344480.00 20562224.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N9UX2 2053-02-01 5.500 5.500 414894.00 379284.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NBMY4 2053-02-01 5.500 5.500 150000.00 139364.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NCTN9 2053-03-01 4.500 4.500 3160580.00 2947909.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NJS47 2053-05-01 6.000 6.000 2270532.00 2287530.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NM4X2 2053-07-01 4.500 4.500 4427248.00 4160269.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NM6S1 2053-07-01 6.500 6.500 100000.00 99991.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NP7J3 2053-10-01 5.500 5.500 1030684.00 1021903.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NRF68 2053-08-01 5.500 5.500 1180984.00 1151648.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q7D20 2047-08-01 4.000 4.000 61546112.00 18566621.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q83V5 2048-05-01 4.500 4.500 529997.00 70081.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QBP36 2049-05-01 6.000 6.000 332008.00 48206.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QBWB0 2034-03-01 4.500 4.500 2050852.00 572919.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QD7M0 2050-07-01 2.500 2.500 75197696.00 42415840.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QED33 2050-07-01 3.000 3.000 5000000.00 1676535.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QEP22 2050-08-01 3.000 3.000 12300000.00 4573885.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QGHE0 2035-12-01 1.500 1.500 25000000.00 12681339.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QGL88 2051-01-01 2.000 2.000 912996.00 563984.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMX90 2036-12-01 2.500 2.500 590385.00 404259.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNVY5 2052-04-01 3.500 3.500 2300000.00 1778224.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPKC0 2052-06-01 3.000 3.000 52978304.00 41423267.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSPW5 2053-07-01 5.000 5.000 79215232.00 73906833.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X5RZ8 2049-12-01 5.000 5.000 26105376.00 4245713.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X72N8 2035-10-01 2.000 2.000 12633536.00 5849669.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X93X1 2050-12-01 3.500 3.500 1978000.00 840421.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X9GV1 2035-11-01 3.000 3.000 2000000.00 1020617.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFN23 2052-01-01 3.000 3.000 900000.00 642558.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFTF8 2052-02-01 2.500 2.500 200000.00 143737.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFWH0 2052-02-01 3.000 3.000 3100000.00 2188539.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGBQ1 2049-11-01 5.000 5.000 25000.00 15561.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGES4 2048-10-01 4.000 4.000 365006.00 239957.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGJS9 2051-11-01 3.000 3.000 120000.00 84618.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGS83 2050-08-01 3.000 3.000 810000.00 561331.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGV55 2052-04-01 3.000 3.000 9000000.00 6665291.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XH7G6 2052-08-01 4.500 4.500 500000.00 410188.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHY50 2052-06-01 2.000 2.000 425000.00 302869.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJXW8 2052-09-01 4.000 4.000 274138.00 229871.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XK5Q9 2053-04-01 6.000 6.000 900000.00 828417.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKGX2 2052-11-01 4.500 4.500 200000.00 162260.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XL2Q0 2053-07-01 6.500 6.500 20777000.00 20016716.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XL5H7 2053-07-01 5.500 5.500 200000.00 183804.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMQ90 2051-11-01 3.500 3.500 3154596.00 2666558.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNQX5 2053-01-01 5.000 5.000 57480000.00 54420316.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWBG7 2054-02-01 6.000 6.000 6774272.00 6572292.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWH48 2054-02-01 5.500 5.500 5062848.00 4974236.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWLD3 2054-03-01 4.500 4.500 3996728.00 3564414.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410LNV0 2044-10-01 4.500 4.500 900000.00 131126.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417F4U9 2043-04-01 3.000 3.000 3500000.00 557755.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418A3S5 2043-12-01 3.500 3.500 12000000.00 598673.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AAP3 2031-11-01 4.500 4.500 600000.00 38987.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DJR4 2049-12-01 3.000 3.000 2110000.00 388949.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DTC6 2050-09-01 5.000 5.000 394268.00 91868.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DU67 2040-12-01 2.000 2.000 20000.00 11222.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DWW8 2036-02-01 1.500 1.500 1686274.00 925136.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DXY3 2051-03-01 1.500 1.500 264000.00 165538.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EDB3 2052-05-01 2.000 2.000 1281282.00 904203.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EDD9 2052-05-01 3.000 3.000 100000.00 76734.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EHG8 2052-09-01 3.000 3.000 7000.00 5528.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EKU3 2052-11-01 5.000 5.000 20598016.00 17958409.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ER77 2053-05-01 5.000 5.000 1784472.00 1631644.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ER93 2053-05-01 6.000 6.000 33465240.00 30346488.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ERN2 2038-04-01 5.000 5.000 23000.00 18087.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ES50 2053-06-01 5.500 5.500 23565000.00 21479260.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ES76 2038-06-01 4.000 4.000 1894658.00 1588628.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ESR2 2053-05-01 4.000 4.000 15300000.00 13386633.30 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 625000000.00 625000000.00 0.0053 N Y Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT 5.3500 BYM4H5ER9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138E2KN4 2042-01-01 4.000 4.000 106915000.00 9651932.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EQSU7 2044-04-01 6.309 6.309 732000.00 14418.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ERLK4 2038-07-01 6.089 6.089 2152000.00 143932.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138L8Q80 2027-03-01 2.810 2.810 2637000.00 2107783.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LHZJ6 2027-06-01 2.990 2.990 21500000.00 19787560.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LJ2G4 2037-07-01 3.210 3.210 14243880.00 11980064.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LMRA3 2038-04-01 3.509 3.509 4194720.00 3704325.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LNAP6 2028-06-01 3.509 3.509 8034720.00 7698021.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LNNH0 2033-06-01 3.669 3.669 5036000.00 4166995.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LUR31 2042-06-01 6.025 6.025 3100980.00 24260.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WJHN1 2046-11-01 4.500 4.500 408000.00 126129.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138X82L4 2043-09-01 5.750 5.750 23117600.00 291835.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31390N3Z3 2032-07-01 6.004 6.004 3098824.00 32146.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31405QAN8 2034-08-01 6.184 6.184 3071864.00 44708.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31405VG35 2044-08-01 6.262 6.262 7894376.00 218240.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31407UMR5 2034-11-01 6.413 6.413 6000000.00 69613.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31409EH38 2036-04-01 7.386 7.386 5750000.00 86162.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A0SC4 2053-10-01 6.000 6.000 10676112.00 10557938.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A1U39 2053-10-01 5.500 5.500 1456442.00 1441247.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A1UR6 2053-10-01 5.000 5.000 1735038.00 1678995.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A2WR2 2054-01-01 6.000 6.000 1923522.00 1949631.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A87F3 2054-01-01 7.000 7.000 1728576.00 1795232.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8QR6 2054-01-01 6.500 6.500 1530042.00 1571855.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8VA7 2054-01-01 6.500 6.500 7619848.00 7736958.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABCT0 2054-03-01 6.500 6.500 1127748.00 1169842.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADYS4 2054-05-01 6.000 6.000 2557048.00 2590071.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEGW3 2054-05-01 6.500 6.500 1179812.00 1215080.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AFG59 2054-06-01 6.500 6.500 2336704.00 2432417.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AG6V1 2054-07-01 6.000 6.000 4909551.00 4997014.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140EBH95 2046-01-01 3.000 3.000 185000.00 50159.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXE73 2046-08-01 4.000 4.000 1035000.00 225858.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXNH1 2053-09-01 3.000 3.000 1200000.00 547589.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140H1PE4 2047-09-01 5.783 5.783 1075000.00 97521.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J5U72 2040-09-01 6.500 6.500 2177576.00 552263.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JJVY2 2048-10-01 5.860 5.860 853665.00 192732.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L4F79 2051-03-01 2.000 2.000 300000.00 179686.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L6CB8 2051-04-01 2.500 2.500 4737000.00 2923853.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LBYP2 2036-04-01 2.160 2.160 2670000.00 2001517.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LJAM8 2029-12-01 4.969 4.969 4364376.00 4319093.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LNSG3 2051-05-01 1.500 1.500 14804.00 9552.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LQNZ9 2052-03-01 4.000 4.000 13519.00 7883.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MM4D7 2052-08-01 4.000 4.000 17882.00 11030.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MRAL1 2052-07-01 3.500 3.500 2746984.00 2382393.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MS5V3 2052-05-01 4.000 4.000 1191552.00 745179.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N1CZ4 2053-10-01 6.500 6.500 571774.00 576741.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N4PL5 2052-11-01 5.500 5.500 211000.00 182063.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N83S5 2038-08-01 3.000 3.000 1855916.00 1635448.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NEKL8 2053-04-01 5.500 5.500 1889250.00 1840793.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NG5Q9 2053-05-01 6.000 6.000 2743484.00 2729453.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NPDA5 2053-08-01 5.500 5.500 1848450.00 1796392.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q8WZ4 2048-04-01 4.500 4.500 1645000.00 138931.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9N82 2048-08-01 5.000 5.000 108206800.00 28878602.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QAA91 2048-11-01 4.500 4.500 50179264.00 17966654.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QBCN6 2049-05-01 4.000 4.000 455599.00 194939.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QBJL3 2049-07-01 3.500 3.500 193000.00 24659.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QCKC9 2044-12-01 3.000 3.000 2000000.00 381015.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDW91 2050-06-01 2.500 2.500 39005504.00 22449863.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QEQ70 2050-08-01 4.500 4.500 173000.00 55476.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFA82 2050-10-01 2.500 2.500 174000000.00 98061760.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFNX3 2050-11-01 3.000 3.000 3775000.00 2321599.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QGC47 2050-12-01 5.000 5.000 1106138.00 255069.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QHBN4 2051-02-01 1.000 1.000 33104768.00 19876199.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKNQ7 2051-05-01 3.000 3.000 5014648.00 3145941.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKQL5 2051-05-01 2.500 2.500 225000.00 141563.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKU30 2036-05-01 2.000 2.000 4700000.00 2760657.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QLA55 2036-06-01 2.000 2.000 138952704.00 86895445.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQ6T7 2037-12-01 2.500 2.500 4427176.00 3262683.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QS3P4 2053-09-01 5.500 5.500 16082880.00 15285929.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QS5D9 2053-09-01 6.500 6.500 12037232.00 11535205.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSX71 2037-04-01 3.500 3.500 1449746.00 1072768.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X56L2 2050-03-01 4.000 4.000 4359000.00 1087705.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X5S20 2050-01-01 4.000 4.000 1200000.00 283302.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X6AQ4 2050-03-01 3.000 3.000 5000000.00 1658379.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X95E1 2051-03-01 2.000 2.000 15000000.00 9163414.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X9JE6 2049-08-01 4.500 4.500 100000.00 37847.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XECV4 2036-12-01 2.500 2.500 2772170.00 1826774.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFWU1 2050-04-01 3.500 3.500 809000.00 546979.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGYL7 2037-04-01 3.000 3.000 614240.00 444445.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJQE6 2052-08-01 4.500 4.500 2123996.00 1793084.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLZZ4 2053-01-01 4.000 4.000 25335232.00 22210983.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XM4Q6 2053-04-01 4.500 4.500 25787200.00 23084175.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMQY5 2050-10-25 3.500 3.500 39103552.00 33168525.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMWU6 2052-04-01 2.500 2.500 21990000.00 17475723.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNFH2 2049-11-01 5.000 5.000 5324070.00 5036021.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XQBS5 2036-05-01 2.000 2.000 34639808.00 30859669.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YW5C3 2054-02-01 6.000 6.000 1168068.00 1179896.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YW5N9 2054-02-01 7.000 7.000 1208454.00 1082539.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWHM8 2054-01-01 5.000 5.000 3057600.00 2879693.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWK93 2054-03-01 5.000 5.000 1126286.00 1099270.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YXPK1 2054-04-01 6.000 6.000 1652508.00 1634622.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410GM26 2037-07-01 6.671 6.671 8000000.00 107822.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31411NP50 2037-02-01 6.293 6.293 4550000.00 42217.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31414ANR9 2037-12-01 5.750 5.750 25815744.00 129011.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31416CNL6 2034-06-01 7.423 7.423 31894560.00 3938978.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AQA9 2033-02-01 2.500 2.500 800000.00 104952.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CEP5 2036-12-01 2.500 2.500 400000.00 69863.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CRZ9 2047-09-01 5.000 5.000 151053.00 23943.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CXB5 2048-04-01 3.000 3.000 569141.00 135363.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DCJ9 2049-05-01 3.000 3.000 8000000.00 337146.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DG30 2049-10-01 4.500 4.500 12071168.00 1196183.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DNC2 2035-04-01 3.500 3.500 133000.00 24734.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DPB2 2040-05-01 3.000 3.000 44000.00 13403.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DUE0 2035-11-01 2.500 2.500 2649000.00 1079969.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E3S7 2039-01-01 3.500 3.500 1361860.00 1247179.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E5H9 2044-04-01 6.500 6.500 14158096.00 13942910.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E7F1 2039-06-01 5.500 5.500 995854.00 985909.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EDH0 2037-05-01 2.500 2.500 11024944.00 7955309.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EPD6 2053-02-01 5.500 5.500 31200448.00 27455548.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128NHYL1 2037-05-01 7.474 7.474 25053952.00 63930.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31300LRM9 2036-05-01 6.105 6.105 175000.00 9033.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31348UKA6 2028-08-01 4.535 4.535 23325663.00 36124.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31374TYN3 2029-07-01 6.908 6.908 26320989.00 69857.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EPY81 2043-11-01 5.961 5.961 8000000.00 1163604.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LL5E1 2028-01-01 3.040 3.040 1426744.00 1322268.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LMGP2 2028-02-01 3.129 3.129 6514592.00 6144677.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31401XTH0 2033-07-01 5.575 5.575 2719946.00 25059.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31406TTE1 2035-03-01 6.123 6.123 15522256.00 41053.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AFFY7 2054-06-01 5.000 5.000 1489760.00 1462634.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FCTR9 2047-02-01 7.242 7.242 3005000.00 218328.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HR6G3 2048-12-01 4.280 4.280 1737962.00 1521713.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J7XX8 2048-01-01 4.000 4.000 45109888.00 11681222.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JMNU2 2049-01-01 4.500 4.500 1080000.00 52178.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MGLD1 2052-02-01 2.000 2.000 200000.00 140195.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NQJF6 2053-07-01 5.000 5.000 1479338.00 1248234.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGY52 2051-02-01 2.500 2.500 300000.00 210601.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHFL6 2036-11-01 2.500 2.500 226888704.00 156507450.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPP45 2053-11-01 6.000 6.000 11558335.00 11632486.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YYC31 2054-02-01 6.000 6.000 8656752.00 8127301.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EVH0 2033-06-01 4.000 4.000 1370002.00 1160467.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EZW3 2033-11-01 4.000 4.000 1384466.00 1161573.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128JMXM4 2034-10-01 6.150 6.150 2132420.00 29833.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128LUGX8 2037-01-01 6.097 6.097 10000000.00 175581.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128QJA71 2036-04-01 6.397 6.397 10846960.00 232212.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31300LV85 2035-09-01 6.128 6.128 124000.00 5965.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31349GW62 2031-05-01 6.690 6.690 19275770.00 8906.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31349UAG3 2036-06-01 6.000 6.000 1100000.00 7399.22 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-05 2024-07-05 2024-07-05 N N N 0.0535 840000000.00 840000000.00 0.0071 N N Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT 5.5000 BYM4H5HX3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Y Y FHLMC SCRTT SERIES 2017-3 MB 20560725 3.00000-Agency Collateralized Mortgage Obligation 35563PBU2 2056-07-25 3.000 3.000 8000000.00 6119968.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YR26 2052-10-15 4.500 4.500 74972288.00 15790815.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YR67 2037-10-15 3.000 3.000 18623616.00 812136.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YRD2 2052-10-15 4.000 4.000 10492832.00 1647826.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YX60 2052-10-15 4.000 4.000 11806144.00 2523936.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YXT0 2052-11-15 4.500 4.500 10419920.00 1560778.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YXW3 2052-11-15 5.000 5.000 7093192.00 1262505.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3132HT6G6 2044-03-15 0.000 0.000 10000000.00 1114481.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3133Q3G96 2053-10-25 0.000 0.000 10000000.00 7229277.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 313602AQ7 2027-08-25 1.912 1.912 191234045.00 19069.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A2JE4 2041-11-25 4.000 4.000 2300000.00 165225.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A7P89 2042-03-25 1.200 1.200 8333328.00 136988.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136AGG48 2033-10-25 3.000 3.000 3992270.00 2459153.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136AGM82 2043-11-25 4.000 4.000 4290020.00 2445378.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136ARSP4 2046-03-25 3.000 3.000 10000000.00 8279020.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136AV7H6 2027-02-25 0.140 0.140 275000000.00 301160.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BSEG6 2054-06-25 0.414 0.414 50000000.00 2025183.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 3136FCP75 2036-07-01 6.500 6.500 148754432.00 237230.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 3136FE2U5 2038-10-25 6.000 6.000 173947386.00 297022.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 3136FEZ70 2038-03-25 6.000 6.000 165686784.00 232572.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 3136FGDT1 2038-08-01 6.000 6.000 248662528.00 374683.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137A2UP4 2040-11-15 0.000 0.000 339341.00 22241.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137B3RV2 2028-08-15 2.500 2.500 2137988.00 997979.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137H9D71 2029-09-25 3.000 3.000 1034010.00 959088.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HBQG2 2053-12-25 0.464 0.464 65696896.00 3075782.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HCUC4 2054-05-25 6.585 6.585 21000000.00 20722215.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDFD7 2052-04-25 5.500 5.500 45496832.00 45265472.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDJU5 2033-09-25 4.605 4.605 31750000.00 30983153.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138A2CR8 2041-01-01 3.500 3.500 3000000.00 105953.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138A9EG5 2026-07-01 3.500 3.500 2000000.00 66987.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138AFX62 2026-05-01 3.500 3.500 2000000.00 28126.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138AFXY1 2026-05-01 3.500 3.500 2000000.00 18474.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138Y7DK5 2046-02-01 4.500 4.500 40000.00 16193.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31394V4H0 2036-03-25 5.500 5.500 2950730.00 562725.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31395ADR3 2034-06-15 6.000 6.000 5895900.00 1466429.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31395QC73 2043-02-01 4.000 4.000 27689856.00 431880.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31395TQN7 2035-04-15 6.000 6.000 1433390.00 1460008.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 30287EAQ3 2047-11-25 0.100 0.100 241524735.00 87190.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 30319JAQ4 2054-03-25 0.100 0.100 302789120.00 1563905.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325VB29 2043-11-15 4.000 4.000 11375568.00 237665.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325XBE9 2048-09-15 4.000 4.000 4000000.00 187771.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325XVN7 2045-09-15 3.500 3.500 113294560.00 2899609.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31396T5V1 2036-06-15 5.500 5.500 7859624.00 894085.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31396XYJ7 2037-03-25 5.749 5.749 70591232.00 350438.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31397VE52 2048-01-01 3.500 3.500 12803504.00 186257.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31398N4W1 2040-11-25 4.000 4.000 3963812.00 1275564.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGTG9 2054-07-01 5.500 5.500 4363808.00 4339431.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGTK0 2054-07-01 6.000 6.000 1646378.00 1677013.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGTT1 2054-07-01 5.000 5.000 1527750.00 1495820.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AHJ52 2054-07-01 6.000 6.000 1426328.00 1444807.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KSXX0 2042-01-01 2.500 2.500 15316000.00 11315028.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M4YC6 2051-12-01 3.000 3.000 1089550.00 883769.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M5MY8 2053-04-01 5.500 5.500 10093136.00 9387279.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M6DX8 2054-06-01 6.000 6.000 7535328.00 7705617.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MMUJ5 2052-06-01 2.000 2.000 151661.00 114263.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MXK60 2052-09-01 5.000 5.000 1855706.00 1767695.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKFU7 2051-04-01 2.500 2.500 66141184.00 46563734.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQYL3 2037-09-01 3.500 3.500 550000.00 435837.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSZA2 2053-09-01 4.000 4.000 6955280.00 5980431.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTJY6 2053-11-01 6.000 6.000 26000000.00 25729689.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QUP75 2054-05-01 6.000 6.000 94576640.00 95432429.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X9TA3 2051-01-01 2.500 2.500 22430000.00 11876572.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XBG46 2051-06-01 2.500 2.500 7535000.00 4678368.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XQCA3 2054-06-01 6.000 6.000 100000000.00 101922400.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410G4S9 2038-03-01 5.500 5.500 137785088.00 2059574.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DRV6 2035-08-01 2.500 2.500 80000.00 30828.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EP38 2053-03-01 5.500 5.500 10598272.00 9385944.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAX5 2054-06-01 6.000 6.000 50278272.00 50772507.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 31419DEJ6 2025-10-01 3.500 3.500 2000000.00 15055.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31422MSD9 2047-09-01 4.000 4.000 36820928.00 2265700.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31423XQN4 2044-04-25 3.500 3.500 34515200.00 4008032.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31423XYF2 2033-05-01 2.500 2.500 6554848.00 244234.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31423XZE4 2050-09-01 4.500 4.500 9876060.00 1734947.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31423YJG5 2031-06-01 2.500 2.500 27653344.00 941597.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31423YJH3 2038-01-01 3.000 3.000 33423488.00 1836839.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31423YP37 2049-08-01 5.000 5.000 1946256.00 211537.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424QKH7 2037-11-01 3.500 3.500 16670624.00 1278095.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424UG83 2053-09-01 4.000 4.000 4426208.00 888651.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424UJ80 2052-05-01 2.500 2.500 3610372.00 439028.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424UPR1 2053-05-01 5.000 5.000 12730816.00 2687307.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G4N23 2053-01-25 5.000 5.000 2500000.00 540127.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9TP5 2044-03-25 6.000 6.000 434614.00 72449.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9TR1 2044-04-25 6.500 6.500 698354.00 116733.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9U40 2044-04-25 5.000 5.000 724211.00 120334.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9U57 2044-04-25 5.500 5.500 1354662.00 222589.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9UY4 2039-04-25 6.000 6.000 8217792.00 1276370.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9UZ1 2042-01-25 1.500 1.500 3507716.00 245076.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9V49 2054-03-25 7.000 7.000 1753958.00 275271.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VB3 2053-11-25 3.500 3.500 7260760.00 1392865.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VC1 2053-12-25 4.000 4.000 25496960.00 5333742.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VG2 2054-05-25 5.500 5.500 127754368.00 33244687.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VH0 2054-05-25 5.500 5.500 39626048.00 10083085.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VK3 2054-05-25 6.000 6.000 29597400.00 6864883.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VL1 2054-05-25 6.500 6.500 70577792.00 15262620.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VM9 2037-11-25 2.500 2.500 2574304.00 181845.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VN7 2054-05-25 6.500 6.500 24613152.00 5687137.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VP2 2054-04-25 7.000 7.000 42897472.00 8160215.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VQ0 2054-03-25 7.500 7.500 15874768.00 3051204.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VR8 2051-07-25 1.500 1.500 13315920.00 1265627.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VV9 2053-07-25 4.000 4.000 981897.00 204203.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VW7 2053-10-25 4.500 4.500 1957896.00 431762.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VY3 2038-04-25 3.000 3.000 3568012.00 300753.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VZ0 2054-04-25 5.500 5.500 4896104.00 1086645.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9WL0 2039-04-25 4.500 4.500 10600560.00 1458213.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9WN6 2039-04-25 5.500 5.500 8567232.00 1269239.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38374LVH1 2034-10-20 1.293 1.293 8346160.00 241015.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376LSY6 2041-06-16 0.676 0.676 38063744.00 150942.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38377MUN4 2040-11-16 4.250 4.250 12828500.00 1095832.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38377TZK0 2041-02-16 4.500 4.500 4007700.00 1078326.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378NY98 2055-12-16 3.402 3.402 7000000.00 4658923.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379AH52 2044-03-16 5.500 5.500 34904000.00 374673.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380M3Z2 2061-02-16 0.826 0.826 100000000.00 729895.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380NZW2 2062-01-16 0.400 0.400 120483584.00 288248.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380PWC4 2060-05-16 0.838 0.838 11799999.00 593431.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381EWS3 2055-12-16 1.750 1.750 10000000.00 7769983.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381VTZ3 2049-05-20 4.000 4.000 148540000.00 38495315.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381XUM6 2049-08-20 0.646 0.646 35619720.00 423437.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382KA29 2050-10-20 3.000 3.000 38932608.00 3660907.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382MSV2 2051-01-20 5.500 5.500 6300000.00 4507620.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382NAE7 2051-01-20 1.100 1.100 24085200.00 12437421.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382WHE0 2051-07-20 3.500 3.500 365000.00 164034.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383L2A7 2052-12-20 6.333 6.333 35982300.00 23706725.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383MP28 2049-11-20 2.500 2.500 412702.00 250854.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383REY9 2050-10-20 3.500 3.500 1400000.00 1161381.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383VDK1 2053-01-20 6.333 6.333 50000000.00 46633416.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383VYU6 2053-02-20 0.060 0.060 135439615.00 173408.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383Y6D9 2052-10-20 6.000 6.000 11745300.00 8956747.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384CEQ8 2064-03-16 3.750 3.750 3100000.00 2821622.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384H7E2 2044-01-20 4.000 4.000 87811072.00 80190207.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384K2P5 2054-03-20 0.125 0.125 95208100.00 72874858.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384KAR2 2054-01-20 4.000 4.000 1158848.00 993015.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384KV99 2029-05-20 4.000 4.000 5000000.00 3423818.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384NJ89 2050-07-20 5.500 5.500 1881590.00 1887930.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384NT39 2054-05-20 5.500 5.500 5985920.00 5948549.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384P4Y3 2054-06-20 0.000 0.000 100000000.00 101869800.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384P8F0 2053-02-20 5.500 5.500 30946528.00 30694747.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384P8K9 2054-06-20 6.000 6.000 23284415.00 23943852.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384PRT9 2054-06-20 1.976 1.976 39628160.00 3771934.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384QBD9 2041-02-20 4.500 4.500 5750976.00 5821908.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384QBK3 2054-06-20 6.433 6.433 142678080.00 145438695.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384QBU1 2054-06-20 6.500 6.500 100000000.00 102308000.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384QDB1 2064-05-20 0.000 0.000 65351680.00 66365088.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384QDM7 2051-01-20 3.000 3.000 109376128.00 97921931.74 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-09-27 2024-09-27 2024-09-27 N N N 0.0550 1495000000.00 1495000000.00 0.0127 N N N Y - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT 5.3600 BYM4H5GL0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31398G6S3 2040-02-25 6.149 6.149 51071424.00 227677.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31398PEY1 2040-04-25 6.000 6.000 105000000.00 1909038.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGTF1 2054-07-01 5.500 5.500 1813498.00 1814703.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSFJ9 2052-06-01 5.500 5.500 2545768.00 2305394.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QHG90 2051-02-01 2.000 2.000 3415000.00 2190850.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XD7E0 2031-09-01 5.000 5.000 1039164.00 82021.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 31424QLZ6 2052-06-01 2.500 2.500 25000000.00 3139552.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 31424U8N9 2053-11-01 6.000 6.000 117361024.00 24910854.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G6GK6 2053-08-25 4.500 4.500 20000000.00 4398822.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9S43 2039-02-25 6.500 6.500 1019396.00 142317.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9V64 2054-05-25 5.000 5.000 127059328.00 30205495.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378XFB2 2056-04-16 0.569 0.569 106105472.00 190216.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380PAR5 2062-02-16 0.748 0.748 628900.00 16886.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380TDC7 2046-11-20 3.500 3.500 17994000.00 5289193.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381E8M3 2062-08-16 2.200 2.200 13301800.00 11661544.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381LHY1 2063-08-16 0.000 0.000 13000000.00 12625236.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381YWY6 2049-09-20 3.500 3.500 7939800.00 2813766.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382AFZ3 2040-04-16 0.251 0.251 35232384.00 78957.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382LZV6 2050-12-20 0.000 0.000 61568640.00 109060.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384ABZ5 2053-05-20 0.050 0.050 122572800.00 143261.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384AQP1 2053-05-20 6.182 6.182 20741900.00 18478565.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384CN88 2053-08-20 6.533 6.533 20000000.00 19406848.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384DET0 2059-02-20 6.000 6.000 55319296.00 35158162.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384H3R7 2054-01-20 6.482 6.482 120800.00 118173.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384KS77 2051-06-20 4.500 4.500 95400.00 89229.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384MP35 2054-04-20 6.500 6.500 10000000.00 9810469.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384QBZ0 2054-06-20 6.500 6.500 100000000.00 102308000.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325XVB3 2047-10-15 3.500 3.500 34378176.00 1839899.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3133TB2P4 2027-09-20 7.500 7.500 2999999.00 62103.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BSGM1 2051-07-25 2.000 2.000 17046304.00 9821330.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137B1EY4 2033-04-15 3.500 3.500 11058576.00 78488.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137BN5C4 2046-02-15 3.000 3.000 4236000.00 3463179.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137F6HZ3 2050-11-25 2.000 2.000 1067000.00 616230.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137FM3U4 2042-03-15 0.552 0.552 49937792.00 1342164.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137FN4W7 2048-09-15 4.000 4.000 562500.00 7779.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137FV4G4 2048-02-25 0.284 0.284 63927424.00 110984.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137H8Z46 2052-08-25 0.050 0.050 50000000.00 66838.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDL57 2054-07-25 6.580 6.580 29999999.00 30744968.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDMG2 2027-12-25 6.000 6.000 5010350.00 5066596.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDMK3 2035-05-25 5.500 5.500 30435232.00 31097411.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138A92W3 2026-11-01 3.000 3.000 1999999.00 65864.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138X4K41 2043-06-01 2.524 2.524 194557.00 31239.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31393WVQ9 2033-07-15 0.402 0.402 1314286.00 135748.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 31395QCS7 2032-04-01 3.500 3.500 32097150.00 140280.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31395WR66 2035-07-15 2.609 2.609 1899718.00 47261.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31396PJJ1 2037-02-25 0.000 0.000 3424936.00 60133.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31397B6Q9 2036-09-15 5.500 5.500 3902000.00 849449.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31397UK65 2041-07-25 4.000 4.000 10000000.00 695549.45 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-05 2024-07-05 2024-07-05 N N N 0.0536 352000000.00 352000000.00 0.0030 N N Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT 5.3200 BYM4S69Q3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912797LU9 2024-10-22 0.000 0.000 738931200.00 726841546.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803BM4 2027-11-15 0.000 0.000 60000.00 51759.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803BW2 2029-02-15 0.000 0.000 2152000.00 1768425.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128203W5 2027-11-15 0.000 0.000 100000.00 86062.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128205B9 2028-05-15 0.000 0.000 542000.00 457193.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128206P7 2027-02-15 0.000 0.000 1220000.00 1082965.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828P46 2026-02-15 1.625 1.625 191703200.00 183233013.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828XL9 2025-07-15 0.375 0.375 743928000.00 959998830.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YS3 2029-11-15 1.750 1.750 422873600.00 372564493.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZL7 2025-04-30 0.375 0.375 997985600.00 959972550.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCJ8 2026-06-30 0.875 0.875 126130800.00 117562094.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDL2 2028-11-30 1.500 1.500 635160000.00 563085562.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFF3 2032-08-15 2.750 2.750 302128000.00 272438372.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJC6 2026-10-15 4.625 4.625 370537200.00 373771283.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833LY4 2026-02-15 0.000 0.000 247367678.88 228866802.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833PA2 2026-08-15 0.000 0.000 179981028.09 163396856.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833PC8 2027-02-15 0.000 0.000 281126912.00 250203795.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833PD6 2027-05-15 0.000 0.000 288361984.00 253802376.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833PE4 2027-08-15 0.000 0.000 195818086.40 170466497.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833QB9 2027-11-15 0.000 0.000 241937920.00 208398550.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833WQ9 2028-05-15 0.000 0.000 305048064.00 257346478.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833WR7 2028-11-15 0.000 0.000 66068736.00 54604488.92 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 6000000000.00 6000000000.00 0.0509 N Y Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT 5.3300 BYM4S6959 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31288Q3K4 2050-10-01 3.048 3.048 3456856.00 3046703.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31288QGS3 2050-07-01 2.124 2.124 5000000.00 984766.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31288QZZ6 2050-05-01 3.160 3.160 3529096.00 3032577.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128JMGQ4 2035-02-01 6.384 6.384 5500000.00 67001.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128JQD70 2040-06-01 7.027 7.027 10559728.00 259300.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128JRJS6 2035-12-01 6.341 6.341 18000000.00 238809.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128JRL61 2035-03-01 6.418 6.418 1335000.00 20661.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128LUL95 2037-04-01 6.604 6.604 48003200.00 515591.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128NHBF9 2038-03-01 6.591 6.591 75009792.00 164039.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128NHDM2 2038-04-01 4.686 4.686 13613808.00 228329.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128Q2DP5 2035-06-01 6.000 6.000 68307520.00 181304.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128Q2HG1 2035-09-01 6.362 6.362 225435392.00 1734977.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128Q2HK2 2035-10-01 6.375 6.375 118954624.00 1255697.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128Q2KB8 2035-12-01 6.375 6.375 10295000.00 29363.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128QGMC3 2037-01-01 5.855 5.855 38973504.00 241882.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128QHSH4 2037-04-01 6.650 6.650 23179616.00 191664.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128QLSR3 2036-07-01 6.144 6.144 22511000.00 106532.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128QSFB7 2037-05-01 7.309 7.309 100007936.00 43825.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128QSFJ0 2037-05-01 7.501 7.501 1264000.00 7929.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128S6DL3 2037-07-01 6.766 6.766 2477870.00 1754581.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31295KKB9 2027-11-01 6.459 6.459 76070912.00 14954.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31300MBU6 2043-06-01 6.961 6.961 33752000.00 369059.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31300MNY5 2037-09-01 6.426 6.426 800000.00 68541.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31326FU55 2043-06-01 7.070 7.070 20000000.00 393922.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31326JXZ8 2045-06-01 5.879 5.879 140000.00 11607.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31326KGA9 2045-10-01 7.500 7.500 5000000.00 197087.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31326NM40 2049-08-01 2.758 2.758 635000.00 46586.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132V8BQ8 2029-01-01 6.174 6.174 8954100.00 9015825.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132XEDB4 2037-05-01 3.669 3.669 18559000.00 16668385.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132XGNS1 2029-09-01 3.950 3.950 19500000.00 18774453.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132YBXQ4 2035-09-01 3.790 3.790 10000000.00 9618863.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31362XKF0 2029-01-01 4.681 4.681 20996096.00 12392.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371LJT7 2034-01-01 6.000 6.000 1365000.00 13986.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371MFY8 2035-08-01 6.000 6.000 7000000.00 115031.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371MNG8 2035-12-01 6.000 6.000 80173312.00 253042.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371MVU8 2036-06-01 6.000 6.000 346228476.00 656913.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371NU86 2038-04-01 6.000 6.000 1060000.00 9204.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31374CRL2 2041-05-01 4.500 4.500 2000000.00 387335.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31381JBF8 2034-02-01 6.934 6.934 2930320.00 188615.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31381JE81 2034-04-01 6.799 6.799 4955328.00 69660.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31381JQU9 2035-05-01 7.351 7.351 2946920.00 423845.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LKAS6 2029-08-01 3.210 3.210 5000000.00 4454696.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LNSV4 2033-06-01 3.790 3.790 4161216.00 3844547.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LQ4J0 2042-04-01 6.427 6.427 1737788.00 41010.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LV3E1 2042-07-01 4.000 4.000 25012544.00 2926339.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138NY4L6 2043-02-01 2.500 2.500 1235000.00 253791.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138W14Y0 2033-03-01 3.000 3.000 3030916.00 504933.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WAGV3 2043-11-01 4.000 4.000 17600000.00 3301178.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WAPX9 2043-12-01 4.500 4.500 401050.00 14046.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WFG83 2030-08-01 3.000 3.000 420000.00 54290.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WFLJ3 2030-09-01 3.000 3.000 390000.00 57989.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WH5S7 2046-10-01 3.000 3.000 1900000.00 346584.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WHR20 2031-08-01 2.500 2.500 136000.00 26074.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WJ5R5 2047-03-01 4.000 4.000 50000000.00 13450133.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WJJE9 2046-11-01 3.500 3.500 50000000.00 16882051.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WJQA9 2046-12-01 3.500 3.500 9444256.00 3520873.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WKZ24 2047-06-01 4.500 4.500 110000.00 17008.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WX5N3 2043-05-01 2.774 2.774 116716.00 75937.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WXWV5 2043-06-01 6.884 6.884 49858880.00 741406.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A3YU1 2038-10-01 5.500 5.500 983354.00 865188.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A4RZ6 2053-12-01 6.500 6.500 2862752.00 2927463.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A4WM9 2053-12-01 7.000 7.000 2444512.00 2373888.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5AT5 2053-11-01 5.500 5.500 2874992.00 2810922.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5JR0 2054-01-01 7.000 7.000 1585484.00 1634315.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5RN0 2053-11-01 5.500 5.500 4035744.00 3836732.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A62T2 2054-02-01 6.500 6.500 2614470.00 2391388.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A62W5 2054-02-01 6.500 6.500 1002482.00 305870.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A63A2 2054-02-01 6.500 6.500 1314980.00 1350249.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A63K0 2054-02-01 6.000 6.000 1734944.00 1753108.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A65C6 2054-01-01 6.500 6.500 4362160.00 4467318.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6Q58 2053-12-01 6.000 6.000 3626304.00 3663677.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6TJ5 2054-01-01 6.500 6.500 2787736.00 2868515.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6TL0 2054-01-01 6.500 6.500 8918700.00 8994998.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6YR1 2054-01-01 6.500 6.500 3030856.00 3109842.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A73K8 2054-01-01 6.500 6.500 3658684.00 3754714.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A75P5 2054-02-01 6.500 6.500 1076596.00 1106945.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A7EA8 2054-01-01 6.000 6.000 1333132.00 832179.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A7LN2 2053-11-01 5.500 5.500 1497716.00 1477816.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A82T8 2054-01-01 6.500 6.500 3029488.00 3104471.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8CR1 2054-01-01 6.000 6.000 1361550.00 1375838.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8G48 2054-01-01 6.500 6.500 2874984.00 2848348.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8QP0 2054-01-01 6.000 6.000 1452626.00 1463764.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8RV6 2053-12-01 7.500 7.500 4326936.00 4308781.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8U75 2054-01-01 7.500 7.500 1040850.00 858629.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8VL3 2054-01-01 7.000 7.000 4065296.00 4218794.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8YD8 2054-01-01 6.500 6.500 1477600.00 1445333.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9FL9 2054-03-01 6.500 6.500 1498674.00 1555687.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9FV7 2054-03-01 6.500 6.500 1574496.00 1578348.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9FZ8 2054-03-01 5.500 5.500 1196690.00 1193146.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9KW9 2054-03-01 5.000 5.000 1326000.00 1293985.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9MM9 2054-04-01 5.000 5.000 2071816.00 2028137.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAG50 2054-06-01 5.500 5.500 3688300.00 3684698.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AANX1 2054-03-01 4.500 4.500 7810248.00 7430167.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AATF4 2054-04-01 6.000 6.000 1380954.00 1405303.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAVZ7 2054-04-01 5.500 5.500 1140708.00 1141694.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAXC6 2054-04-01 7.000 7.000 1064316.00 1101005.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAYK7 2054-04-01 5.500 5.500 1653400.00 1649202.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABAX3 2054-04-01 6.000 6.000 5047744.00 5130551.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABH73 2054-04-01 4.500 4.500 4007592.00 3810968.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABJ97 2054-05-01 5.500 5.500 5120100.00 5113679.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABJN6 2054-04-01 4.500 4.500 8335792.00 7916897.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31381JRB0 2036-06-01 7.344 7.344 1415116.00 235196.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31381JSS2 2036-01-01 6.665 6.665 5649472.00 507449.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31381JUV2 2033-06-01 7.368 7.368 1085936.00 192850.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31385H6A5 2032-01-01 6.376 6.376 24997888.00 17045.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31385JEL8 2032-04-01 6.500 6.500 1450000.00 12269.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31386PZ55 2032-05-01 6.500 6.500 6262496.00 70299.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31389R7K6 2031-02-01 7.500 7.500 4100000.00 45490.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EG4P6 2040-07-01 6.650 6.650 36750360.00 390335.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EJLS5 2032-08-01 3.500 3.500 26500000.00 2705080.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EMZH7 2040-01-01 7.000 7.000 4100000.00 605435.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ENLG2 2044-09-01 4.500 4.500 1549000.00 178376.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ENS83 2044-07-01 5.000 5.000 155085.00 27108.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EP2Y9 2036-09-01 6.339 6.339 8000000.00 841775.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EPA20 2036-12-01 6.500 6.500 532000.00 44008.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EPJ62 2030-04-01 3.000 3.000 390000.00 54881.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EPUP7 2045-02-01 4.500 4.500 953658.00 132880.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EQHH8 2043-07-01 7.054 7.054 495000.00 27080.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EQTE2 2040-03-01 6.038 6.038 4060000.00 335709.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ET6A9 2045-06-01 4.500 4.500 250000.00 30222.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ETGX8 2045-12-01 4.000 4.000 2000000.00 332211.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ETWH5 2046-06-01 4.500 4.500 800000.00 182788.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LJ2W9 2027-07-01 3.040 3.040 52060000.00 47974437.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LJG61 2032-06-01 3.259 3.259 5932000.00 4716175.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138X4K66 2043-07-01 2.774 2.774 423453.00 178206.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138X6BJ3 2043-06-01 2.524 2.524 90426.00 54985.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138X8A50 2043-08-01 2.774 2.774 61503.00 40361.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XUAV4 2029-09-01 3.500 3.500 1009042.00 121964.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138YUUS8 2045-10-01 4.000 4.000 573000.00 56576.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31390L6J0 2032-08-01 6.000 6.000 1210000.00 6223.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31402QX55 2035-01-01 5.931 5.931 76463488.00 536907.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31402RDG1 2035-04-01 6.000 6.000 34032000.00 387673.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31402RK73 2035-07-01 6.000 6.000 2514364.00 34118.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31402RKK4 2035-07-01 6.402 6.402 34890176.00 202546.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31402RUW7 2035-11-01 5.500 5.500 3270000.00 32832.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31416BZA9 2039-02-01 5.948 5.948 28871104.00 662610.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31416VQQ0 2037-02-01 6.000 6.000 93000.00 5074.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31416W3X8 2040-11-01 4.000 4.000 4497912.00 126078.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417B6C6 2042-06-01 3.500 3.500 44930000.00 8590398.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417CKA2 2037-07-01 3.500 3.500 2906024.00 234196.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417DH22 2042-10-01 3.500 3.500 238323.00 25278.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417EUN9 2043-02-01 2.500 2.500 75000.00 17537.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417GEJ1 2043-04-01 2.500 2.500 194000.00 40050.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417LTS4 2039-02-01 4.000 4.000 1020334.00 22380.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417Y3V7 2041-06-01 5.500 5.500 1113878.00 63187.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417YP68 2040-05-01 5.000 5.000 432550.00 12337.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418A3V8 2043-11-01 4.500 4.500 400000.00 71316.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ACE6 2031-12-01 4.500 4.500 445085.00 36633.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AJP4 2042-08-01 4.000 4.000 275000.00 31355.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AJY5 2042-09-01 4.000 4.000 5301984.00 615407.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AUR7 2043-07-01 3.000 3.000 13780000.00 1414213.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AXL7 2043-08-01 3.500 3.500 5914288.00 1139276.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AZ68 2043-10-01 4.500 4.500 300000.00 46088.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418BBS4 2044-02-01 3.500 3.500 7000000.00 377599.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418BDN3 2044-04-01 4.500 4.500 1300000.00 123542.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418C3G7 2033-09-01 4.500 4.500 586218.00 59579.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418C3K8 2048-10-01 5.000 5.000 2223596.00 175913.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418C4G6 2048-11-01 4.500 4.500 550000.00 51703.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418C4K7 2038-11-01 4.500 4.500 1211768.00 170128.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418C6U3 2048-12-01 3.500 3.500 662916.00 153710.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CA87 2046-08-01 2.500 2.500 1390000.00 277875.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CG65 2047-03-01 3.000 3.000 118000.00 28234.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CMG6 2047-07-01 4.000 4.000 346000.00 38401.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CQU1 2032-09-01 3.500 3.500 497759.00 143148.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CRD8 2047-11-01 4.000 4.000 10810832.00 1416368.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CTZ7 2047-11-01 4.000 4.000 212230.00 87137.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CUB8 2048-01-01 4.000 4.000 463000.00 62276.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CVZ4 2048-04-01 3.000 3.000 62000.00 10045.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CX82 2048-05-01 4.000 4.000 50490.00 8979.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABJS5 2054-05-01 6.000 6.000 5077584.00 5180662.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABXY6 2054-05-01 6.000 6.000 16327968.00 16474614.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABZL2 2054-05-01 6.000 6.000 2998684.00 3065827.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AC6H1 2054-05-01 6.000 6.000 1288300.00 1309538.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ACKS1 2039-05-01 5.500 5.500 1037500.00 1044382.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADGX3 2054-05-01 6.000 6.000 20014848.00 20232457.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADJM4 2054-05-01 6.000 6.000 15232020.00 15390520.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADKG5 2054-05-01 5.868 5.868 3227530.00 3253018.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADVD0 2054-06-01 7.000 7.000 1111956.00 1173477.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEAM1 2054-05-01 5.500 5.500 1250934.00 1245757.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEDF3 2054-05-01 6.000 6.000 1732910.00 1768219.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AERW1 2054-06-01 6.000 6.000 1786190.00 1819427.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MTEC3 2052-06-01 5.000 5.000 1185000.00 929064.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MWPW0 2043-05-01 6.500 6.500 2287628.00 2202503.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MWU20 2053-01-01 3.500 3.500 513163.00 428800.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MYSV5 2052-08-01 3.500 3.500 1128838.00 939046.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N1NC3 2052-09-01 4.000 4.000 683153.00 535994.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N1R62 2052-10-01 4.500 4.500 5975408.00 4735950.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N27L9 2052-10-01 4.500 4.500 925000.00 808246.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N3AS8 2052-10-01 5.000 5.000 400000.00 347929.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N4AC1 2052-10-01 5.500 5.500 1503754.00 1273031.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N4N86 2052-11-01 5.000 5.000 4098624.00 3392731.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N4PT8 2052-11-01 6.000 6.000 205000.00 174113.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N5CY8 2052-10-01 5.000 5.000 1811572.00 1744459.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N5LF9 2052-10-01 5.500 5.500 1050000.00 864452.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N6NF5 2052-11-01 5.500 5.500 1433386.00 1288181.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N7ZF0 2052-11-01 5.500 5.500 3181696.00 2862041.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N84X3 2053-09-01 5.000 5.000 1546750.00 1501277.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N8LJ5 2053-01-01 5.500 5.500 3774396.00 3590559.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N8UQ9 2052-12-01 4.500 4.500 2849540.00 2658874.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N8VQ8 2052-12-01 6.500 6.500 657295.00 532125.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NANB5 2053-01-01 6.500 6.500 1155510.00 869581.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NAVR1 2053-01-01 6.000 6.000 2422120.00 1686103.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NAVV2 2053-02-01 6.000 6.000 3687040.00 2991593.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31402YGE8 2033-10-01 5.000 5.000 553980.00 9980.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31403DWE5 2034-12-01 5.000 5.000 74555647.00 1202097.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31404WZK5 2034-06-01 6.000 6.000 2000200.00 12947.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31405L3F4 2035-02-01 6.000 6.000 4693352.00 246509.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31405VG27 2034-08-01 6.264 6.264 4182776.00 229441.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31406C6V5 2033-08-01 4.589 4.589 7000000.00 152704.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31406PD71 2035-05-01 7.155 7.155 7000000.00 75743.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31407DY58 2033-12-01 5.500 5.500 9875296.00 327073.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31407DYZ2 2032-10-01 5.500 5.500 6270880.00 260196.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31408GJC2 2035-12-01 5.969 5.969 6995968.00 5892.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31409GEX0 2036-03-01 4.000 4.000 1591366.00 72072.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31409KY27 2036-07-01 6.500 6.500 2139000.00 1430580.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31409X5C9 2036-05-01 7.500 7.500 1421790.00 12951.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31409XQX0 2036-03-01 7.134 7.134 17000000.00 203210.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A06G9 2053-09-01 5.000 5.000 1260390.00 1224667.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A0ZX0 2053-09-01 6.000 6.000 1431744.00 1438119.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A1NW3 2053-09-01 5.500 5.500 1998210.00 1982945.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A1VK0 2053-10-01 6.000 6.000 20818784.00 20466292.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A1YW1 2053-11-01 6.000 6.000 10420320.00 9777285.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A2V69 2053-12-01 6.500 6.500 1481704.00 1377034.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A2ZG3 2054-01-01 4.500 4.500 1699158.00 1610518.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A3BA0 2054-01-01 6.000 6.000 2156132.00 1867938.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A3GC1 2053-10-01 5.500 5.500 1032586.00 1006439.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A3L27 2054-01-01 6.500 6.500 2280492.00 2349887.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A3NU3 2053-12-01 7.000 7.000 2075140.00 2166183.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AFGG5 2054-06-01 6.000 6.000 3627924.00 3695878.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AFKR6 2054-06-01 5.500 5.500 4266072.00 4269173.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AFUN4 2054-06-01 5.500 5.500 7285648.00 7281502.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGFG4 2054-06-01 6.500 6.500 1473656.00 1535994.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGKG8 2054-07-01 6.001 6.001 15310352.00 15448351.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGS47 2054-07-01 5.500 5.500 3715668.00 3713550.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGS54 2054-07-01 6.000 6.000 2302180.00 2345018.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGX58 2054-07-01 6.500 6.500 3992692.00 4129138.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AGYY4 2054-07-01 5.500 5.500 3151292.00 3131921.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CYM0 2048-07-01 4.000 4.000 97000.00 9041.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CZN7 2048-08-01 5.000 5.000 570000.00 59208.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418CZZ0 2033-07-01 4.500 4.500 1308968.00 107257.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418D2S0 2036-07-01 2.500 2.500 2524000.00 1506201.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418D4B5 2036-09-01 1.500 1.500 1125000.00 721843.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418D4C3 2036-09-01 2.000 2.000 98000.00 61832.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418D4D1 2036-09-01 2.500 2.500 143385344.00 86357260.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418D4H2 2041-09-01 2.500 2.500 200000.00 135145.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418D7L0 2036-12-01 2.500 2.500 506000.00 320953.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DA85 2049-04-01 5.000 5.000 725000.00 77352.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DEL2 2034-08-01 3.000 3.000 106000.00 12777.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DEU2 2049-08-01 4.000 4.000 7530000.00 915653.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DHT2 2039-09-01 5.000 5.000 1126990.00 266488.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DKK7 2035-01-01 3.000 3.000 663647.00 128370.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DNP3 2050-04-01 3.000 3.000 560155.00 67058.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DPC0 2050-05-01 2.000 2.000 850000000.00 381006919.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DTK8 2040-10-01 2.500 2.500 400000.00 202527.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DTQ5 2050-10-01 2.000 2.000 6370000.00 3500508.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DUC4 2035-11-01 1.500 1.500 8889000.00 4555347.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DUG5 2050-11-01 2.000 2.000 200243000.00 112713516.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DVA7 2050-12-01 2.000 2.000 6202400.00 3555255.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DVR0 2050-12-01 3.000 3.000 653415.00 258192.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DY55 2031-05-01 1.500 1.500 4000000.00 2052939.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DYB2 2051-04-01 2.000 2.000 3256040.00 2024215.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DZY1 2051-06-01 3.500 3.500 463000.00 212146.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E2H2 2054-02-01 7.500 7.500 2256110.00 2066899.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E2P4 2044-01-01 7.500 7.500 1115634.00 1056259.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E4V9 2034-02-01 4.000 4.000 1456562.00 1359915.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E6L9 2044-04-01 7.000 7.000 646000.00 589423.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E6T2 2044-05-01 6.500 6.500 2927616.00 2946716.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EBJ8 2042-02-01 2.000 2.000 900000.00 628995.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ECE8 2037-03-01 2.500 2.500 10135888.00 7052561.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ED49 2052-06-01 2.000 2.000 2323532.00 1696461.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ED64 2052-06-01 3.000 3.000 244000.00 189845.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140EVPR2 2046-01-01 3.500 3.500 625000.00 146324.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140F0SM7 2046-03-01 4.500 4.500 36521.00 6393.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FL2D9 2046-10-01 4.500 4.500 99384.00 29480.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FTWA5 2047-02-01 4.000 4.000 551327.00 104196.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXDJ8 2056-02-01 4.000 4.000 14514000.00 4742699.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXF23 2057-02-01 4.000 4.000 3917252.00 1181828.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXHH8 2042-04-01 3.000 3.000 350000.00 101896.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXHT2 2052-05-01 3.500 3.500 250000.00 101146.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXKB7 2051-08-01 4.500 4.500 32131600.00 10216597.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXQY1 2042-08-01 2.500 2.500 500000.00 253668.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXTT9 2061-09-01 3.000 3.000 100000.00 71467.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXYU0 2052-03-01 3.000 3.000 16494688.00 13481003.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140GQX50 2047-06-01 4.500 4.500 322000.00 105226.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140GV2D6 2047-12-01 4.500 4.500 2301000.00 388509.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140GYEW5 2047-09-01 3.500 3.500 3569180.00 1322935.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140H8RS6 2033-04-01 2.500 2.500 1021308.00 227684.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HA6Q8 2033-05-01 4.000 4.000 1046310.00 136817.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HF3M9 2050-05-01 2.093 2.093 1450000.00 424746.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HKK49 2048-05-01 4.500 4.500 330000.00 61164.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HM3T9 2048-06-01 5.000 5.000 1360114.00 158926.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HR5T6 2033-12-01 4.224 4.224 2616508.00 2517095.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HRAV5 2033-10-01 3.779 3.779 1311090.00 1206937.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HRSE4 2038-12-01 4.085 4.085 7807000.00 7204719.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HRZS5 2029-01-01 3.649 3.649 5000000.00 4782067.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HSNX5 2031-01-01 3.940 3.940 2385684.00 2251343.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HSVU2 2031-02-01 3.730 3.730 11043952.00 10480760.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HUH58 2034-06-01 3.370 3.370 6050504.00 5420328.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HUMN3 2039-06-01 3.370 3.370 415013.00 353332.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HVLK8 2029-10-01 2.710 2.710 6000000.00 5473257.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J56M6 2047-07-01 4.500 4.500 97000.00 21046.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J5UA5 2045-02-01 6.418 6.418 4922136.00 826747.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J6GP6 2047-12-01 4.000 4.000 2750000.00 349106.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J7RP2 2040-01-01 7.000 7.000 10027120.00 2900559.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J86U2 2043-01-01 4.000 4.000 610000.00 161794.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J87L1 2048-09-01 3.698 3.698 10000000.00 1189840.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J8KT9 2031-08-01 5.000 5.000 8549472.00 150308.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J8XC2 2032-05-01 6.500 6.500 348737.00 19987.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J8YK3 2030-03-01 7.000 7.000 437924.00 55976.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J8ZK2 2040-06-01 6.500 6.500 5000000.00 1447345.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J9UY5 2048-12-01 5.000 5.000 200000.00 43923.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J9XG1 2048-11-01 4.500 4.500 126000.00 48269.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JA2W7 2049-08-01 3.524 3.524 5000000.00 574230.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JA4Z8 2045-02-01 6.468 6.468 2497000.00 865174.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAEL8 2048-11-01 5.000 5.000 300000.00 73368.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAPM4 2049-04-01 5.000 5.000 5000000.00 472291.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAQV3 2048-05-01 3.500 3.500 5048000.00 1643242.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAYN2 2049-09-01 3.060 3.060 1000000.00 121032.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JBXL5 2052-06-01 3.531 3.531 180000.00 149129.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JBZB5 2032-08-01 1.754 1.754 2000000.00 1634165.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JCJQ8 2052-03-01 2.500 2.500 61846960.00 51536454.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JJER6 2048-10-01 4.500 4.500 8099984.00 2704857.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JRAB7 2049-03-01 3.000 3.000 2180016.00 334217.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JSAE9 2051-03-01 2.000 2.000 70257.00 45020.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JUK60 2049-05-01 3.000 3.000 200000.00 15295.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K1GZ3 2049-09-01 2.500 2.500 300000.00 77416.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K4T26 2050-03-01 3.000 3.000 16418000.00 4731172.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K52J5 2049-03-01 3.934 3.934 1278000.00 638837.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K5ML8 2049-12-01 3.500 3.500 1741930.00 547133.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K8XM8 2050-02-01 2.500 2.500 2015000.00 616479.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KAM86 2050-03-01 3.000 3.000 4400000.00 1249654.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KAQ25 2050-04-01 5.500 5.500 1619850.00 189964.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KEHB7 2050-08-01 3.500 3.500 1567000.00 809084.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KFJ55 2035-10-01 1.500 1.500 7690000.00 3963562.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KUHT2 2050-12-01 2.000 2.000 200000.00 117758.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KXZX7 2051-01-01 2.500 2.500 500000.00 302598.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KYEH3 2051-05-01 2.000 2.000 59266.00 38970.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L2PV9 2051-02-01 2.000 2.000 600000.00 369613.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LAE27 2035-12-01 1.610 1.610 57355.00 42432.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NBKZ3 2053-04-01 4.500 4.500 1412032.00 1060274.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NC7E3 2053-04-01 5.000 5.000 9232000.00 8266357.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NCTM1 2053-03-01 4.500 4.500 3888956.00 3617589.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NCTP4 2053-03-01 4.500 4.500 8559616.00 7363187.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NCYQ6 2053-03-01 5.000 5.000 1098750.00 1058893.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NDDG9 2053-04-01 4.500 4.500 1000000.00 819213.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NEDR3 2053-03-01 5.500 5.500 523030.00 490463.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NEDW2 2053-04-01 5.500 5.500 1775434.00 1382097.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NEKG9 2053-04-01 5.500 5.500 4015072.00 3637084.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NFCL4 2053-04-01 4.500 4.500 3078992.00 2905083.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NGAK6 2053-04-01 6.000 6.000 4133520.00 3016295.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NGCZ1 2053-04-01 5.000 5.000 4419384.00 3577202.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NGFQ8 2053-05-01 4.500 4.500 2385624.00 2103092.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NGSP6 2053-04-01 5.000 5.000 9302352.00 8557584.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NHBT4 2053-05-01 4.500 4.500 739107.00 694848.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NHRB6 2038-09-01 3.000 3.000 1086654.00 963642.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NHWK0 2053-06-01 6.000 6.000 583736.00 585560.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NJ5Y6 2053-05-01 6.000 6.000 1241138.00 1240757.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NJG81 2053-05-01 5.000 5.000 1775560.00 1544451.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NKTP6 2053-06-01 6.000 6.000 1864030.00 1864061.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NKX97 2053-06-01 5.000 5.000 5593712.00 5355749.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NLE88 2053-07-01 6.500 6.500 2140556.00 1861107.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NMGH4 2053-06-01 5.500 5.500 1393018.00 1371356.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NMLP0 2053-06-01 6.000 6.000 200000.00 171012.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NMX36 2053-06-01 5.000 5.000 1938060.00 1864501.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NNA70 2053-07-01 5.500 5.500 1003890.00 996271.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NPB58 2053-07-01 6.000 6.000 1175520.00 1179607.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NQ6T0 2054-03-01 6.431 6.431 10227696.00 9753198.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NQHZ4 2053-07-01 5.000 5.000 5130040.00 4819775.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NQKY3 2054-03-01 4.500 4.500 2927064.00 2763304.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NRCD6 2054-04-01 6.214 6.214 6188920.00 6274575.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NRD29 2053-08-01 5.000 5.000 4882112.00 4714284.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LBM75 2031-03-01 1.590 1.590 5000000.00 4114162.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LD2R9 2041-10-01 2.259 2.259 4710000.00 3292930.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LHHA1 2032-10-01 3.569 3.569 25370200.00 23317306.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LKNP4 2033-07-01 4.120 4.120 7500000.00 7189005.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LKPY3 2033-06-01 4.339 4.339 17423000.00 16986431.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LMCW7 2030-12-01 5.450 5.450 8011000.00 8327718.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LNGF8 2036-07-01 2.500 2.500 1357056.00 675819.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LNMT1 2051-05-01 4.000 4.000 1054950.00 341034.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LQDB3 2052-02-01 2.000 2.000 36477888.00 26481305.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LQM72 2052-02-01 2.000 2.000 132058.00 98753.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LTJR6 2051-08-01 2.000 2.000 51795520.00 36489047.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LV3L1 2051-09-01 3.500 3.500 3005984.00 1986917.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LVLM9 2039-04-01 5.000 5.000 1308796.00 1232371.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LW2Z9 2037-10-01 3.000 3.000 560000.00 223357.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LWYP6 2052-10-01 5.000 5.000 19990624.00 17127215.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LYWC3 2051-09-01 3.500 3.500 38443.00 30222.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M2CY6 2051-11-01 2.500 2.500 300000.00 194772.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M37A2 2051-10-01 3.500 3.500 128694.00 57614.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M5XR1 2053-12-01 6.000 6.000 11555232.00 11617759.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M5ZW8 2054-01-01 8.000 8.000 8817344.00 6364472.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M6FS7 2054-06-01 5.464 5.464 1065490.00 1071256.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M8HQ5 2051-11-01 4.000 4.000 290000.00 243052.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MCAF7 2052-02-01 2.000 2.000 1725000.00 1196458.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MMU55 2052-06-01 3.000 3.000 4300000.00 3343792.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MMVR6 2052-07-01 2.000 2.000 1262376.00 925569.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MMWS3 2037-07-01 2.500 2.500 1568530.00 1185249.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MNHE9 2052-05-01 3.500 3.500 7500000.00 5781569.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MPFU0 2052-04-01 4.500 4.500 1686000.00 1102019.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MQAY5 2052-06-01 2.000 2.000 3826232.00 2320049.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MQBJ7 2052-06-01 3.500 3.500 5286830.00 4199454.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MRA64 2052-07-01 4.000 4.000 11417440.00 8839768.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MRAU1 2052-07-01 4.000 4.000 1768074.00 1429560.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSER2 2052-06-01 4.000 4.000 700000.00 533506.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSJD8 2052-09-01 5.000 5.000 119160160.00 100336278.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EDX5 2042-04-01 3.000 3.000 100000.00 74013.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EEA4 2037-06-01 2.500 2.500 15372384.00 11275322.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EEQ9 2052-04-01 4.500 4.500 72458.00 48683.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EFF2 2037-07-01 2.500 2.500 4260040.00 3137265.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EFH8 2037-07-01 3.500 3.500 211700.00 155200.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EGM6 2037-06-01 4.000 4.000 4733056.00 3288976.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EJW1 2037-10-01 4.000 4.000 627000.00 460114.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EJZ4 2042-10-01 4.000 4.000 637331.00 514598.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ELG3 2052-09-01 4.000 4.000 727590.00 641697.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ELY4 2052-12-01 5.500 5.500 97048320.00 85392170.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EMT4 2053-01-01 5.500 5.500 110000.00 96767.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ENL0 2053-01-01 6.000 6.000 531846144.00 453316498.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EP87 2043-02-01 6.500 6.500 143082.00 83762.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EPN4 2053-02-01 6.500 6.500 35644.00 28440.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EVS6 2038-07-01 3.500 3.500 176500.00 155859.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EXL9 2033-10-01 6.000 6.000 200889.00 148197.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EY38 2033-09-01 4.000 4.000 1101798.00 843628.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAP2 2054-06-01 7.500 7.500 199082.00 202538.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418VAU6 2040-07-01 7.509 7.509 5255432.00 288069.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31419A4P9 2038-07-01 6.000 6.000 15803264.00 491061.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142AWLU7 2054-01-01 6.320 6.320 548248.00 552937.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142BA3T7 2054-07-01 6.086 6.086 28486592.00 28786513.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142BNX90 2054-01-01 6.629 6.629 10522176.00 9854976.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142FEDJ6 2034-04-01 4.500 4.500 210000000.00 205558080.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSKP9 2052-09-01 5.000 5.000 51728640.00 44299393.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSNP6 2052-11-01 4.500 4.500 23438336.00 20467909.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSTE5 2052-06-01 5.000 5.000 3730000.00 2971305.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NRP83 2053-08-01 5.500 5.500 1474022.00 1301191.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NSE83 2053-09-01 5.000 5.000 1049402.00 953697.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NSEA8 2053-08-01 5.000 5.000 5663872.00 5485075.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NSHM9 2053-08-01 6.000 6.000 2625644.00 2332616.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NSQ23 2053-09-01 5.500 5.500 5018272.00 4953375.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NSXJ8 2053-09-01 5.500 5.500 1093750.00 1087074.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NSZG2 2053-09-01 5.500 5.500 2265636.00 1877352.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NUBB4 2033-12-01 5.620 5.620 1950000.00 2059722.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NUHT9 2029-01-01 5.190 5.190 47105000.00 47938216.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NUP94 2034-02-01 4.405 4.405 11751000.00 11519173.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q8B87 2032-12-01 4.000 4.000 1396216.00 86201.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q8DX0 2048-01-01 4.500 4.500 20540000.00 6534373.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q8HY4 2048-02-01 3.500 3.500 1200000.00 463541.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9DC4 2048-06-01 4.500 4.500 146953.00 34147.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9F65 2048-07-01 4.500 4.500 463969.00 63688.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9T86 2048-09-01 4.000 4.000 97000.00 7223.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9WT6 2048-10-01 4.000 4.000 6000000.00 1185834.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QACL2 2048-12-01 4.000 4.000 5000000.00 913285.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QADX5 2048-12-01 5.000 5.000 3530584.00 238920.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QAHW3 2049-01-01 4.000 4.000 5018000.00 363787.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QAQ45 2049-02-01 4.000 4.000 281900.00 38236.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QB2T4 2049-07-01 6.000 6.000 350000.00 48297.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QBHS0 2049-07-01 4.500 4.500 7712000.00 1899495.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QBJS8 2049-07-01 3.500 3.500 156000.00 17427.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QC5H5 2050-03-01 3.500 3.500 127319.00 42596.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QCSH0 2050-01-01 3.000 3.000 630000.00 146107.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QD5C4 2035-07-01 2.000 2.000 50000000.00 22010391.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QEX23 2050-09-01 2.500 2.500 3000000.00 1592993.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFB32 2050-10-01 2.500 2.500 694000.00 408037.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFTJ8 2050-11-01 3.000 3.000 147547904.00 88357429.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFWK1 2050-10-01 4.500 4.500 1615000.00 549951.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QG6G7 2051-02-01 3.000 3.000 82235008.00 51508461.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QHBC8 2051-02-01 2.000 2.000 766000.00 486271.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKKC1 2051-04-01 2.000 2.000 12166000.00 7834236.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKLF3 2051-04-01 2.000 2.000 7200000.00 4686562.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKNS3 2051-05-01 2.000 2.000 128000.00 81660.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKPX0 2051-05-01 2.500 2.500 250000.00 169222.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QLMX1 2051-08-01 2.000 2.000 5300000.00 3516593.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QLS49 2051-07-01 4.500 4.500 1415456.00 722896.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QLZD1 2051-09-01 3.500 3.500 317173.00 188178.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMH80 2051-11-01 2.000 2.000 332000.00 222577.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMJY1 2051-11-01 3.000 3.000 14000.00 9971.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMVC5 2051-12-01 2.500 2.500 119000.00 82499.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMWP5 2051-12-01 4.000 4.000 6111176.00 4317699.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMY40 2051-12-01 1.403 1.403 3000000.00 1881745.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QN3D2 2052-05-01 3.000 3.000 40251648.00 30993451.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNE73 2052-02-01 2.500 2.500 79000.00 56026.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNE99 2052-02-01 2.500 2.500 6335000.00 4530415.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNEV0 2052-02-01 2.000 2.000 100000000.00 66998539.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNLG5 2052-03-01 3.500 3.500 40000.00 30053.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNR87 2037-03-01 2.500 2.500 9203490.00 6942059.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNWW8 2052-04-01 3.000 3.000 502713.00 376614.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNXU1 2042-04-01 4.500 4.500 1612930.00 1107366.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNYW6 2037-05-01 3.000 3.000 110000.00 77003.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QP2J5 2052-08-01 4.000 4.000 128000000.00 104011193.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QP4F1 2052-08-01 5.500 5.500 511000.00 419280.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPA80 2052-05-01 4.000 4.000 101775.00 83858.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPER4 2052-03-01 2.000 2.000 130017.00 89198.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPES2 2052-03-01 2.500 2.500 10000.00 7415.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPFA0 2052-05-01 3.500 3.500 57700.00 45531.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPH59 2052-06-01 4.000 4.000 770000.00 620664.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPKX4 2052-06-01 4.000 4.000 161000.00 133419.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPPK7 2052-07-01 4.500 4.500 6065400.00 5233277.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPRQ2 2052-07-01 4.500 4.500 147651328.00 123962179.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPSP3 2052-07-01 4.000 4.000 1222792.00 1039854.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPWS2 2037-08-01 4.000 4.000 75803.00 56984.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPXZ5 2052-08-01 4.500 4.500 75038464.00 63065769.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQ3E3 2052-12-01 5.500 5.500 97244288.00 81268719.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQ3F0 2052-12-01 5.500 5.500 203182848.00 182638312.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQBW4 2052-09-01 4.500 4.500 32100.00 27226.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQCA1 2052-09-01 5.000 5.000 68840000.00 53671481.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQEG6 2052-09-01 5.500 5.500 1620200.00 1594126.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQEP6 2052-08-01 6.000 6.000 1124968.00 1126524.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQJK2 2052-09-01 5.000 5.000 900000.00 777667.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQJT3 2052-07-01 5.000 5.000 10281648.00 8891503.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQKA2 2052-10-01 5.000 5.000 26230480.00 22149869.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQN43 2052-10-01 5.500 5.500 74213632.00 62217078.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQSH9 2052-08-01 5.000 5.000 205939.00 187650.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQVP7 2052-11-01 4.500 4.500 48557520.00 41674945.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQVS1 2052-11-01 4.500 4.500 2935572.00 2637088.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QR7G2 2043-05-01 6.500 6.500 2225216.00 2145313.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRAM5 2053-01-01 4.000 4.000 35516672.00 29080464.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRBM4 2053-01-01 5.000 5.000 10607600.00 10106611.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QREP4 2053-01-01 5.500 5.500 1525626.00 1357576.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRFX6 2052-11-01 5.000 5.000 152639200.00 135444423.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRK93 2053-01-01 7.000 7.000 2929316.00 2644112.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRKN2 2053-02-01 6.000 6.000 18867000.00 16876658.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRKR3 2053-02-01 6.000 6.000 1017000.00 924260.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRMY6 2053-02-01 5.500 5.500 451794.00 429736.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRN74 2053-03-01 4.000 4.000 1984394.00 1698607.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRUM3 2053-01-01 5.000 5.000 25864.00 21388.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRVV2 2043-04-01 6.500 6.500 1172696.00 776871.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRWZ2 2053-04-01 5.000 5.000 89657.00 79896.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRXU2 2053-04-01 6.000 6.000 3012028.00 2773983.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRYK3 2053-04-01 7.000 7.000 1538028.00 1541343.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRYS6 2053-03-01 7.000 7.000 1046000.00 1099366.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QS2B6 2053-09-01 3.500 3.500 4352728.00 3753656.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSGR6 2053-06-01 4.500 4.500 38177280.00 34497335.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSLX7 2053-06-01 5.500 5.500 25085344.00 23338920.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSQF1 2053-07-01 6.000 6.000 100000.00 94119.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSS69 2053-08-01 4.500 4.500 23962240.00 22419563.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSS77 2053-08-01 5.000 5.000 50023168.00 46808906.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSXB2 2038-08-01 6.000 6.000 2526532.00 1936576.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSYM7 2053-09-01 5.500 5.500 70000000.00 64880371.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTBD0 2053-10-01 5.000 5.000 56062900.00 53879243.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTBJ7 2053-10-01 6.000 6.000 8400000.00 8292410.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTEX3 2053-10-01 6.500 6.500 88708.00 81744.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTGG8 2053-10-01 5.000 5.000 230267.00 222232.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTTW9 2054-01-01 6.088 6.088 7231712.00 6477827.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTVN6 2054-01-01 7.000 7.000 40695488.00 38099646.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTVZ9 2054-01-01 7.500 7.500 25128832.00 23516925.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTWQ8 2043-12-01 7.000 7.000 1245122.00 1085706.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QUC20 2054-03-01 7.000 7.000 3754190.00 3646893.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QUCY0 2054-03-01 6.500 6.500 29967232.00 27556103.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QUDS2 2044-03-01 6.500 6.500 3061896.00 2996019.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QUJM9 2054-04-01 6.500 6.500 26361824.00 24999529.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QUJV9 2054-04-01 7.500 7.500 7673080.00 7486433.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X44A1 2044-10-01 3.000 3.000 3000000.00 438068.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X4RB4 2034-08-01 4.500 4.500 4272088.00 933285.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X4VP8 2049-05-01 4.000 4.000 16570000.00 2619037.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X5CA9 2049-11-01 3.000 3.000 713000.00 239250.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X8BA4 2050-09-01 3.000 3.000 2309000.00 897475.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X8MU8 2050-11-01 2.000 2.000 19364192.00 12882967.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X97D1 2051-03-01 3.000 3.000 38700864.00 22332310.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X9FD2 2049-10-01 5.000 5.000 31420864.00 13615292.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140X9YW9 2051-01-01 2.500 2.500 1500000.00 865172.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XAD82 2051-03-01 2.000 2.000 515000.00 275237.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XAJA1 2051-03-01 2.000 2.000 20000000.00 13992513.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XAJP8 2051-03-01 2.500 2.500 76000.00 44652.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XAY55 2051-01-01 4.000 4.000 26000.00 8688.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XBFA3 2041-05-01 2.000 2.000 2600000.00 1707464.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XBQ60 2051-06-01 2.500 2.500 100000.00 66425.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XBUU2 2050-01-01 4.000 4.000 2914000.00 1306332.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XBX62 2051-07-01 2.500 2.500 800000.00 511867.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XC6C7 2051-10-01 2.500 2.500 91000.00 62096.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XC6J2 2049-06-01 4.000 4.000 67975000.00 34347960.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XCVY1 2051-09-01 2.000 2.000 41705984.00 28536942.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XDED4 2051-07-01 3.000 3.000 660000.00 434974.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XDK70 2036-11-01 2.000 2.000 138656000.00 89105580.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XDLW4 2036-10-01 1.500 1.500 1200000.00 735691.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFAD3 2036-12-01 1.500 1.500 1074234.00 702308.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFLM1 2052-01-01 3.000 3.000 1550000.00 1105716.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFUW9 2051-08-01 3.000 3.000 553801.00 392356.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFVZ1 2052-02-01 3.000 3.000 656000.00 470276.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGB32 2052-03-01 3.000 3.000 400000.00 296426.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGB40 2052-03-01 3.000 3.000 4900000.00 3783427.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGFZ7 2052-03-01 2.500 2.500 3516000.00 2492218.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGGW3 2052-03-01 2.000 2.000 100000.00 67484.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGGZ6 2051-05-01 2.500 2.500 425000.00 281202.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGJR1 2052-01-01 3.000 3.000 2700000.00 1876976.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGLT4 2051-12-01 3.500 3.500 100000.00 71266.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGLU1 2052-03-01 3.500 3.500 600000.00 431423.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGQ44 2052-03-01 3.000 3.000 1185000.00 888016.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGVQ9 2052-05-01 3.000 3.000 1821000.00 1340502.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XH2S5 2052-08-01 4.500 4.500 1316000.00 1070070.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XH2W6 2052-08-01 4.500 4.500 1171000.00 1010878.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XH3K1 2052-03-01 3.000 3.000 250000.00 194522.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XH3L9 2051-12-01 3.000 3.000 10356740.00 7788980.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHEY9 2052-05-01 4.000 4.000 500000.00 379968.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHG92 2052-05-01 4.000 4.000 200000.00 166458.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHGB7 2037-06-01 3.000 3.000 1039748.00 707740.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHJF5 2052-06-01 4.000 4.000 22626800.00 18595506.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHK48 2052-06-01 4.500 4.500 85689600.00 71710164.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHKB2 2052-06-01 3.500 3.500 1839000.00 1444619.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHML8 2052-06-01 4.500 4.500 2400000.00 1912370.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHNB9 2052-06-01 4.000 4.000 576000.00 467953.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHPA9 2052-07-01 4.000 4.000 900000.00 704562.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHSM0 2052-07-01 4.000 4.000 5885000.00 4763910.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHV38 2052-07-01 5.000 5.000 1000000.00 868750.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHV46 2052-07-01 4.500 4.500 54663680.00 46206702.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHVC8 2052-07-01 5.500 5.500 2100000.00 1589615.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHWZ6 2052-02-01 3.000 3.000 1973000.00 1485786.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHX28 2052-08-01 4.500 4.500 4500000.00 3936163.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJ6Y4 2052-03-01 3.000 3.000 238567680.00 190823252.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJAD5 2052-08-01 3.500 3.500 985000.00 784795.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJDK6 2052-09-01 2.500 2.500 498000.00 371462.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJL35 2052-10-01 5.000 5.000 15000000.00 13143630.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJRW5 2052-01-01 2.000 2.000 155000.00 108144.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJVZ3 2052-11-01 5.000 5.000 2040000.00 1809923.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKAH3 2037-02-01 2.500 2.500 1849000.00 1491744.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKBK5 2052-12-01 4.500 4.500 140313344.00 122806777.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKGZ7 2051-09-01 3.500 3.500 1363400.00 1094130.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKJU5 2050-02-01 4.500 4.500 633000.00 524269.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKR85 2052-03-01 2.500 2.500 100000.00 74345.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKVH0 2052-09-01 4.000 4.000 1500000.00 1260283.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKVZ0 2052-12-01 4.000 4.000 15645664.00 13523525.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKW89 2052-03-01 2.000 2.000 24200000.00 17755440.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XL5L8 2052-10-01 4.000 4.000 633739.00 532405.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLA24 2053-05-01 5.000 5.000 1200000.00 1096260.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLB80 2053-05-01 5.000 5.000 150000.00 137755.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLCZ9 2043-04-01 6.500 6.500 2453996.00 1854891.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLHS0 2053-04-01 6.500 6.500 10084704.00 9267764.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLPD4 2053-05-01 2.500 2.500 96000.00 75023.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLTU2 2053-06-01 5.500 5.500 3482508.00 3217729.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLWR5 2053-07-01 5.000 5.000 200000.00 180370.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMD29 2053-01-01 4.500 4.500 130117120.00 116386266.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMDE3 2052-06-01 3.500 3.500 2329000.00 1993088.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMEB8 2053-08-01 5.500 5.500 15775120.00 14370107.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMHQ2 2053-08-01 5.000 5.000 4846000.00 4411859.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMJ49 2050-10-01 3.000 3.000 18170528.00 14701413.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMRA6 2052-10-01 4.000 4.000 77643392.00 64940924.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMVZ6 2052-06-01 2.000 2.000 49338112.00 37634715.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMYB6 2053-09-01 5.000 5.000 1545000.00 1441966.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XN4M3 2054-02-01 5.000 5.000 42089536.00 40330466.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XN6G4 2042-08-01 2.000 2.000 400000.00 331843.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XN6N9 2052-07-01 3.000 3.000 112994688.00 94604286.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNAK0 2053-12-01 6.000 6.000 50516000.00 50422036.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNHS6 2053-12-01 7.000 7.000 13393040.00 13155233.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNHW7 2053-12-01 6.000 6.000 89225344.00 88375535.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNQT4 2053-12-01 6.500 6.500 21165343.00 21589062.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNQV9 2054-01-01 6.500 6.500 141399296.00 139366365.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNTD6 2053-11-01 6.000 6.000 700000.00 689591.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNVD3 2050-05-01 4.500 4.500 16958780.00 15856535.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNY81 2049-05-01 4.500 4.500 15799728.00 14539678.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XP5S4 2034-03-01 4.500 4.500 4441384.00 4294051.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPHM4 2053-11-01 5.500 5.500 33274560.00 32685274.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPHN2 2054-02-01 6.000 6.000 43204224.00 43427053.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPHP7 2054-02-01 7.000 7.000 19700224.00 19090545.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPK40 2037-06-01 2.000 2.000 176824832.00 152027409.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPU49 2037-03-01 2.500 2.500 46043072.00 41042240.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPU64 2038-02-01 2.500 2.500 20921952.00 18650719.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPVG1 2052-04-01 3.500 3.500 26323424.00 23444660.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPWH8 2054-02-01 6.000 6.000 131349248.00 131117399.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPXQ7 2054-04-01 5.000 5.000 34782464.00 33874191.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XTAR2 2050-09-25 2.500 2.500 100000.00 72680.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XTBN0 2050-10-25 3.500 3.500 14528832.00 12418588.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XTCM1 2049-08-25 4.000 4.000 10067008.00 8827783.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XTCP4 2051-03-25 3.500 3.500 92280192.00 78300626.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XTDB4 2048-06-25 4.000 4.000 27550112.00 25388871.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWDL4 2054-01-01 5.500 5.500 4327232.00 4284180.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWJG9 2054-02-01 4.500 4.500 2866040.00 2715092.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWJR5 2054-02-01 6.500 6.500 1211624.00 1245124.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWJX2 2054-02-01 5.500 5.500 2094500.00 2079050.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWKN2 2054-03-01 5.000 5.000 1939892.00 1681596.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWMQ3 2054-05-01 5.500 5.500 1047732.00 1048644.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWTP8 2054-02-01 5.000 5.000 2275492.00 2219296.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWU35 2054-02-01 5.500 5.500 1541224.00 1537308.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWUT8 2054-02-01 5.000 5.000 1325050.00 1171149.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWVC4 2054-03-01 5.500 5.500 1647052.00 1642160.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWVM2 2054-02-01 5.500 5.500 1324438.00 1298453.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWVS9 2054-03-01 6.000 6.000 2618676.00 2660795.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWVT7 2054-02-01 6.500 6.500 1370520.00 1417795.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YXML2 2054-01-01 6.500 6.500 5659192.00 5797382.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YXQC8 2054-02-01 5.500 5.500 1447604.00 1444785.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YYB73 2054-02-01 6.500 6.500 2971804.00 3043485.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YYBC2 2054-02-01 6.500 6.500 1557080.00 1591773.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410GC35 2035-05-01 6.230 6.230 6047000.00 78041.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410GKU6 2037-10-01 7.500 7.500 1500000.00 14729.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410KJR6 2038-06-01 5.500 5.500 476268544.00 3406168.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410LLW0 2028-06-01 2.500 2.500 7500000.00 558961.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31410SA49 2036-01-01 5.500 5.500 1830890.00 203219.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31411DZD4 2036-11-01 6.000 6.000 18260960.00 440862.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31411FUP7 2036-07-01 5.500 5.500 5398472.00 266563.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31411SQD1 2037-02-01 6.500 6.500 2226712.00 61294.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31412SAS4 2037-10-01 6.500 6.500 55000000.00 243532.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31412V6Z6 2037-04-01 6.764 6.764 19300000.00 81059.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31413FYB2 2037-07-01 6.000 6.000 11313888.00 219336.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31413JXZ2 2037-10-01 6.000 6.000 10005980.00 451297.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31414KK74 2047-12-01 6.000 6.000 3287600.00 177131.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31415LML8 2038-08-01 6.000 6.000 1010000.00 6896.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31416BL30 2038-05-01 6.476 6.476 80018304.00 1239350.21 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 6375000000.00 6375000000.00 0.0541 N Y Y N - N/A - MIZUHO SECURITIES USA MIZUHO SECURITIES USA 5.3200 BYM4S6A08 7TK5RJIZDFROZCA6XF66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912796Y52 2024-07-05 0.000 0.000 785700.00 784898.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912796ZV4 2024-12-26 0.000 0.000 6198200.00 6038707.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797GB7 2024-07-11 0.000 0.000 34200.00 34135.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797GK7 2024-08-08 0.000 0.000 2517000.00 2501965.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797GL5 2024-09-05 0.000 0.000 200300.00 198295.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797GW1 2024-10-03 0.000 0.000 475700.00 469050.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797HE0 2024-10-31 0.000 0.000 4520500.00 4439058.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797HP5 2024-11-29 0.000 0.000 11700.00 11443.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797JR9 2025-01-23 0.000 0.000 405000.00 393534.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797JS7 2024-07-18 0.000 0.000 219500.00 218860.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797JT5 2024-07-25 0.000 0.000 146100.00 145527.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797JU2 2024-08-01 0.000 0.000 343700.00 341999.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KA4 2025-02-20 0.000 0.000 15000.00 14510.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KC0 2024-08-22 0.000 0.000 420000.00 416638.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KD8 2024-08-29 0.000 0.000 1477400.00 1464039.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KK2 2024-09-12 0.000 0.000 526500.00 520691.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KL0 2024-09-19 0.000 0.000 787800.00 778314.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KM8 2024-09-26 0.000 0.000 129337000.00 127646565.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KP1 2024-07-16 0.000 0.000 100000.00 99737.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KQ9 2024-07-23 0.000 0.000 3000.00 2989.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KR7 2024-07-30 0.000 0.000 766000.00 762429.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KS5 2025-04-17 0.000 0.000 168362700.00 161627855.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KT3 2024-10-10 0.000 0.000 203060100.00 199999984.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KU0 2024-10-17 0.000 0.000 144945700.00 142615263.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KV8 2024-10-24 0.000 0.000 203471400.00 199999974.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KW6 2024-08-06 0.000 0.000 700.00 696.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797KZ9 2024-08-27 0.000 0.000 97000.00 96151.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LA3 2024-09-03 0.000 0.000 26625000.00 26365406.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LB1 2025-05-15 0.000 0.000 856000.00 818583.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LC9 2024-11-07 0.000 0.000 843000.00 827048.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LD7 2024-11-14 0.000 0.000 600.00 588.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LE5 2024-11-21 0.000 0.000 36000000.00 35247348.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LF2 2024-12-05 0.000 0.000 176660300.00 172625025.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LG0 2024-09-10 0.000 0.000 1683600.00 1665518.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LH8 2024-09-17 0.000 0.000 5838000.00 5769374.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LJ4 2024-09-24 0.000 0.000 75600.00 74637.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LK1 2024-10-01 0.000 0.000 1000000.00 986239.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LN5 2025-06-12 0.000 0.000 10503900.00 10008315.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LQ8 2024-12-19 0.000 0.000 25798300.00 25159301.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LT2 2024-10-15 0.000 0.000 38841000.00 38227855.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 912797LU9 2024-10-22 0.000 0.000 81599000.00 80227892.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 7TK5RJIZDFROZCA6XF66 91282CKM2 2026-04-30 5.455 5.455 25154300.00 25373555.89 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1250000000.00 1250000000.00 0.0106 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 5.3200 BYM4S6A24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912810QT8 2041-11-15 3.125 3.125 43081200.00 36130927.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RZ3 2047-11-15 2.750 2.750 72820900.00 54077094.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TN8 2053-02-15 3.625 3.625 265500.00 233718.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TV0 2053-11-15 4.750 4.750 394600.00 417743.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284N7 2028-05-15 2.875 2.875 20100.00 19078.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAE1 2030-08-15 0.625 0.625 82788000.00 66722891.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBZ3 2028-04-30 1.250 1.250 22520000.00 20073676.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 230279900.00 222054627.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHF1 2030-05-31 3.750 3.750 4565000.00 4446122.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJF9 2028-10-31 4.875 4.875 125000000.00 128509987.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJG7 2030-10-31 4.875 4.875 50172000.00 52140041.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJX0 2031-01-31 4.000 4.000 312041900.00 311887010.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKT7 2029-05-31 4.500 4.500 66388300.00 67187125.38 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N Y NOMURA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0532 945000000.00 945000000.00 0.0080 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 5.3200 BYM4S69Y6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912810QT8 2041-11-15 3.125 3.125 29999800.00 25159944.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RE0 2044-02-15 3.625 3.625 53193100.00 47409774.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RF7 2044-02-15 1.375 1.375 4769300.00 5618305.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RH3 2044-08-15 3.125 3.125 100.00 82.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RM2 2045-05-15 3.000 3.000 51234000.00 40591722.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285W6 2029-01-15 0.875 0.875 2407300.00 2843010.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286B1 2029-02-15 2.625 2.625 5809100.00 5449153.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128287D6 2029-07-15 0.250 0.250 10325300.00 11636510.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAH4 2027-08-31 0.500 0.500 5775800.00 5110603.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBS9 2028-03-31 1.250 1.250 8086700.00 7231350.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCH2 2028-06-30 1.250 1.250 3645000.00 3250951.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDL2 2028-11-30 1.500 1.500 14998300.00 13308389.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDX6 2032-01-15 0.125 0.125 4677500.00 4598415.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEV9 2029-06-30 3.250 3.250 2973600.00 2878181.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFL0 2029-09-30 3.875 3.875 19250800.00 19031683.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGG0 2025-01-31 4.125 4.125 241200.00 243621.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 19168400.00 18675521.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJD4 2025-10-31 5.475 5.475 3759200.00 3795187.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJF9 2028-10-31 4.875 4.875 109718800.00 112799692.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJG7 2030-10-31 4.875 4.875 108542300.00 112799969.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJQ5 2030-12-31 3.750 3.750 51252400.00 50623223.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJX0 2031-01-31 4.000 4.000 112448800.00 112392983.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKK6 2026-04-30 4.875 4.875 111761000.00 112799918.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKP5 2029-04-30 4.625 4.625 835000.00 852213.59 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N Y NOMURA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0532 705000000.00 705000000.00 0.0060 N Y Y N - N/A - NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 5.3300 BYM4S6942 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31288QXU9 2053-07-01 3.823 3.823 29399300.00 26920805.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31288QZ29 2043-10-01 6.451 6.451 24363974.00 22323793.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31288QZ52 2050-02-01 6.054 6.054 4827467.00 4551370.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128M9FP2 2040-01-01 5.500 5.500 776467.00 41749.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D6AG5 2036-06-01 2.000 2.000 248900.00 149605.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D6F96 2039-04-01 4.500 4.500 4423183.00 4152940.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D6GM6 2039-05-01 5.500 5.500 17204.00 16636.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DP6Z6 2053-04-01 5.500 5.500 88900.00 81776.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DQEC6 2053-03-01 6.000 6.000 2153366.00 1966618.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DQL61 2053-06-01 6.000 6.000 600000.00 571996.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DQYY6 2053-08-01 6.000 6.000 80000.00 76357.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DS5M0 2050-07-01 4.000 4.000 499000.00 461068.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSA28 2053-07-01 5.000 5.000 48100.00 44817.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSAU6 2053-12-01 6.000 6.000 30173403.00 29080346.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSLC4 2053-12-01 5.000 5.000 6730916.00 6421052.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSQ62 2053-11-01 5.000 5.000 546000.00 522203.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSUM2 2054-03-01 5.500 5.500 34610240.00 32670950.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DTHZ6 2047-09-01 3.500 3.500 15392352.00 14052617.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DVMT9 2054-05-01 6.000 6.000 59945933.00 60667992.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWHS5 2053-07-01 5.000 5.000 53010000.00 48611184.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWJL8 2053-10-01 5.500 5.500 21925698.00 20682269.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWLK7 2054-05-01 5.000 5.000 110165470.00 106203110.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWLT8 2054-06-01 5.500 5.500 85160795.00 84141099.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWLZ4 2054-06-01 4.500 4.500 496000.00 471770.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132E0LZ3 2053-05-01 4.500 4.500 35623143.00 32549801.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132E0X56 2053-10-01 5.500 5.500 7195983.00 6937012.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797GL5 2024-09-05 0.000 0.000 38300.00 37916.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797JR9 2025-01-23 0.000 0.000 20200.00 19628.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797JS7 2024-07-18 0.000 0.000 3700.00 3689.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797JU2 2024-08-01 0.000 0.000 200.00 199.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KA4 2025-02-20 0.000 0.000 5500.00 5320.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KC0 2024-08-22 0.000 0.000 100.00 99.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KH9 2024-07-02 0.000 0.000 2000.00 1998.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KL0 2024-09-19 0.000 0.000 300.00 296.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KM8 2024-09-26 0.000 0.000 6100.00 6020.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KR7 2024-07-30 0.000 0.000 17300.00 17219.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KS5 2025-04-17 0.000 0.000 20300.00 19487.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KX4 2024-08-13 0.000 0.000 19100.00 18972.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797KZ9 2024-08-27 0.000 0.000 600.00 594.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797LB1 2025-05-15 0.000 0.000 100.00 95.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797LC9 2024-11-07 0.000 0.000 5400.00 5297.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797LD7 2024-11-14 0.000 0.000 800.00 784.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912797LT2 2024-10-15 0.000 0.000 85400.00 84051.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128282A7 2026-08-15 1.500 1.500 10100.00 9504.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128282N9 2024-07-31 2.125 2.125 100.00 100.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128282Y5 2024-09-30 2.125 2.125 15300.00 15251.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128283D0 2024-10-31 2.250 2.250 46500.00 46174.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128283F5 2027-11-15 2.250 2.250 300.00 280.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128283W8 2028-02-15 2.750 2.750 42100.00 40158.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128284N7 2028-05-15 2.875 2.875 1100.00 1044.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128284V9 2028-08-15 2.875 2.875 6254500.00 5965040.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128284Z0 2025-08-31 2.750 2.750 891600.00 876208.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128285C0 2025-09-30 3.000 3.000 100.00 98.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128285N6 2025-11-30 2.875 2.875 200.00 194.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128286A3 2026-01-31 2.625 2.625 900.00 878.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128286B1 2029-02-15 2.625 2.625 100.00 93.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128286F2 2026-02-28 2.500 2.500 300.00 291.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128286S4 2026-04-30 2.375 2.375 6600.00 6345.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132WW2L5 2029-03-01 4.750 4.750 65156576.00 64764291.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132XJN71 2033-12-01 4.469 4.469 43984000.00 43060929.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133A07E8 2050-01-01 3.500 3.500 6975200.00 2058933.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BKFQ7 2052-09-01 5.500 5.500 7923575.00 7249741.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BRZS6 2052-12-01 6.000 6.000 1966700.00 1837458.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133BUWR4 2053-02-01 6.000 6.000 3687114.00 3487676.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C0MM1 2053-04-01 5.000 5.000 4090700.00 3757742.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C3EP7 2053-05-01 5.000 5.000 2364200.00 2280150.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C3KJ4 2053-05-01 6.500 6.500 1420096.00 1351664.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LFUJ5 2026-10-01 2.470 2.470 16639680.00 15773792.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WK4X0 2032-06-01 3.000 3.000 549000.00 104433.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WKP58 2047-04-01 3.500 3.500 19699.00 6263.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31397SX82 2041-05-25 11.250 11.250 3189200.00 91508.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A03N7 2053-10-01 6.000 6.000 2374787.00 2290421.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A0RX9 2053-10-01 4.000 4.000 1084418.00 993947.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A1VH7 2053-10-01 6.000 6.000 12682428.00 12102584.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A2WT8 2053-10-01 5.500 5.500 7372208.00 7014222.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5J25 2054-02-01 6.000 6.000 3340768.00 3192454.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5PY8 2053-10-01 7.000 7.000 2349900.00 2219753.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A66F8 2054-02-01 6.000 6.000 2792511.00 2659214.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6NN2 2054-01-01 7.000 7.000 4420955.00 4290533.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A75E0 2054-02-01 6.000 6.000 1128914.00 1053663.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A7XE9 2054-02-01 6.500 6.500 2857386.00 2626280.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8N99 2054-05-01 6.000 6.000 2847286.00 2706925.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9KA7 2054-03-01 5.500 5.500 1164562.00 1112163.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128286T2 2029-05-15 2.375 2.375 100.00 91.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128287B0 2026-06-30 1.875 1.875 200.00 191.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828D56 2024-08-15 2.375 2.375 10000.00 10047.72 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828J27 2025-02-15 2.000 2.000 2300.00 2269.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828K74 2025-08-15 2.000 2.000 30300.00 29512.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828P46 2026-02-15 1.625 1.625 33900.00 32390.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828U24 2026-11-15 2.000 2.000 100.00 94.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828V98 2027-02-15 2.250 2.250 300.00 285.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828X88 2027-05-15 2.375 2.375 500.00 472.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828XB1 2025-05-15 2.125 2.125 100.00 97.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828Y79 2025-07-31 2.875 2.875 6800.00 6722.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828Y95 2026-07-31 1.875 1.875 300.00 285.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828YB0 2029-08-15 1.625 1.625 100.00 88.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828YD6 2026-08-31 1.375 1.375 700.00 655.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828YG9 2026-09-30 1.625 1.625 100.00 93.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828YQ7 2026-10-31 1.625 1.625 1100.00 1030.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828YX2 2026-12-31 1.750 1.750 3600.00 3391.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828ZC7 2025-02-28 1.125 1.125 5100.00 4980.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828ZL7 2025-04-30 0.375 0.375 10300.00 9903.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828ZN3 2027-04-30 0.500 0.500 20600.00 18427.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828ZS2 2027-05-31 0.500 0.500 15700.00 13994.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828ZT0 2025-05-31 0.250 0.250 4500.00 4301.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828ZV5 2027-06-30 0.500 0.500 1100.00 980.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828ZW3 2025-06-30 0.250 0.250 10900.00 10398.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CAE1 2030-08-15 0.625 0.625 16844200.00 13575563.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CAM3 2025-09-30 0.250 0.250 100.00 94.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CAT8 2025-10-31 0.250 0.250 100.00 93.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CAU5 2027-10-31 0.500 0.500 20000.00 17580.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CAV3 2030-11-15 0.875 0.875 500.00 406.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CBJ9 2028-01-31 0.750 0.750 407300.00 359165.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CBP5 2028-02-29 1.125 1.125 300.00 267.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CBZ3 2028-04-30 1.250 1.250 400.00 356.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAMT1 2054-04-01 5.000 5.000 1007400.00 976406.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAWY9 2054-04-01 6.500 6.500 1079100.00 1022177.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABHH1 2054-04-01 4.500 4.500 1294587.00 1231226.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEAC3 2039-05-01 4.500 4.500 352944.00 342643.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXVA7 2062-03-01 6.000 6.000 10112484.00 9595179.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JCGS7 2053-08-01 5.500 5.500 8788582.00 8487159.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K5PZ4 2053-07-01 5.000 5.000 2407600.00 2338239.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LGRS3 2037-06-01 4.040 4.040 3220000.00 2935885.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LGX80 2032-08-01 4.099 4.099 2000000.00 1912330.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LHF54 2032-08-01 3.859 3.859 12728000.00 12014951.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LHHJ2 2032-10-01 3.649 3.649 46600900.00 43114010.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LHJK7 2032-09-01 3.740 3.740 12904000.00 12071627.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LHLE8 2029-10-01 3.819 3.819 6795900.00 6503390.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LHSQ4 2029-10-01 4.160 4.160 7705000.00 7465667.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LHWK2 2032-10-01 3.980 3.980 30098000.00 28596260.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LJ4P8 2030-03-01 4.230 4.230 3828000.00 3743617.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LJMP8 2030-02-01 4.379 4.379 14698000.00 14403363.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LJMQ6 2030-02-01 4.379 4.379 18154000.00 17813757.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C4LX0 2053-06-01 6.000 6.000 1631425.00 1557831.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C54W8 2053-06-01 6.000 6.000 994400.00 916731.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C5UG4 2053-06-01 6.000 6.000 2195496.00 2070991.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C6ER6 2053-06-01 5.000 5.000 5029316.00 4843251.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133C9ZS5 2053-08-01 6.000 6.000 27856.00 26423.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CDG81 2053-09-01 6.500 6.500 7453736.00 7035744.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CET44 2053-10-01 6.500 6.500 1670810.00 1523602.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCB5 2031-05-15 1.625 1.625 10200.00 8613.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCE9 2028-05-31 1.250 1.250 2200.00 1954.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCH2 2028-06-30 1.250 1.250 200.00 178.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCJ8 2026-06-30 0.875 0.875 35600.00 33166.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCR0 2028-07-31 1.000 1.000 39600.00 34790.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCS8 2031-08-15 1.250 1.250 107110700.00 87782857.85 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCT6 2024-08-15 0.375 0.375 153600.00 152799.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCV1 2028-08-31 1.125 1.125 20800.00 18320.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCW9 2026-08-31 0.750 0.750 6300.00 5808.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CCX7 2024-09-15 0.375 0.375 200.00 198.09 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CDJ7 2031-11-15 1.375 1.375 2000.00 1637.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CDL2 2028-11-30 1.500 1.500 500.00 443.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CDN8 2024-12-15 1.000 1.000 100.00 98.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CDP3 2028-12-31 1.375 1.375 3438000.00 3047014.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CDS7 2025-01-15 1.125 1.125 26900.00 26435.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CDZ1 2025-02-15 1.500 1.500 200.00 196.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEB3 2029-02-28 1.875 1.875 5200.00 4695.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEC1 2027-02-28 1.875 1.875 200.00 187.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEE7 2029-03-31 2.375 2.375 100.00 92.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEF4 2027-03-31 2.500 2.500 1700.00 1622.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEH0 2025-04-15 2.625 2.625 100.00 98.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEM9 2029-04-30 2.875 2.875 539100.00 507492.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEN7 2027-04-30 2.750 2.750 33700.00 32265.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CET4 2027-05-31 2.625 2.625 9900.00 9411.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CEV9 2029-06-30 3.250 3.250 600.00 580.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFB2 2027-07-31 2.750 2.750 100.00 96.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFC0 2029-07-31 2.625 2.625 34792400.00 32494194.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFE6 2025-08-15 3.125 3.125 608700.00 602897.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFF3 2032-08-15 2.750 2.750 10700.00 9678.50 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFG1 2024-08-31 3.250 3.250 200.00 201.31 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFJ5 2029-08-31 3.125 3.125 100.00 95.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFL0 2029-09-30 3.875 3.875 33200.00 32822.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CJUC3 2053-12-01 6.500 6.500 1218000.00 1153782.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CLXL5 2054-01-01 6.500 6.500 2485150.00 2344103.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CN5Z1 2054-02-01 6.500 6.500 1059313.00 972911.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CNMM1 2054-02-01 6.500 6.500 1132236.00 1069184.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KQKS4 2053-01-01 5.000 5.000 65728331.00 60150820.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KRJK1 2053-06-01 5.500 5.500 10796512.00 10077044.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KRPN8 2053-07-01 5.500 5.500 2639200.00 2495789.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KRQC1 2053-07-01 6.000 6.000 20939943.00 19928905.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KY2X6 2044-04-01 5.000 5.000 27396136.00 26535549.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KY3B3 2044-06-01 5.000 5.000 4356063.00 4238449.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KY3D9 2044-03-01 4.500 4.500 1189958.00 1144538.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KYZ51 2043-11-01 5.500 5.500 200000.00 190293.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W6LS4 2054-02-01 5.000 5.000 1662179.00 1628650.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W6QT7 2054-02-01 6.000 6.000 4061885.00 3895150.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W7D28 2054-03-01 5.500 5.500 1046383.00 1023085.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W7DE2 2054-03-01 5.000 5.000 1828674.00 1787289.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W7QV0 2054-03-01 5.000 5.000 1048540.00 1025297.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W7QX6 2054-03-01 5.000 5.000 3064477.00 2796754.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W83F8 2054-03-01 4.000 4.000 1321352.00 1216002.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W83J0 2054-03-01 4.500 4.500 1138722.00 1081894.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W83L5 2054-03-01 4.500 4.500 1172681.00 1111768.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W9DC2 2054-03-01 5.000 5.000 2435896.00 2376555.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W9GV7 2054-04-01 5.000 5.000 1399955.00 1318360.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W9SE2 2054-04-01 4.500 4.500 2612943.00 2481676.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W9VA6 2054-04-01 5.500 5.500 2309000.00 2121563.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WAC89 2054-04-01 5.500 5.500 1784600.00 1730760.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WB2N5 2054-05-01 5.500 5.500 1936508.00 1856724.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WBSM9 2054-05-01 5.500 5.500 1200624.00 1143762.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LJVE3 2030-03-01 4.099 4.099 11060000.00 10736583.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LJXB7 2033-03-01 4.210 4.210 14568000.00 14080081.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LKLU5 2053-06-01 4.980 4.980 55318000.00 53561143.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LKVA8 2030-06-01 4.320 4.320 8255000.00 8103545.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MLRV4 2053-03-01 5.000 5.000 1104323.00 1044120.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MLSD3 2053-08-01 6.000 6.000 1632983.00 1576604.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MTKW2 2052-05-01 5.000 5.000 1100694.00 1048852.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MXDE1 2052-07-01 5.000 5.000 3466329.00 3307478.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N16B4 2052-09-01 6.000 6.000 1843204.00 1749009.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N23K5 2053-06-01 6.500 6.500 1425180.00 1390131.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N2QU8 2052-11-01 6.000 6.000 2538454.00 2456405.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N45Y9 2053-02-01 6.000 6.000 1504860.00 1387471.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N46J1 2053-02-01 6.500 6.500 1614661.00 1552768.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N5J62 2052-12-01 5.500 5.500 1700000.00 1651272.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N6JS2 2052-11-01 5.000 5.000 91569.00 86577.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N8BX5 2052-12-01 5.000 5.000 2448100.00 2334665.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N8Y77 2053-04-01 5.000 5.000 4796800.00 4367622.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NAEZ2 2053-03-01 5.000 5.000 1044493.00 1003075.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NBAT8 2053-02-01 5.000 5.000 1106963.00 1061393.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NBPD7 2053-02-01 5.500 5.500 200000.00 184367.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NBYH8 2053-04-01 5.000 5.000 3338000.00 3160192.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NDAE7 2053-04-01 5.500 5.500 3588443.00 3513326.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NDBC0 2053-04-01 5.500 5.500 10064075.00 9647102.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFN6 2024-09-30 4.250 4.250 21600.00 21759.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFT3 2029-10-31 4.000 4.000 65841900.00 65276518.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.125 4.125 200.00 198.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFY2 2029-11-30 3.875 3.875 300.00 294.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGA3 2025-12-15 4.000 4.000 91400.00 90342.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGC9 2027-12-31 3.875 3.875 160200.00 160347.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGE5 2026-01-15 3.875 3.875 400.00 400.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGJ4 2030-01-31 3.500 3.500 26277500.00 25601824.62 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGM7 2033-02-15 3.500 3.500 445900.00 426006.44 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGN5 2025-02-28 4.625 4.625 9500.00 9604.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGP0 2028-02-29 4.000 4.000 126630600.00 126471739.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGQ8 2030-02-28 4.000 4.000 343400.00 342515.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGT2 2028-03-31 3.625 3.625 7100.00 6970.87 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGU9 2025-03-31 3.875 3.875 700.00 699.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGV7 2026-04-15 3.750 3.750 200.00 197.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGX3 2025-04-30 3.875 3.875 716900.00 713708.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 20300.00 19574.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHA2 2028-04-30 3.500 3.500 300.00 292.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHD6 2025-05-31 4.250 4.250 25828100.00 25693570.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHE4 2028-05-31 3.625 3.625 1000.00 975.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHH7 2026-06-15 4.125 4.125 100.00 98.98 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHJ3 2030-06-30 3.750 3.750 200.00 197.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHK0 2028-06-30 4.000 4.000 300.00 301.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHM6 2026-07-15 4.500 4.500 100.00 101.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHQ7 2028-07-31 4.125 4.125 4171900.00 4203194.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHR5 2030-07-31 4.000 4.000 400.00 400.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHT1 2033-08-15 3.875 3.875 300.00 294.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CHX2 2028-08-31 4.375 4.375 100.00 101.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJA0 2028-09-30 4.625 4.625 84600.00 86382.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJC6 2026-10-15 4.625 4.625 200.00 201.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJE2 2025-10-31 5.000 5.000 20200.00 20363.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJF9 2028-10-31 4.875 4.875 101411100.00 104258713.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NDSA6 2038-03-01 4.500 4.500 136793.00 126948.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NDT56 2053-04-01 4.500 4.500 1584148.00 1496870.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NDYZ4 2053-04-01 5.500 5.500 6927258.00 6706392.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NEEC5 2053-04-01 5.000 5.000 5884859.00 5646244.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NFDD1 2053-04-01 5.500 5.500 424321.00 403019.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NGUG3 2053-05-01 4.500 4.500 1064810.00 1006505.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NHEJ3 2053-04-01 5.000 5.000 443072.00 425453.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NJP24 2053-05-01 6.500 6.500 1298949.00 1190247.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NMGY7 2053-06-01 5.000 5.000 4000000.00 3813225.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NRH58 2053-08-01 5.000 5.000 9044396.00 8712106.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NRXD3 2053-09-01 6.500 6.500 8630675.00 7884407.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NSKA1 2053-10-01 6.500 6.500 1844250.00 1746491.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NUM63 2034-01-01 4.259 4.259 14380000.00 13883214.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFAR0 2050-10-01 2.000 2.000 168909720.00 97775976.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QG5Y9 2051-02-01 2.500 2.500 300000.00 177531.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QHG33 2051-02-01 2.000 2.000 18391546.00 11415206.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QLQT6 2051-08-01 2.000 2.000 59830280.00 39514060.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QP2Q9 2052-08-01 4.000 4.000 14542605.00 12439947.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPN94 2052-07-01 5.000 5.000 686704.00 652175.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRFQ1 2053-01-01 5.000 5.000 62440211.00 57566110.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRFR9 2053-01-01 5.500 5.500 30134400.00 28611504.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRW58 2053-04-01 5.000 5.000 1562700.00 1502545.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRXU2 2053-04-01 6.000 6.000 997100.00 918297.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QS2V2 2053-09-01 4.500 4.500 29420924.00 27128104.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QS3J8 2053-09-01 5.000 5.000 39247378.00 37139952.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSG21 2053-06-01 5.000 5.000 25000.00 23018.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSJF9 2053-06-01 5.000 5.000 26589900.00 24520481.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSL41 2053-06-01 5.500 5.500 50105899.00 46466758.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QST76 2053-08-01 6.000 6.000 50000011.00 47378693.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSTQ4 2053-08-01 5.000 5.000 58700.00 54993.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSZZ7 2053-09-01 6.500 6.500 3202040.00 3094392.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTA74 2053-10-01 5.500 5.500 24215.00 23060.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTDU0 2053-10-01 6.000 6.000 6222273.00 6004418.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTP29 2053-12-01 6.000 6.000 43129787.00 42230665.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTP52 2053-12-01 6.000 6.000 58277484.00 56433830.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTQC6 2053-12-01 6.500 6.500 84591800.00 83176951.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTT90 2054-01-01 5.000 5.000 20392835.00 19326470.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QTZV4 2054-02-01 4.500 4.500 7984590.00 7533988.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKPJ3 2053-02-01 5.500 5.500 350000.00 320260.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKT83 2053-03-01 6.500 6.500 21640900.00 19972372.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLP28 2053-06-01 5.000 5.000 500000.00 469221.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLQD3 2053-06-01 5.000 5.000 1767552.00 1612381.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLTS7 2053-06-01 5.000 5.000 6655928.00 6086487.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLYW2 2053-07-01 5.000 5.000 24100296.00 22768690.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XM2K1 2040-05-01 6.500 6.500 49186.00 46592.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XM3Y0 2053-11-01 5.500 5.500 16500000.00 15893298.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XM5J1 2053-09-01 5.000 5.000 42900.00 40842.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMDS2 2053-08-01 6.000 6.000 18124160.00 17211504.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMER3 2053-07-01 6.000 6.000 160574629.00 155991604.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMHE9 2053-09-01 5.500 5.500 200000.00 190229.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMJE7 2053-08-01 5.500 5.500 23582397.00 22709365.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMPB6 2053-06-01 4.500 4.500 5759419.00 5313011.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMTD8 2053-07-01 5.500 5.500 28467977.00 26913309.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMZ66 2053-07-01 5.000 5.000 41769.00 38209.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNCR3 2053-11-01 5.500 5.500 28900.00 28022.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNYD0 2053-09-01 5.500 5.500 12435410.00 11996567.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPFB0 2050-06-01 5.000 5.000 17063383.00 16628498.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPFK0 2053-03-01 5.500 5.500 15363873.00 14887686.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPMN6 2051-01-01 4.000 4.000 53625718.00 49310354.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPUL1 2054-02-01 6.000 6.000 59922400.00 60436444.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XQC21 2053-05-01 4.500 4.500 15364216.00 14632817.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XQDT1 2047-12-01 3.500 3.500 17792860.00 16257282.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XQEU7 2049-04-01 4.500 4.500 38135365.00 37123900.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YXSB8 2054-03-01 5.000 5.000 1314654.00 1204984.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E4Q0 2039-04-01 5.500 5.500 136400.00 129940.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E4Z0 2044-04-01 5.500 5.500 6877020.00 6579422.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E5U0 2044-05-01 6.000 6.000 1138382.00 1115061.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ER77 2053-05-01 5.000 5.000 1000.00 914.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EV98 2053-09-01 6.000 6.000 30962000.00 29043071.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EY61 2038-11-01 5.000 5.000 790720.00 729290.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FA72 2044-06-01 5.500 5.500 52607800.00 52996308.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAT4 2054-06-01 4.000 4.000 1317490.00 1216765.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAU1 2054-06-01 4.500 4.500 5985282.00 5692906.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GQQN5 2053-12-01 5.000 5.000 7285214.00 7040502.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GQQP0 2053-12-01 5.000 5.000 8556536.00 8090434.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJG7 2030-10-31 4.875 4.875 100.00 103.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJJ1 2033-11-15 4.500 4.500 200.00 204.17 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJK8 2026-11-15 4.625 4.625 200.00 201.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJL6 2025-11-30 4.875 4.875 100.00 100.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJN2 2028-11-30 4.375 4.375 5900.00 5927.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJQ5 2030-12-31 3.750 3.750 1600.00 1580.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJS1 2025-12-31 4.250 4.250 100.00 101.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJT9 2027-01-15 4.000 4.000 1100.00 1104.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJV4 2026-01-31 4.250 4.250 600.00 604.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJX0 2031-01-31 4.000 4.000 18319400.00 18310306.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CJZ5 2034-02-15 4.000 4.000 99200.00 98367.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKB6 2026-02-28 4.625 4.625 4800.00 4855.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKC4 2031-02-28 4.250 4.250 16000000.00 16182235.13 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKD2 2029-02-28 4.250 4.250 18369600.00 18571090.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKE0 2027-03-15 4.250 4.250 527100.00 529496.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKF7 2031-03-31 4.125 4.125 29004500.00 29014382.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKG5 2029-03-31 4.125 4.125 24849600.00 24887141.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKJ9 2027-04-15 4.500 4.500 18400.00 18548.64 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKK6 2026-04-30 4.875 4.875 48000.00 48446.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKM2 2026-04-30 5.455 5.455 45551900.00 45948950.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKP5 2029-04-30 4.625 4.625 100.00 102.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKR1 2027-05-15 4.500 4.500 300.00 301.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKT7 2029-05-31 4.500 4.500 66762400.00 67565726.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKV2 2027-06-15 4.625 4.625 200.00 201.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GQQX3 2053-12-01 5.500 5.500 8989162.00 8302346.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GRPK0 2054-04-01 5.000 5.000 4745400.00 4585636.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GRPR5 2054-04-01 5.500 5.500 73982139.00 73455799.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179WWQ7 2037-02-20 3.500 3.500 211775.00 128663.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179X5F9 2053-06-20 4.500 4.500 201085.00 185287.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179X5G7 2053-06-20 5.000 5.000 197600.00 186391.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179X5K8 2053-06-20 6.500 6.500 30458000.00 23788886.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XBU9 2052-07-20 4.500 4.500 359115.00 305087.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XDE3 2052-08-20 4.500 4.500 10536022.00 9021671.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XFH4 2052-09-20 4.500 4.500 26571369.00 22924842.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XGP5 2052-08-20 5.500 5.500 696738.00 674050.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XX50 2053-04-20 5.000 5.000 20300.00 18734.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XZ74 2053-05-20 5.000 5.000 110800.00 101763.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YAR5 2053-06-20 5.000 5.000 12544092.00 11895135.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YAU8 2053-07-20 6.500 6.500 2687700.00 2233509.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YDH4 2053-07-20 4.500 4.500 60000.00 55924.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YFM1 2053-08-20 6.000 6.000 20000000.00 19174518.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YHC1 2053-06-20 5.000 5.000 827497.00 794155.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YHR8 2053-10-20 5.000 5.000 5105796.00 4922756.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YHS6 2053-10-20 5.500 5.500 55135591.00 53899810.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YKC7 2053-09-20 5.000 5.000 749100.00 719417.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YKT0 2053-10-20 6.000 6.000 78884740.00 78126446.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YMH4 2053-09-20 4.500 4.500 61800.00 58494.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YRF3 2054-01-20 4.500 4.500 30000000.00 28483439.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YRH9 2054-01-20 5.500 5.500 71831686.00 71057589.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YU51 2054-04-20 5.000 5.000 20000000.00 19549100.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617F23L9 2052-05-20 5.000 5.000 1581011.00 1522526.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617FGLD6 2052-06-20 5.000 5.000 100000.00 90925.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617FNBY6 2062-05-20 4.000 4.000 156622.00 141016.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617FTDU9 2058-05-15 4.549 4.549 450000.00 424857.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617XD5R0 2058-04-15 4.349 4.349 4907200.00 4561205.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618AH2K2 2062-11-15 4.459 4.459 37062.00 34068.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618B3NC7 2053-03-20 5.000 5.000 48952.00 46360.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618BAYH8 2053-03-20 6.000 6.000 23100.00 22089.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618BEAF0 2065-05-15 5.120 5.120 13687300.00 13123383.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618BFUW8 2053-04-20 4.500 4.500 1511078.00 1406618.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618BQGD2 2053-06-20 5.500 5.500 3877200.00 3656030.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WCEY6 2054-05-01 6.000 6.000 2450095.00 2346604.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WK4Y9 2038-11-01 3.500 3.500 156252.00 143249.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WLHA5 2039-04-01 4.500 4.500 742088.00 720173.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31377UXN8 2030-09-01 3.690 3.690 5300000.00 5036841.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ERE71 2044-07-01 6.038 6.038 599000.00 21583.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ETG34 2045-03-01 7.232 7.232 797000.00 56936.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ETM29 2036-05-01 6.527 6.527 5601800.00 806879.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ETYM2 2046-07-01 5.947 5.947 366000.00 34211.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618BTVL1 2053-06-20 5.000 5.000 30000000.00 27358228.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618G9DF3 2054-03-20 5.000 5.000 6352000.00 6127217.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GFML6 2054-03-20 5.000 5.000 13925936.00 13450425.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GPB85 2054-03-20 5.000 5.000 2547332.00 2450492.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GS6L6 2054-03-20 5.000 5.000 44600.00 43715.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3618GXSM9 2054-03-20 5.000 5.000 4960600.00 4858678.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622ACER7 2053-02-20 5.000 5.000 200000.00 182373.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622ACFU9 2053-03-20 5.500 5.500 100000.00 93603.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622ACW89 2053-09-20 5.500 5.500 41523600.00 38934745.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622ACXP0 2053-08-20 6.000 6.000 668780.00 644241.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383U5J5 2052-10-20 4.500 4.500 3229559.00 3100736.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384DLJ4 2053-10-20 6.000 6.000 10632742.00 11280274.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384MJN8 2054-04-20 5.500 5.500 21502021.00 21142936.98 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N Y NOMURA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0533 3750000000.00 3750000000.00 0.0318 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.3300 BYM4S6918 ES7IP3U3RHIGC71XBU11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797GK7 2024-08-08 0.000 0.000 12683700.00 12607940.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797JU2 2024-08-01 0.000 0.000 18764200.00 18671354.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797KD8 2024-08-29 0.000 0.000 2830000.00 2804408.31 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797KT3 2024-10-10 0.000 0.000 73200.00 72096.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797KZ9 2024-08-27 0.000 0.000 556000.00 551136.66 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797LG0 2024-09-10 0.000 0.000 800.00 791.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797LU9 2024-10-22 0.000 0.000 106250400.00 104465074.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128283F5 2027-11-15 2.250 2.250 154411200.00 144169138.67 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128284N7 2028-05-15 2.875 2.875 1446200.00 1372673.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128286B1 2029-02-15 2.625 2.625 10206500.00 9574079.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828V98 2027-02-15 2.250 2.250 24654400.00 23449711.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CBC4 2025-12-31 0.375 0.375 380017000.00 355932432.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CBZ3 2028-04-30 1.250 1.250 200.00 178.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CDJ7 2031-11-15 1.375 1.375 25998900.00 21282544.11 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CDJ7 2031-11-15 1.375 1.375 4859600.00 3978039.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CDP3 2028-12-31 1.375 1.375 77468800.00 68658695.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CFA4 2024-07-31 3.000 3.000 10000000.00 10100602.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CFD8 2024-07-31 5.342 5.342 1426900.00 1439198.59 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CFJ5 2029-08-31 3.125 3.125 11747400.00 11221471.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CFL0 2029-09-30 3.875 3.875 1173300.00 1159945.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CFY2 2029-11-30 3.875 3.875 4527000.00 4444941.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGB1 2029-12-31 3.875 3.875 1840000.00 1835937.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGL9 2026-02-15 4.000 4.000 254200.00 254505.36 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGT2 2028-03-31 3.625 3.625 2831600.00 2780104.21 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHD6 2025-05-31 4.250 4.250 8689000.00 8643742.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHF1 2030-05-31 3.750 3.750 5258000.00 5121075.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHJ3 2030-06-30 3.750 3.750 11146400.00 11026408.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHM6 2026-07-15 4.500 4.500 8000.00 8128.68 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHQ7 2028-07-31 4.125 4.125 33600000.00 33852043.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHS3 2025-07-31 5.430 5.430 24900.00 25128.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHX2 2028-08-31 4.375 4.375 3000000.00 3043149.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHY0 2026-09-15 4.625 4.625 97750900.00 98929417.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJC6 2026-10-15 4.625 4.625 130906300.00 132044018.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJP7 2026-12-15 4.375 4.375 12987400.00 12937579.83 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJX0 2031-01-31 4.000 4.000 236774900.00 236657371.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKC4 2031-02-28 4.250 4.250 77629500.00 78513676.37 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKP5 2029-04-30 4.625 4.625 2630600.00 2684830.03 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKQ3 2034-05-15 4.375 4.375 264213800.00 267411838.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AAPX7 2032-12-25 3.000 3.000 10162707.00 120593.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AASR7 2027-12-25 3.000 3.000 28163967.00 37633.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AAZP3 2042-12-25 0.700 0.700 43313000.00 828841.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AB3X9 2043-02-25 0.700 0.700 45024388.00 691574.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ABG72 2042-10-25 0.000 0.000 3669382.00 782131.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ABN25 2043-02-25 0.700 0.700 10400000.00 127997.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ABZ55 2033-02-25 3.500 3.500 24865853.00 205473.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AC6T3 2033-04-25 3.000 3.000 60458722.00 758964.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACCJ8 2041-10-25 3.500 3.500 17702571.00 161354.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACEF4 2043-02-25 0.700 0.700 32817148.00 874347.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACEH0 2043-02-25 0.700 0.700 34421052.00 916379.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACH61 2043-03-25 0.700 0.700 95877039.00 2277683.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACMC2 2042-12-25 0.750 0.750 11460000.00 166461.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACNU1 2033-03-25 0.750 0.750 17117888.00 179019.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACWG2 2042-11-25 3.500 3.500 14062714.00 77233.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AD2L2 2033-05-25 3.000 3.000 15346667.00 184476.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ADB32 2042-03-25 4.000 4.000 32886021.00 101439.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ADJN0 2042-09-25 4.500 4.500 11574444.00 51165.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ADN54 2038-04-25 4.000 4.000 28402812.00 451673.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ADS67 2042-11-25 4.000 4.000 4712500.00 67017.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AEAP2 2043-05-25 3.500 3.500 94278857.00 1540085.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AEN52 2043-06-25 4.000 4.000 19500000.00 127768.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AEP43 2041-10-25 4.000 4.000 34134000.00 58695.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AERC3 2043-06-25 0.750 0.750 31205455.00 560110.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFCK8 2033-07-25 0.700 0.700 13271684.00 154670.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFEV2 2043-06-25 0.700 0.700 47156928.00 860610.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFJE5 2042-03-25 5.000 5.000 23520000.00 134528.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFM68 2043-08-25 0.650 0.650 57565000.00 709231.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGB76 2043-10-25 0.450 0.450 46153846.00 1005708.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGQF2 2040-05-25 5.000 5.000 29581573.00 140128.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGQG0 2040-08-25 0.000 0.000 23004715.00 709011.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGQK1 2041-03-25 4.500 4.500 37075514.00 40244.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGTS1 2043-10-25 0.450 0.450 100000000.00 2045076.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AHCH1 2043-12-25 0.530 0.530 24729418.00 379795.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AHNB2 2043-12-25 0.450 0.450 94109919.00 2167185.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AHZU7 2044-01-25 1.150 1.150 28500000.00 247258.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AJKR6 2042-04-25 0.650 0.650 25228625.00 96743.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKKU6 2044-07-25 0.344 0.344 30000000.00 85154.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKR96 2044-09-25 5.500 5.500 46900792.00 955695.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKTB9 2044-08-25 0.486 0.486 219487269.00 898978.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKTL7 2054-08-25 0.611 0.611 41760620.00 177184.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKUK7 2043-05-25 3.000 3.000 42062093.00 173995.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKXM0 2044-08-25 0.750 0.750 56000000.00 323465.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ALVB4 2044-11-25 1.200 1.200 45888103.00 590898.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ALWX5 2044-06-25 4.500 4.500 6225777.00 67434.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AMNR6 2045-02-25 0.600 0.600 9250953.00 255533.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AMQX0 2045-02-25 0.650 0.650 26891448.00 419705.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AN3B1 2045-06-25 6.500 6.500 16044023.00 416200.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AN3K1 2045-06-25 5.500 5.500 18557677.00 415399.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANEN3 2044-07-25 4.000 4.000 4144352.00 101514.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANEX1 2045-04-25 0.700 0.700 28710332.00 600189.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANRY5 2045-05-25 0.150 0.150 14650000.00 144345.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANTF4 2045-05-25 0.170 0.170 27685939.00 534599.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136APJA1 2045-07-25 0.150 0.150 115287659.00 1038333.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136APNG3 2045-07-25 0.710 0.710 13800000.00 57803.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136APYQ9 2045-08-25 0.750 0.750 37667000.00 497207.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AQGD6 2045-10-25 0.800 0.800 30200841.00 380184.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AR2B3 2046-05-25 0.339 0.339 98172297.00 399881.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ARDU9 2046-02-25 0.150 0.150 135000000.00 1324773.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ARK64 2046-04-25 0.650 0.650 30000000.00 353697.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASAD8 2043-12-25 5.000 5.000 13700000.00 358987.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASD86 2036-07-25 3.500 3.500 14285714.00 276625.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASH41 2046-07-25 0.550 0.550 25000000.00 1020659.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASK96 2046-07-25 0.463 0.463 141625340.00 455501.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASLB0 2036-06-25 3.500 3.500 18084212.00 252043.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASNV4 2046-06-25 0.500 0.500 23923267.00 816272.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASXR2 2046-07-25 6.000 6.000 14651350.00 486798.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AT6P4 2046-11-25 0.550 0.550 52811235.00 1206535.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ATMS0 2046-09-25 3.000 3.000 8825000.00 213986.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ATUB8 2046-05-25 3.000 3.000 15500000.00 291605.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ATVL5 2046-09-25 4.500 4.500 25694519.00 693631.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ATZK3 2046-10-25 3.500 3.500 10060000.00 195661.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AUK34 2047-01-25 0.560 0.560 9025000.00 111637.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AUP62 2046-02-25 3.500 3.500 27676142.00 213051.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AUPZ8 2046-12-25 0.550 0.550 43035150.00 1070499.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AVHW2 2047-02-25 0.650 0.650 20669656.00 309519.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AWBZ9 2047-04-25 6.000 6.000 18513919.00 612321.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AWMK0 2047-05-25 0.700 0.700 18684486.00 630228.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AWYG6 2053-05-25 4.000 4.000 15851805.00 40526.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AXBD6 2047-07-25 0.700 0.700 33304475.00 1232458.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AY6Q1 2047-11-25 4.000 4.000 40082625.00 699768.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYH63 2047-11-25 0.700 0.700 19500000.00 677738.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYKG7 2047-10-25 0.700 0.700 42557094.00 1209934.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYKS1 2047-10-25 0.700 0.700 42926212.00 1362188.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYQ89 2047-10-25 4.000 4.000 20820250.00 410980.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYWM1 2047-11-25 0.700 0.700 57036974.00 1554516.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B0AH9 2047-12-25 0.750 0.750 61226988.00 1894674.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B0KK1 2048-01-25 5.000 5.000 12512865.00 806307.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B0MV5 2048-01-25 0.700 0.700 14491428.00 557271.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B0VL7 2048-02-25 0.800 0.800 39632837.00 748047.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1C77 2048-05-25 3.000 3.000 7150000.00 201281.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1D27 2048-05-25 0.750 0.750 3190904.00 129195.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1GP3 2047-10-25 4.000 4.000 19000000.00 389096.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1QE7 2048-04-25 3.000 3.000 1250500.00 203652.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1UF9 2048-04-25 0.750 0.750 30328456.00 844535.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1UN2 2048-04-25 0.750 0.750 24090139.00 639992.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1V76 2048-06-25 0.750 0.750 31746386.00 890123.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1VD3 2048-04-25 0.750 0.750 11487480.00 496166.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1YK4 2048-05-25 0.750 0.750 29650692.00 550339.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1Z98 2048-06-25 0.750 0.750 10000000.00 128563.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2DF6 2048-06-25 0.750 0.750 95000000.00 1634591.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2EP3 2048-06-25 0.750 0.750 55413670.00 943515.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2N73 2048-01-25 4.000 4.000 8000000.00 248013.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2TG7 2048-08-25 0.750 0.750 35000000.00 483535.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2W24 2048-09-25 0.800 0.800 55448263.00 1168932.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3136B35Z9 2031-02-25 3.609 3.609 1769977.00 1515616.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B36N5 2049-04-25 0.550 0.550 22014245.00 231368.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B36U9 2049-04-25 0.550 0.550 22000000.00 714561.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3AH3 2048-10-25 0.700 0.700 52540009.00 792322.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3DY3 2048-10-25 0.700 0.700 20707928.00 773870.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3G79 2049-02-25 5.000 5.000 13071003.00 615477.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3MZ0 2048-11-25 0.700 0.700 26348852.00 439600.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3N55 2048-06-25 4.000 4.000 20826720.00 383513.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3QF0 2048-12-25 3.000 3.000 5000000.00 137199.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3UN8 2049-01-25 0.700 0.700 29762835.00 788535.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B43J5 2037-03-25 3.500 3.500 13094590.00 440456.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B44H8 2049-07-25 0.550 0.550 17750000.00 781751.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B44N5 2049-07-25 0.550 0.550 6143786.00 205744.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B44T2 2049-07-25 0.550 0.550 15350000.00 403678.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B44Y1 2059-07-25 0.550 0.550 22540888.00 1405140.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B45F1 2049-07-25 0.600 0.600 14000000.00 664179.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4BS6 2049-04-25 0.550 0.550 16417651.00 235998.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4HD3 2049-04-25 0.650 0.650 14370772.00 354778.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4QS0 2057-09-25 5.000 5.000 19134766.00 988109.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4QU5 2049-05-25 0.600 0.600 19001938.00 515782.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4VM7 2049-06-25 0.600 0.600 38821776.00 832950.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4XA1 2049-06-25 0.600 0.600 11500000.00 123003.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4YU6 2049-01-25 0.600 0.600 11700000.00 144777.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4ZD3 2049-06-25 0.600 0.600 10000000.00 499685.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B53Z6 2049-09-25 4.000 4.000 10910000.00 207384.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5D69 2036-11-25 1.150 1.150 33942838.00 1321326.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5EC5 2049-07-25 0.630 0.630 16117495.00 801185.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5F34 2039-06-25 0.500 0.500 39694486.00 1788334.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5GC3 2049-07-25 0.600 0.600 8100000.00 313360.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5L60 2049-06-25 0.620 0.620 7181250.00 451150.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5NN1 2048-10-25 4.500 4.500 1888889.00 147967.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5PR0 2049-08-25 0.620 0.620 13792087.00 701059.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5R98 2041-12-25 0.000 0.000 30426187.00 558674.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5WG6 2049-08-25 1.700 1.700 8529663.00 101395.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5YL3 2049-08-25 0.650 0.650 8000000.00 38701.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6HD8 2049-10-25 0.600 0.600 2481000.00 80455.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6KL6 2049-10-25 0.631 0.631 17514836.00 850359.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6MJ9 2049-10-25 0.550 0.550 28912500.00 1143315.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6QD8 2049-10-25 0.600 0.600 19675387.00 378710.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6QF3 2049-10-25 0.150 0.150 18768837.00 431402.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6UQ4 2049-10-25 0.600 0.600 12591070.00 421020.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6Z55 2059-11-25 0.550 0.550 32518304.00 1261970.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6ZY2 2049-11-25 0.550 0.550 4385000.00 265202.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7DG3 2051-08-25 0.600 0.600 30508731.00 1719365.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7ED9 2049-11-25 0.550 0.550 12825500.00 812059.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7FB2 2049-11-25 4.000 4.000 6014095.00 331082.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7M81 2050-01-25 3.500 3.500 14319571.00 223279.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7VG3 2049-12-25 0.500 0.500 18530951.00 894414.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8D63 2060-03-25 0.459 0.459 39101267.00 551939.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8JL4 2059-07-25 0.600 0.600 15000000.00 583900.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8L64 2060-03-25 0.573 0.573 44448234.00 735559.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8X20 2050-03-25 3.500 3.500 11546571.00 300919.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8XT1 2050-02-25 3.500 3.500 6666666.00 182539.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B93L9 2050-06-25 3.500 3.500 13915215.00 1264057.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B93Z8 2050-06-25 4.000 4.000 58778837.00 3530765.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B94J3 2050-06-25 3.000 3.000 8333333.00 915004.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B95Q6 2037-12-25 3.000 3.000 27380447.00 789644.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9P50 2050-06-25 3.000 3.000 17400000.00 1935714.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9T31 2050-06-25 0.650 0.650 5994990.00 121022.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9T56 2050-06-25 4.000 4.000 5978571.00 417228.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9UM7 2030-05-25 3.500 3.500 85787164.00 765433.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9Z91 2050-06-25 0.650 0.650 14861349.00 601857.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAAM6 2050-06-25 0.630 0.630 11174032.00 485202.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BACV4 2050-06-25 0.600 0.600 34769874.00 983802.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BADA9 2050-06-25 0.600 0.600 40019492.00 1128417.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BADX9 2050-06-25 4.000 4.000 6000000.00 462490.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAH23 2049-02-25 4.500 4.500 29523412.00 1641199.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAQ23 2050-07-25 4.500 4.500 14000000.00 644493.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BATP9 2050-07-25 0.650 0.650 15000000.00 399723.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAU93 2057-07-25 5.500 5.500 4101822.00 462665.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAXU3 2050-07-25 2.500 2.500 11000000.00 586432.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BB3N0 2060-10-25 0.704 0.704 44331404.00 976340.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBJE3 2050-08-25 0.690 0.690 26008878.00 1442532.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBQM7 2050-08-25 3.000 3.000 8000000.00 920367.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBVK5 2050-09-25 4.000 4.000 77052677.00 6403990.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BC2V1 2050-12-25 3.000 3.000 24405333.00 2868488.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BC4U1 2050-12-25 2.500 2.500 3555900.00 369735.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCK33 2050-02-25 2.500 2.500 20000000.00 2062127.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCL40 2050-12-25 3.000 3.000 17000000.00 1873994.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCWE6 2035-11-25 4.000 4.000 25839000.00 1050389.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDA57 2051-02-25 3.000 3.000 9903561.00 958986.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDKW7 2061-01-25 0.619 0.619 30180584.00 718424.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BFYL1 2051-04-25 4.000 4.000 53474034.00 5530833.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGAV3 2046-02-25 0.837 0.837 67786392.00 1517520.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGL82 2051-09-25 2.500 2.500 5367000.00 575747.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGZK0 2051-08-25 2.500 2.500 18627531.00 5156225.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHVQ9 2042-11-25 0.000 0.000 4492213.00 1748641.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKJF0 2056-12-25 0.642 0.642 50000000.00 1123113.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BLBK5 2052-02-25 0.600 0.600 108401807.00 2891933.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BMCG1 2047-11-25 0.550 0.550 62808025.00 5584816.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BMMG0 2052-04-25 0.264 0.264 27333210.00 1845302.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BP2C4 2053-05-25 1.514 1.514 40220480.00 2406756.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BP3E9 2061-03-25 0.515 0.515 40536597.00 1531365.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DSQ62 2053-11-01 5.000 5.000 71805520.00 68675987.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPDE8 2052-10-25 0.000 0.000 25000000.00 952686.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQ4G1 2054-03-25 1.664 1.664 31270975.00 2386532.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQE62 2054-01-25 1.064 1.064 14900000.00 900657.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQJN0 2053-10-25 0.264 0.264 50043784.00 1729379.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQND7 2053-11-25 0.664 0.664 77709000.00 2525045.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQQY8 2053-11-25 1.564 1.564 75000000.00 4980284.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQTT6 2053-11-25 0.264 0.264 50000000.00 1554412.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQWB1 2053-12-25 0.114 0.114 50000000.00 2359691.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQWF2 2053-12-25 0.264 0.264 79098000.00 2340386.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQX53 2053-09-25 1.664 1.664 40500000.00 2999401.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQY78 2053-09-25 0.464 0.464 33658623.00 1542624.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQYH6 2053-12-25 0.864 0.864 50000000.00 2154498.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BR4J3 2054-05-25 1.164 1.164 35968856.00 2592611.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BR5B9 2047-12-25 0.374 0.374 68330260.00 2247134.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRA80 2054-05-25 1.714 1.714 25742921.00 2046484.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRJ73 2054-05-25 0.553 0.553 90000000.00 3468233.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRJ99 2054-05-25 0.000 0.000 81500000.00 2485608.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRK71 2054-05-25 0.000 0.000 85000000.00 2341332.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRLX3 2053-12-25 0.584 0.584 50016667.00 1736415.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRMH7 2054-04-25 0.000 0.000 105000000.00 2902672.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRPH4 2054-04-25 1.714 1.714 18000000.00 1373850.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRPS0 2054-04-25 0.614 0.614 18000000.00 1319035.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRRQ2 2054-05-25 6.500 6.500 69000000.00 13795734.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRSV0 2054-05-25 1.864 1.864 55928263.00 4791604.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRVP9 2054-05-25 1.664 1.664 109432893.00 8771912.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRZ83 2054-05-25 0.514 0.514 20771120.00 1068721.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BSFW0 2050-06-25 0.555 0.555 273860992.00 18129678.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AJKA1 2038-06-15 0.613 0.613 18586321.00 102585.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AKVH1 2042-01-15 1.052 1.052 4212763.00 32180.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ATPP1 2032-08-15 0.702 0.702 245865.00 1458.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B2TM2 2043-06-15 1.252 1.252 12757550.00 270995.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B3MV7 2043-07-15 0.000 0.000 20000000.00 3547757.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B3MY1 2043-07-15 0.000 0.000 35000000.00 4414804.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWGQ0 2053-03-01 5.000 5.000 121484520.00 109763964.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWJM6 2053-10-01 6.000 6.000 1260034.00 1189923.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132E0YB2 2053-11-01 6.500 6.500 34808104.00 34601675.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3133Q3G96 2053-10-25 0.000 0.000 5000001.00 3614639.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3133TV6U5 2031-09-15 6.500 6.500 80.00 1.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 31352DC24 2038-02-15 0.437 0.437 317846239.00 1431616.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A15S0 2041-11-25 0.550 0.550 60000000.00 280956.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A16M2 2040-10-25 1.150 1.150 61850000.00 203321.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A1D44 2041-10-25 0.450 0.450 30577245.00 148879.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A23B7 2042-01-25 1.050 1.050 22264215.00 148162.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A2AX1 2041-04-25 1.160 1.160 103496483.00 91108.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A2HD8 2040-03-25 1.150 1.150 20987052.00 43111.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A2UP6 2041-12-25 1.100 1.100 50000000.00 927517.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A32V2 2042-02-25 1.050 1.050 49291146.00 865240.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3B75 2042-02-25 0.500 0.500 35250000.00 223883.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3GW5 2042-01-25 1.100 1.100 50000000.00 530248.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3HZ7 2042-01-25 1.100 1.100 31333333.00 730187.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3KB6 2042-01-25 0.550 0.550 128000000.00 995469.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3UD1 2042-02-25 0.550 0.550 13741213.00 76767.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3VL2 2042-02-25 0.470 0.470 51770999.00 389861.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A4GB9 2032-02-25 1.200 1.200 21648056.00 85414.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A4NK1 2042-03-25 1.000 1.000 15585300.00 83162.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A54U7 2042-05-25 1.050 1.050 40435399.00 297018.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A55N2 2042-05-25 0.000 0.000 2487412.00 322389.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A5C87 2042-05-25 1.050 1.050 53520253.00 442333.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A5DC7 2042-04-25 1.050 1.050 28457346.00 233251.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A5XL5 2042-04-25 1.050 1.050 38333333.00 320536.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A62D5 2042-07-25 1.150 1.150 36126447.00 204376.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A6BQ6 2042-05-25 0.500 0.500 29855065.00 190993.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A6GF5 2042-04-25 5.000 5.000 11248823.00 112485.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A7LV2 2042-07-25 0.600 0.600 39324532.00 109583.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A7UA8 2042-08-25 0.550 0.550 47851923.00 532398.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A7Y97 2042-08-25 3.500 3.500 65268540.00 592332.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8C65 2042-09-25 1.150 1.150 42726454.00 574227.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8DK3 2042-09-25 0.600 0.600 12141368.00 86389.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8FY1 2042-09-25 0.650 0.650 73627625.00 576056.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8NX4 2042-09-25 1.150 1.150 20651920.00 485508.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8R44 2042-10-25 0.650 0.650 61707188.00 208734.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8ZP8 2042-09-25 0.600 0.600 19679885.00 151765.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A93D8 2042-11-25 3.500 3.500 5000000.00 106742.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A9CH9 2042-03-25 3.500 3.500 7722000.00 63076.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A9QG6 2042-11-25 0.700 0.700 58000000.00 1277414.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A9W20 2042-11-25 3.500 3.500 67416571.00 405958.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AAEQ4 2042-11-25 4.500 4.500 5500000.00 72854.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AAJ89 2041-08-25 0.750 0.750 64417143.00 51008.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B6D24 2043-11-15 0.702 0.702 81268293.00 465322.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B6G96 2043-12-15 0.652 0.652 35692773.00 391176.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B6HY0 2043-12-15 0.502 0.502 21000000.00 172731.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B6V40 2043-12-15 0.602 0.602 67488151.00 594092.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B8CC9 2037-07-15 0.652 0.652 88000000.00 562443.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B8LN5 2044-03-15 0.602 0.602 42328875.00 469378.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BAZR6 2054-02-15 0.502 0.502 46882557.00 631319.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BBGQ7 2037-12-15 0.363 0.363 171076974.00 605691.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BDT89 2044-09-15 0.652 0.652 127616621.00 1610270.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BKFA3 2045-06-15 0.732 0.732 30841164.00 635865.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BKS27 2038-11-15 0.483 0.483 65963488.00 368097.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BMYH3 2036-05-15 0.652 0.652 22368052.00 193392.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BP6N4 2046-04-15 0.602 0.602 12089020.00 111962.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BPS83 2038-01-15 0.553 0.553 6379768.00 40661.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BRDT9 2046-08-15 0.552 0.552 21335039.00 627493.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BRFB6 2046-08-15 3.500 3.500 12317990.00 366116.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BRYF6 2041-06-15 0.652 0.652 20000000.00 235914.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BRYH2 2038-10-15 0.484 0.484 7974218.00 66677.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BSKM4 2046-10-15 0.602 0.602 16808475.00 748342.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BYRV4 2047-06-15 0.702 0.702 10750000.00 432768.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137F5MK2 2043-03-15 0.350 0.350 40195530.00 533352.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F7LN3 2050-11-25 3.000 3.000 4346000.00 515389.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137F83L5 2048-11-15 0.000 0.000 59528576.00 894388.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F9P70 2045-06-25 4.000 4.000 10268858.00 958232.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FAY85 2047-09-15 0.702 0.702 24181142.00 1096269.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FAYZ5 2047-09-15 0.702 0.702 21533123.00 572689.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FBCG9 2038-08-15 0.481 0.481 174767323.00 1996404.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FCV84 2048-01-15 0.702 0.702 71199737.00 1942266.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FDCM2 2048-01-15 0.702 0.702 39666828.00 1342583.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FEZB9 2048-06-15 0.752 0.752 40500000.00 530080.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FGXY6 2048-04-15 0.752 0.752 16498631.00 258658.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FKAV8 2057-08-15 0.652 0.652 7000000.00 425087.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FL3P7 2038-07-15 0.652 0.652 18144177.00 363333.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FNVL1 2038-03-15 0.667 0.667 38649912.00 821590.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FQLN1 2050-01-15 0.552 0.552 60000000.00 1848960.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FRAT8 2050-02-25 4.000 4.000 22023375.00 1479731.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FRZU8 2050-05-25 4.500 4.500 57500000.00 4993313.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FUEU4 2050-02-25 3.500 3.500 14469143.00 1090240.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVHZ8 2050-08-25 0.650 0.650 8000000.00 760287.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVLL4 2050-08-25 3.000 3.000 25573529.00 2670841.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FX6Y9 2050-10-25 4.500 4.500 75709396.00 5994987.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137GABN6 2040-09-15 0.552 0.552 500077.00 512.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H26T6 2051-09-25 2.500 2.500 47934119.00 4461307.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H3WP3 2050-10-25 3.000 3.000 41192000.00 3281929.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H3ZJ4 2049-01-25 4.500 4.500 8376660.00 1309288.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H43Y4 2051-09-25 4.000 4.000 26000000.00 3331084.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H4GK0 2049-01-25 4.000 4.000 28000000.00 3655754.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137H4U32 2046-12-15 3.000 3.000 22368673.00 2721501.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H7HX4 2050-07-25 4.500 4.500 17179998.00 2424661.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H7NN9 2052-06-25 0.000 0.000 109411283.00 3006954.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H8B83 2052-02-25 4.000 4.000 45000000.00 4138939.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H9SJ9 2053-03-25 0.914 0.914 37578707.00 1555201.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H9YK9 2052-12-25 0.914 0.914 89069445.00 4783245.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HA3U8 2052-12-25 0.214 0.214 61412000.00 2215777.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAJH0 2053-09-25 0.604 0.604 25000000.00 1390559.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HANR3 2053-10-25 1.194 1.194 34776082.00 2010065.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAWB8 2053-11-25 0.654 0.654 42624881.00 1624465.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAYT7 2053-11-25 0.000 0.000 3000000.00 2202140.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAYX8 2053-11-25 0.634 0.634 183380000.00 7009111.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HBAT1 2053-12-25 1.664 1.664 100000000.00 5003686.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HBAU8 2053-12-25 0.714 0.714 50000000.00 1434111.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137HBGZ1 2047-08-15 0.442 0.442 184984117.00 8545051.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HCGH9 2054-04-25 0.404 0.404 59000000.00 2462202.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HCHR6 2054-04-25 1.714 1.714 30773948.00 2450809.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HCMG4 2054-05-25 1.864 1.864 50000000.00 4040431.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HCSM5 2054-05-25 0.614 0.614 66666666.00 3989465.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HCVA7 2054-05-25 0.414 0.414 134401221.00 5432313.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137HCXX5 2049-04-15 0.039 0.039 47062707.00 1630549.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HDR93 2052-10-25 3.500 3.500 39253008.00 7225301.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31393XU96 2034-01-25 10.000 10.000 4500000.00 117848.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31394ABZ8 2034-07-25 0.950 0.950 143600000.00 81141.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31394FBG9 2035-09-25 0.650 0.650 32000000.00 34232.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395B2V4 2036-04-25 1.250 1.250 32165142.00 63857.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395BLX9 2036-03-25 1.250 1.250 60000000.00 180382.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395BX32 2036-04-25 1.140 1.140 100000000.00 102161.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395BZV8 2036-04-25 0.180 0.180 268645998.00 555641.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395DR84 2036-06-25 1.750 1.750 50000600.00 79800.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395VD30 2035-06-15 1.252 1.252 50000000.00 99472.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396F7H0 2035-11-15 1.202 1.202 115857995.00 323705.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396FRS4 2035-12-15 6.614 6.614 8333334.00 213933.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396HUP2 2036-02-15 1.702 1.702 110000000.00 90382.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396JZ24 2036-04-15 1.202 1.202 214277126.00 246604.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396K3X8 2036-10-25 1.050 1.050 75072000.00 78957.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396KJ60 2036-09-25 1.100 1.100 61330239.00 174484.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396L4A5 2036-12-25 1.250 1.250 79428902.00 70022.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396LR85 2036-12-25 1.190 1.190 39285000.00 101946.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396NA22 2036-02-15 1.752 1.752 100000000.00 82115.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396P6R7 2035-12-25 1.160 1.160 73200765.00 78617.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396PEY3 2037-01-25 1.150 1.150 25020000.00 58721.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396PSX0 2037-02-25 1.290 1.290 75901811.00 89947.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396PVQ1 2037-03-25 1.320 1.320 37350000.00 32358.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396RAV9 2036-05-15 1.802 1.802 20617366.00 59039.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396URJ1 2036-07-15 1.022 1.022 16862278.00 75759.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VDZ8 2037-04-25 0.650 0.650 23155000.00 74321.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VGB8 2037-04-25 1.200 1.200 50000000.00 72428.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VJ58 2032-11-25 1.750 1.750 54503257.00 55928.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VL97 2037-05-25 1.340 1.340 72006900.00 64953.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VRA8 2037-04-25 1.150 1.150 188178601.00 195607.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VRF7 2037-04-25 1.150 1.150 60000000.00 36468.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VSV1 2037-05-25 1.290 1.290 8877650.00 37982.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VTS7 2037-05-25 0.670 0.670 29696198.00 66921.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396X2N3 2037-12-25 1.000 1.000 21500000.00 66381.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396XND2 2037-09-25 0.975 0.975 50000000.00 58962.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396XZB3 2037-10-25 0.950 0.950 57625000.00 183055.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396YT44 2038-04-25 1.050 1.050 60532151.00 39147.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397ELE3 2037-01-15 0.962 0.962 46360000.00 71905.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397J5X8 2037-06-15 0.902 0.902 72620000.00 121678.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397LDU0 2038-04-25 0.770 0.770 67962510.00 101137.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397PVV9 2038-01-15 0.552 0.552 100000000.00 281016.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397R3M6 2035-08-15 0.812 0.812 100000000.00 99833.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397SGL2 2041-04-25 0.000 0.000 12500000.00 709413.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397USG5 2041-07-25 0.470 0.470 41190490.00 118006.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397USR1 2041-07-25 1.230 1.230 201905021.00 534548.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398FDJ7 2049-10-25 0.350 0.350 100000000.00 77591.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398FK42 2039-11-25 0.700 0.700 35500000.00 127908.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398FLP4 2039-10-25 1.290 1.290 75553825.00 176461.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398FUC3 2039-11-25 0.700 0.700 106249118.00 93248.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398FYB1 2039-11-25 0.700 0.700 50000000.00 59417.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398GJW0 2039-11-25 0.850 0.850 127032000.00 86931.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398MAP1 2040-02-25 0.780 0.780 118012223.00 370778.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398MTY2 2040-03-25 0.880 0.880 113636362.00 375722.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398NBB9 2040-09-25 1.140 1.140 25041834.00 112730.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398NG81 2048-10-25 0.734 0.734 81446027.00 110094.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398PJU4 2040-04-25 0.950 0.950 15663000.00 83239.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398PZP7 2040-05-25 1.000 1.000 40000000.00 101517.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398RAG0 2040-05-25 0.670 0.670 55000000.00 90735.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398SNT6 2040-12-25 0.600 0.600 50000000.00 143293.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398SPK3 2040-10-25 0.620 0.620 59113364.00 67816.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398SQX4 2040-12-25 0.000 0.000 4500000.00 109610.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398STD5 2040-12-25 0.550 0.550 59000000.00 370055.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398SYQ0 2040-12-25 0.000 0.000 46229037.00 109261.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398SYS6 2040-12-25 0.000 0.000 56541379.00 50339.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398TCV1 2040-07-25 0.000 0.000 11000000.00 676366.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398TKE0 2040-07-25 0.050 0.050 117773970.00 192799.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QEDV1 2050-07-01 3.000 3.000 133297.00 62771.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 31423XQU8 2048-06-25 3.500 3.500 50000000.00 6903934.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 31423YVR7 2053-02-01 5.000 5.000 30829180.00 5223621.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G42A8 2052-08-25 2.000 2.000 50000000.00 5760711.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G4PC9 2053-01-25 5.500 5.500 50000000.00 9855824.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G5QC5 2053-04-25 3.000 3.000 1562930.00 264772.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6GK6 2053-08-25 4.500 4.500 62395905.00 13723426.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G9HF0 2054-02-25 5.500 5.500 12500000.00 2670246.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G9J50 2054-05-25 0.564 0.564 150000000.00 5279343.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G9J76 2054-05-25 0.464 0.464 12500000.00 335362.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G9VD9 2054-04-25 4.500 4.500 48528242.00 11208022.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618G2F33 2054-04-20 7.000 7.000 5421919.00 5547456.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618HFRD8 2054-04-20 7.000 7.000 2550754.00 2677750.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377JT60 2040-09-20 1.146 1.146 38000000.00 39938.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378FMY3 2042-09-20 4.000 4.000 18000000.00 313563.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378HLR5 2042-09-20 0.646 0.646 15000000.00 152772.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PKX5 2043-12-20 2.500 2.500 700000.00 546756.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TYE4 2043-06-16 0.706 0.706 26500000.00 360277.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378U6V4 2043-11-20 0.000 0.000 217173807.00 431827.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378VCH6 2043-07-20 0.796 0.796 29003466.00 255127.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378VVE2 2043-07-16 0.656 0.656 46700000.00 562371.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379BCZ9 2039-12-16 0.656 0.656 49000004.00 309152.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GL62 2044-10-20 4.500 4.500 19293000.00 326730.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379PDY0 2045-05-20 4.000 4.000 39243492.00 877048.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379T6C8 2046-02-16 0.706 0.706 37659328.00 617331.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380KTT2 2047-11-20 0.746 0.746 15500000.00 461763.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380R6F2 2063-02-16 0.671 0.671 100000000.00 4222313.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380W7E3 2043-10-16 0.606 0.606 6170386.00 178452.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380WZF9 2042-03-20 1.146 1.146 8000000.00 223308.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381AAQ9 2048-09-20 0.746 0.746 100000000.00 1598993.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381RDN6 2049-02-20 0.596 0.596 112194429.00 4369443.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381T3Y9 2050-10-20 2.500 2.500 28668923.00 3562554.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VGT1 2049-03-20 4.500 4.500 19191530.00 670334.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VH94 2049-05-20 0.596 0.596 9500000.00 358422.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381Y7G3 2049-10-20 4.500 4.500 2072355.00 86007.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DPG8 2050-03-20 0.146 0.146 105035671.00 4006484.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EBX4 2050-01-20 3.500 3.500 3593468.00 64493.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EBY2 2049-06-20 4.000 4.000 4548204.00 109136.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EL70 2050-05-20 0.596 0.596 50485118.00 3407204.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EPY7 2050-04-20 3.500 3.500 3390000.00 249686.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382GQ39 2050-07-20 3.500 3.500 4777554.00 430226.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382H6J4 2050-03-20 3.500 3.500 3095570.00 226862.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382H6V7 2050-08-20 3.000 3.000 41662874.00 2791308.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HT91 2050-08-20 3.000 3.000 76615875.00 6874030.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HYY0 2050-08-20 3.000 3.000 14583333.00 1387110.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HZU7 2050-08-20 4.000 4.000 42282280.00 2925274.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382JAT3 2050-09-20 3.000 3.000 28969908.00 2857019.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382JB39 2047-09-20 4.000 4.000 39641076.00 3113112.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382JYW0 2050-09-20 3.000 3.000 40000000.00 4022696.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KNK5 2050-10-20 2.500 2.500 100000000.00 8872199.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KXA6 2050-10-20 3.000 3.000 8025458.00 1017447.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LAC5 2050-11-20 2.000 2.000 50000000.00 3742439.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LCN9 2050-11-20 2.000 2.000 54680654.00 4150480.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LNR8 2050-11-20 2.500 2.500 7270000.00 734863.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LYL9 2050-12-20 3.000 3.000 72734460.00 6624617.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382M3S6 2051-01-20 2.500 2.500 92939032.00 8886125.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382M4J5 2051-01-20 2.500 2.500 109634056.00 12038628.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382M4W6 2051-01-20 2.500 2.500 32792031.00 3304071.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MDH9 2050-12-20 2.000 2.000 55756000.00 4399429.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MRV3 2050-12-20 4.000 4.000 26465147.00 3380515.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MX38 2051-01-20 3.000 3.000 36652333.00 3508984.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382NYE1 2051-02-20 3.000 3.000 23580333.00 2878056.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382NYF8 2051-02-20 2.000 2.000 34218204.00 2923096.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382P4B5 2051-03-20 2.500 2.500 33574039.00 3065496.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382PAM4 2051-03-20 2.000 2.000 12500000.00 1141689.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382PBM3 2051-03-20 2.500 2.500 14188322.00 1302064.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382PCZ3 2051-03-20 2.500 2.500 8885000.00 657886.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382PEE8 2049-02-20 0.596 0.596 103203159.00 5905854.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382PX49 2051-03-20 2.500 2.500 13600000.00 1522034.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382QAT7 2051-03-20 3.000 3.000 16666667.00 980197.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382QFT2 2051-04-20 2.500 2.500 37648955.00 2914593.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382QPK0 2051-05-20 3.000 3.000 6286000.00 642920.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382REJ3 2051-02-20 3.000 3.000 66333333.00 5788902.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382TGG3 2051-05-20 3.000 3.000 25193542.00 3225808.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382UKM2 2051-06-20 3.500 3.500 12799000.00 1467679.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382VPC7 2051-07-20 2.500 2.500 8899000.00 823500.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WAP2 2051-07-20 3.500 3.500 37831658.00 2747232.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WM38 2050-07-20 2.500 2.500 21864966.00 1621017.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XBN4 2051-08-20 4.000 4.000 8713000.00 1391398.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XFY6 2051-08-20 3.000 3.000 6512000.00 809618.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XGE9 2051-06-20 2.500 2.500 40575448.00 3621329.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XLP8 2051-08-20 3.000 3.000 27370069.00 3063820.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XMY8 2051-08-20 3.500 3.500 9515730.00 1370453.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XPF6 2051-08-20 3.000 3.000 70494500.00 7157537.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383A4R2 2051-09-20 2.500 2.500 6559869.00 844945.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383A6C3 2051-09-20 6.000 6.000 11950000.00 1218326.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383A7W8 2048-04-20 3.000 3.000 22617333.00 953211.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383ACG7 2051-09-20 3.000 3.000 41468452.00 3833299.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383AJY1 2051-07-20 0.846 0.846 15000000.00 1347862.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383ALJ1 2051-09-20 3.000 3.000 21172100.00 953114.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383AMJ0 2051-09-20 3.500 3.500 25263826.00 3475084.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383ANB6 2051-09-20 0.846 0.846 74307323.00 4846005.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383ATZ7 2036-09-20 2.500 2.500 63380071.00 3438522.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383AXB5 2051-06-20 3.000 3.000 10665000.00 1276023.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383AXQ2 2051-06-20 2.500 2.500 5109601.00 401798.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CE55 2051-10-20 0.000 0.000 125000000.00 1560381.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CHY9 2051-09-20 3.000 3.000 32106666.00 3592283.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CP95 2050-03-20 4.500 4.500 11342000.00 1185697.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CXC9 2051-10-20 3.000 3.000 60000000.00 7107135.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CYB0 2051-10-20 0.000 0.000 50000000.00 1339324.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DA99 2051-11-20 3.500 3.500 28209976.00 4401552.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DBH0 2051-11-20 4.000 4.000 28005459.00 3320623.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DD62 2051-11-20 3.500 3.500 26819000.00 4141466.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DL30 2051-11-20 3.000 3.000 4236000.00 325218.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DWJ3 2050-02-20 3.000 3.000 106150000.00 11088505.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DYE2 2051-11-20 4.000 4.000 11224000.00 1660958.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FEL3 2051-12-20 4.500 4.500 12513000.00 1343542.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FGC1 2051-10-20 3.000 3.000 10035000.00 1059151.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FHQ9 2051-12-20 3.000 3.000 32876786.00 4554309.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FHX4 2051-12-20 3.000 3.000 102495743.00 7251779.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FKX0 2051-12-20 0.000 0.000 334392934.00 1768889.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FT86 2052-02-20 0.000 0.000 150000000.00 1988854.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FTH6 2051-12-20 3.500 3.500 51308875.00 4993683.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383G3D1 2050-10-20 3.000 3.000 8304000.00 1089384.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383G6B2 2052-02-20 3.500 3.500 7279999.00 751525.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383GAF8 2052-01-20 3.000 3.000 31756281.00 4682155.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383GAL5 2051-08-20 3.000 3.000 2559134.00 251974.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383GAN1 2051-11-20 3.000 3.000 5043856.00 496544.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HKN8 2052-12-20 0.937 0.937 63404453.00 3605179.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HLA5 2053-01-20 0.267 0.267 31565206.00 1254124.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383L2M1 2052-12-20 0.167 0.167 400000000.00 7552316.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LAP5 2052-11-20 0.267 0.267 81818184.00 4808492.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LCS7 2052-09-20 0.917 0.917 26258535.00 2101534.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LCV0 2052-11-20 0.167 0.167 25000000.00 1062408.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LEU0 2048-03-20 0.696 0.696 8434800.00 786899.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LEX4 2041-11-16 1.156 1.156 16356101.00 1538494.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LT34 2052-12-20 0.167 0.167 350000000.00 5811623.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LZP8 2052-12-20 1.516 1.516 100000000.00 4088183.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LZQ6 2052-12-20 1.467 1.467 100000000.00 4010134.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383M4C9 2052-08-20 0.000 0.000 80454641.00 1652929.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383P6D8 2051-08-20 3.000 3.000 61633880.00 7527088.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383PJQ5 2050-04-20 3.500 3.500 24556284.00 1813161.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RAW7 2050-11-20 0.000 0.000 143296246.00 1728135.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RC54 2052-05-20 4.500 4.500 10766109.00 1143099.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RCW5 2052-04-20 4.000 4.000 9917011.00 1565640.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RWZ6 2051-09-20 2.500 2.500 27711544.00 2955899.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RX44 2052-05-20 0.000 0.000 13000000.00 7260583.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383TB77 2052-07-20 0.717 0.717 112500000.00 7546010.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383TES8 2052-06-20 0.000 0.000 47958269.00 1440463.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383TYM9 2052-07-20 0.717 0.717 17255500.00 1053290.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UCS7 2052-07-20 0.000 0.000 250000000.00 3824036.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UDA5 2052-07-20 0.697 0.697 11000000.00 726819.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UVQ0 2052-08-20 0.667 0.667 13250000.00 667762.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UW55 2052-09-20 4.500 4.500 419000.00 405881.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UWE6 2052-08-20 0.667 0.667 68200000.00 3400920.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UWS5 2052-08-20 0.717 0.717 30008158.00 1922301.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383V4E5 2053-02-20 6.000 6.000 28500000.00 4049251.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383V4N5 2053-02-20 0.967 0.967 58000000.00 2749428.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383V6Y9 2053-02-20 0.357 0.357 40000000.00 1203209.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383V7A0 2051-08-20 2.500 2.500 26092186.00 3328624.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAU2 2053-01-20 0.167 0.167 76842479.00 1859642.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAZ1 2053-01-20 0.000 0.000 72380596.00 1986235.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VCG1 2053-01-20 0.167 0.167 50000000.00 1464952.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VCK2 2053-01-20 0.167 0.167 40000000.00 1200787.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VDT2 2053-01-20 0.000 0.000 55193281.00 1780066.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VF86 2053-02-20 4.500 4.500 8184431.00 7510917.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VFZ6 2053-01-20 0.867 0.867 55555555.00 3654981.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VHM3 2053-01-20 0.817 0.817 85000000.00 5115265.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VS90 2053-02-20 0.367 0.367 50000000.00 1226146.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VUU0 2053-02-20 0.917 0.917 58511103.00 4388052.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VX94 2053-02-20 0.367 0.367 30000000.00 1000962.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VXC7 2053-02-20 0.917 0.917 135439658.00 7536129.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383W4Z6 2053-03-20 0.917 0.917 17666834.00 1483098.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WAN6 2053-02-20 0.867 0.867 53000000.00 2304497.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WB21 2053-03-20 0.957 0.957 41764617.00 2256756.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WGA8 2053-02-20 0.967 0.967 88500000.00 4125491.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WZH2 2053-03-20 0.937 0.937 72435531.00 3345253.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XKS2 2053-04-20 0.817 0.817 16699918.00 1337346.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XXU3 2053-04-20 0.817 0.817 87027242.00 4562385.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383Y4E9 2051-09-20 2.500 2.500 26752227.00 3136379.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YCU4 2052-08-20 0.667 0.667 21334746.00 1522246.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YME9 2052-09-20 0.667 0.667 53562585.00 3466202.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YNH1 2052-06-20 0.117 0.117 27618156.00 1620116.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YTA0 2052-09-20 0.667 0.667 71695272.00 5115217.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384A4J9 2051-08-20 3.000 3.000 22491565.00 3031496.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384ACX9 2053-05-20 0.167 0.167 89547489.00 2873792.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384ADU4 2053-05-20 0.167 0.167 36000000.00 1457011.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AEB5 2053-05-20 0.067 0.067 50000000.00 1559474.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AEG4 2053-05-20 0.817 0.817 126923076.00 3856993.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AEQ2 2052-08-20 4.000 4.000 56461446.00 8182677.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AFW8 2053-05-20 0.817 0.817 25000000.00 1415122.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AKM4 2053-05-20 1.617 1.617 50000000.00 4571916.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AW82 2053-06-20 0.767 0.767 200000000.00 6399249.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AWZ2 2050-06-20 4.000 4.000 50000000.00 8968149.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384BJ51 2053-07-20 6.383 6.383 25000000.00 19829853.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384BTQ4 2053-06-20 0.687 0.687 50670923.00 3024390.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CAM1 2053-07-20 0.617 0.617 31441699.00 1845042.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CCW7 2053-07-20 0.617 0.617 101610993.00 4354293.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CDJ5 2051-03-20 3.000 3.000 11296161.00 1698507.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CKJ7 2052-02-20 3.000 3.000 399000.00 275233.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384D6R3 2053-11-20 1.016 1.016 50000000.00 1559731.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DAL1 2053-10-20 0.012 0.012 162000000.00 2604062.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DGE1 2053-10-20 0.367 0.367 91991454.00 2023623.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DGX9 2053-10-20 0.967 0.967 122961419.00 4452045.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DH75 2053-11-20 0.667 0.667 50000000.00 1327828.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DHR1 2053-09-20 1.066 1.066 16058265.00 630149.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DP92 2053-11-20 0.000 0.000 100000000.00 1440791.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DR74 2053-11-20 0.217 0.217 100000000.00 2832439.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DSN8 2051-05-20 0.917 0.917 44733204.00 5147789.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DZ83 2053-11-20 0.000 0.000 150000000.00 2242693.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EBJ3 2053-08-20 1.316 1.316 107116847.00 3366717.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EYZ2 2053-09-20 0.417 0.417 81284907.00 4046174.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384FDF6 2051-05-20 2.500 2.500 23530790.00 3108715.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384G2K5 2053-07-20 0.367 0.367 13934168.00 795635.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GAC4 2053-11-20 0.667 0.667 50000000.00 1202593.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GBL3 2053-11-20 0.167 0.167 200000000.00 4222018.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GCZ1 2053-11-20 0.997 0.997 100000000.00 5094326.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GD98 2052-03-20 3.500 3.500 8936000.00 1099025.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HDR6 2053-12-20 0.567 0.567 47219247.00 3246359.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384JCX0 2054-02-20 0.717 0.717 50000000.00 1771076.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384K2W0 2054-03-20 1.667 1.667 15000000.00 2526095.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KGA3 2054-03-20 0.000 0.000 50000000.00 1248309.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KGU9 2054-03-20 6.000 6.000 13000000.00 2749501.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KGV7 2051-11-20 4.500 4.500 28549495.00 5889623.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KNW7 2054-03-20 0.717 0.717 62000000.00 1728296.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KV65 2054-03-20 1.316 1.316 68750000.00 6109899.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KY54 2054-03-20 0.667 0.667 150000000.00 10459352.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384ME86 2054-04-20 0.067 0.067 129818170.00 5312256.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384MHH3 2035-03-20 5.500 5.500 4567904.00 4510100.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384N2Z7 2054-05-20 0.700 0.700 35766536.00 626074.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384N3Q6 2050-07-20 3.500 3.500 23831465.00 3866995.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384N4E2 2054-05-20 0.597 0.597 38754819.00 1805314.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384NWR2 2054-05-20 6.383 6.383 50000000.00 49460585.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384P4X5 2054-06-20 1.875 1.875 50000000.00 2207090.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PJ43 2054-06-20 0.020 0.020 67567336.00 2692728.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PMG2 2054-06-20 5.000 5.000 2636168.00 2546638.46 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 2940000000.00 2940000000.00 0.0249 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.3300 BYM4S6850 ES7IP3U3RHIGC71XBU11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810ES3 2024-11-15 7.500 7.500 133800.00 136261.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810FJ2 2029-08-15 6.125 6.125 417100.00 460909.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810FM5 2030-05-15 6.250 6.250 2947900.00 3263460.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEW7 2027-06-30 3.250 3.250 166004800.00 162914359.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CFD8 2024-07-31 5.342 5.342 1042600.00 1051586.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381AQS8 2048-10-16 0.756 0.756 5553716.00 82889.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381AVL7 2048-11-20 0.746 0.746 30737202.00 327721.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381AXB7 2048-11-20 0.696 0.696 2500000.00 49876.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BD68 2049-01-20 0.646 0.646 40000000.00 817105.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BFS8 2048-12-20 0.666 0.666 45033333.00 667555.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BGP3 2048-12-20 0.646 0.646 11600000.00 236119.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BSF2 2049-01-20 5.000 5.000 12718112.00 454913.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BVG6 2049-01-20 0.596 0.596 60437869.00 1522461.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381R6R5 2049-03-20 0.596 0.596 55278077.00 544697.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381RCJ6 2049-02-20 4.500 4.500 36372403.00 2004073.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381RLG2 2049-02-20 0.596 0.596 35000000.00 536539.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381RVA4 2046-02-20 0.665 0.665 24797136.00 626093.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381T3Y9 2050-10-20 2.500 2.500 200000.00 24853.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381TGQ2 2049-03-20 0.596 0.596 31666666.00 489088.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381TGY5 2049-03-20 0.596 0.596 29233333.00 460156.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VH94 2049-05-20 0.596 0.596 7500000.00 282965.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VUD0 2049-05-20 0.000 0.000 50000000.00 202272.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VXF2 2049-05-20 0.596 0.596 65268356.00 1742719.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381WQ92 2049-07-20 0.646 0.646 16000000.00 302292.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381WSM1 2049-06-20 0.596 0.596 1825623.00 51019.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381WT32 2049-07-20 0.646 0.646 24720896.00 468453.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XG34 2049-08-20 0.646 0.646 30268291.00 290726.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XL20 2049-08-20 5.000 5.000 3019680.00 88406.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XV45 2049-08-20 0.646 0.646 12172000.00 261370.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381Y7G3 2049-10-20 4.500 4.500 348820.00 14476.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YGZ1 2049-08-20 0.000 0.000 100000000.00 986580.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YHJ6 2049-08-20 0.646 0.646 38755091.00 1583938.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YLZ5 2049-09-20 0.596 0.596 18047607.00 163642.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YVM3 2049-09-20 0.596 0.596 10950000.00 454952.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YWF7 2049-09-20 3.500 3.500 127000000.00 3739625.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YXM1 2049-09-20 0.646 0.646 11525000.00 319737.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382AA47 2047-10-20 0.646 0.646 28344859.00 701835.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382AFJ9 2049-10-20 0.000 0.000 20000000.00 171925.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382AW43 2049-11-20 0.596 0.596 49643799.00 600013.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382BGM9 2049-12-20 3.500 3.500 31474000.00 2127275.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382BV67 2050-01-20 0.596 0.596 45042032.00 594017.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382C3N9 2050-03-20 3.500 3.500 27098285.00 383949.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382CM65 2040-04-20 0.395 0.395 138116787.00 686718.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382CSW2 2050-02-20 0.596 0.596 20459891.00 257134.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382CT76 2044-08-20 0.456 0.456 28903029.00 795000.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DJZ3 2047-11-20 4.000 4.000 16165142.00 713847.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DTG4 2050-03-20 3.500 3.500 74999999.00 747952.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DTH2 2050-03-20 3.000 3.000 18958000.00 351102.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382E4T1 2050-05-20 3.000 3.000 40550416.00 3250089.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EKX4 2050-04-20 0.646 0.646 7200000.00 132328.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382ERG4 2050-04-20 3.500 3.500 37673427.00 3061574.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382ET64 2043-07-20 0.986 0.986 2247000.00 83819.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FAY0 2048-03-20 4.000 4.000 35000000.00 1256998.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FBV5 2049-08-20 0.596 0.596 26146783.00 669750.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FQW7 2050-05-20 0.696 0.696 14583333.00 711421.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FWV2 2049-07-20 0.646 0.646 34842948.00 717103.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382GU75 2045-10-20 0.236 0.236 13698974.00 325549.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382GU83 2050-05-20 0.646 0.646 17000000.00 499410.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HD64 2050-08-20 0.000 0.000 26806396.00 608048.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HLW8 2050-08-20 0.796 0.796 10675000.00 605500.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HM98 2050-08-20 2.500 2.500 3459000.00 338944.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382J5Z5 2051-03-20 3.000 3.000 5509220.00 351406.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382JZK5 2050-09-20 2.500 2.500 300000.00 29922.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KJU8 2050-09-20 2.500 2.500 10800000.00 824595.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KQ97 2050-10-20 2.500 2.500 1900000.00 186539.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LAG6 2050-11-20 0.000 0.000 41471358.00 1040640.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LGL9 2050-11-20 2.500 2.500 40726237.00 4889583.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LKE0 2050-11-20 3.000 3.000 59144366.00 6462933.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LU33 2050-12-20 2.500 2.500 51918800.00 4058098.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LYJ4 2050-12-20 0.000 0.000 45000000.00 406568.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382M4A4 2051-01-20 2.000 2.000 30985000.00 2414433.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MA58 2051-01-20 3.000 3.000 28613480.00 3704369.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MF87 2051-01-20 2.500 2.500 1580827.00 193262.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MFK0 2049-12-20 3.500 3.500 103479717.00 6460540.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MG29 2051-01-20 3.500 3.500 7369000.00 791967.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MRZ4 2050-12-20 4.000 4.000 59206728.00 6663282.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382NL62 2051-02-20 0.000 0.000 58333333.00 561646.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382NLK1 2051-02-20 2.500 2.500 54669341.00 5749706.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RAP3 2051-04-20 3.500 3.500 6819093.00 801225.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RHM3 2051-04-20 0.846 0.846 66653213.00 3001762.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RLF3 2051-04-20 3.000 3.000 16404666.00 1797573.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382T6G4 2051-07-20 2.500 2.500 3268294.00 351483.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382TJL9 2051-05-20 3.000 3.000 16823000.00 2193531.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382TLH5 2051-05-20 3.000 3.000 27945234.00 3526279.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382TRM8 2051-05-20 0.846 0.846 50000000.00 2724463.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382TY65 2051-06-20 3.000 3.000 4950000.00 488556.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382U5E7 2051-07-20 0.000 0.000 50301685.00 1110316.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382UDJ7 2051-04-20 3.000 3.000 41666666.00 3836380.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382UUS8 2051-06-20 0.846 0.846 13743253.00 556845.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382VKU2 2049-08-20 2.500 2.500 56000000.00 3898550.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382W3Y1 2051-08-20 3.000 3.000 5027000.00 487549.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WAU1 2051-07-20 0.000 0.000 75820849.00 627033.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WDY0 2051-07-20 0.846 0.846 50000000.00 2460628.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WEG8 2051-07-20 0.846 0.846 29130163.00 2940530.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WSF5 2051-03-20 3.500 3.500 50265070.00 6235809.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WXY8 2051-08-20 3.000 3.000 17601902.00 1796734.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XU52 2051-09-20 2.500 2.500 230080.00 128526.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383AAB0 2051-09-20 3.000 3.000 32495166.00 2827977.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383APP3 2051-09-20 3.000 3.000 3426000.00 345804.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CAK6 2051-10-20 2.500 2.500 20982500.00 1726166.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CKZ2 2051-10-20 3.000 3.000 4538000.00 475026.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AW4K8 2042-02-15 6.000 6.000 71242350.00 488122.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AX5A7 2032-12-15 3.000 3.000 36166666.00 203172.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AY5C1 2033-01-15 3.000 3.000 53115734.00 545760.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AYG39 2032-10-15 3.000 3.000 25831961.00 205488.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AYQL8 2043-02-15 3.500 3.500 37953000.00 668216.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B04T8 2043-03-15 0.652 0.652 22243120.00 373810.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B0BH6 2042-02-15 5.000 5.000 24299245.00 53620.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B0CP7 2043-03-15 0.672 0.672 30181968.00 714621.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B1E81 2033-04-15 3.000 3.000 36917831.00 417989.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B2AP5 2033-05-15 3.000 3.000 40333333.00 537370.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B2TM2 2043-06-15 1.252 1.252 13724716.00 291539.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B2UA6 2033-06-15 3.000 3.000 12515000.00 180103.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B4PM2 2035-09-15 0.000 0.000 7084817.00 599136.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B4PY6 2036-02-15 0.000 0.000 27004098.00 4297017.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B4VV5 2041-05-15 0.602 0.602 42343980.00 255154.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B4W69 2039-06-15 0.502 0.502 47295652.00 602613.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B55P4 2043-05-15 4.000 4.000 7012191.00 4934.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B82L0 2039-07-15 0.000 0.000 15303929.00 1606130.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B8LB1 2044-03-15 0.000 0.000 7913762.00 1218115.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BBGL8 2044-06-15 0.602 0.602 42820800.00 131322.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BCMA3 2050-11-15 0.552 0.552 23484774.00 348679.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BD7E0 2044-08-15 4.500 4.500 44400000.00 741164.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BEUH5 2037-07-15 6.000 6.000 50000000.00 955346.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BHMQ7 2043-11-15 6.000 6.000 24827275.00 585436.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BLTL2 2035-10-15 3.500 3.500 5294000.00 74952.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BPEM7 2034-01-15 3.000 3.000 23333333.00 404347.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BQRR0 2045-11-15 4.000 4.000 23334500.00 262091.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BXYL0 2047-05-15 4.000 4.000 12375000.00 774479.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137F2NZ5 2047-08-15 0.452 0.452 25000000.00 481739.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137F4W81 2040-05-15 0.622 0.622 13674459.00 210913.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137F5FM6 2048-05-15 4.000 4.000 13042546.00 233537.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F63T2 2050-11-25 2.000 2.000 10000000.00 937258.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F65D5 2050-11-25 3.000 3.000 18364666.00 1824279.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F6C47 2050-10-25 2.500 2.500 8720067.00 745964.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CNW6 2051-05-20 3.000 3.000 52927440.00 5451623.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CP95 2050-03-20 4.500 4.500 9104000.00 951735.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CQ78 2051-04-20 3.000 3.000 41017107.00 3658306.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CRV4 2051-10-20 3.000 3.000 15103376.00 605358.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DCV8 2051-03-20 2.000 2.000 7534375.00 615099.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DDA3 2051-11-20 0.000 0.000 50000000.00 601452.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DDK1 2051-11-20 0.000 0.000 50000000.00 517420.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DGN2 2051-11-20 3.000 3.000 13870000.00 1462006.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DPV4 2051-11-20 3.500 3.500 40000000.00 4252468.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FGC1 2051-10-20 3.000 3.000 9580000.00 1011128.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FHX4 2051-12-20 3.000 3.000 52339814.00 3703147.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FRS4 2051-12-20 3.500 3.500 60595040.00 7156327.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FTV5 2051-12-20 0.000 0.000 37257309.00 571394.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FUB7 2051-12-20 0.000 0.000 37584545.00 550724.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383GMZ1 2051-10-20 4.500 4.500 63535932.00 7491899.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383GRR4 2052-01-20 0.000 0.000 65765005.00 636555.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HQT9 2053-01-20 0.217 0.217 100000000.00 1982570.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HQV4 2053-01-20 0.067 0.067 100000000.00 1821909.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HTJ8 2053-01-20 0.917 0.917 150000000.00 8652330.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LCV0 2052-11-20 0.167 0.167 25000000.00 1062408.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LH78 2050-08-20 2.500 2.500 39927349.00 4667344.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LLP3 2052-02-20 4.000 4.000 3000000.00 513204.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MBY3 2051-03-20 3.500 3.500 8474000.00 1166994.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MCW6 2052-02-20 0.000 0.000 11720000.00 446180.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MJH2 2052-02-20 3.500 3.500 16979000.00 1998723.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MMF2 2052-02-20 5.000 5.000 7584000.00 775244.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MRW0 2051-08-20 3.000 3.000 2500000.00 1040662.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383PA35 2049-02-20 3.500 3.500 443571.00 34074.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383PQS3 2048-07-20 0.746 0.746 10947855.00 645189.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RAU1 2050-10-20 0.000 0.000 30000000.00 197835.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RYH4 2052-05-20 4.500 4.500 3470345.00 510710.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383TKJ1 2052-06-20 0.767 0.767 6516430.00 424321.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31282YLW7 2036-07-15 2.252 2.252 75000000.00 52421.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31282YWJ4 2036-10-15 2.302 2.302 184580000.00 84618.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325T5S4 2043-01-15 3.500 3.500 2798030.00 53163.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325TCC1 2039-04-15 0.502 0.502 100000000.00 100887.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325TKQ1 2042-06-15 0.502 0.502 48620912.00 294474.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325TLF4 2042-07-15 1.052 1.052 42705734.00 841237.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325TVB2 2042-09-15 0.602 0.602 50539734.00 442042.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325TXR5 2042-10-15 0.552 0.552 51800000.00 371017.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325TYC7 2042-12-15 0.702 0.702 15566471.00 106962.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UNN2 2042-12-15 3.000 3.000 29968438.00 874694.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UNR3 2042-12-15 3.500 3.500 68588097.00 1816064.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UNW2 2042-12-15 4.000 4.000 43017680.00 1070120.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UP67 2032-12-15 3.000 3.000 25563538.00 252920.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UP75 2032-12-15 3.500 3.500 8600000.00 100194.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UP91 2032-12-15 3.500 3.500 9300000.00 78648.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UPA8 2042-12-15 3.000 3.000 166600000.00 3652774.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UPE0 2041-10-15 4.000 4.000 56500000.00 699888.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UQ41 2043-07-15 0.502 0.502 82532704.00 1366487.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UQX7 2042-12-15 4.570 4.570 8452570.00 179950.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UTL0 2043-09-15 0.502 0.502 46915040.00 1264716.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UVD5 2043-11-15 0.532 0.532 113846153.00 1813605.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325UXA9 2044-01-15 0.502 0.502 21029934.00 312460.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325VJN5 2044-08-15 0.602 0.602 53638238.00 1069132.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31325VLM4 2044-09-15 0.602 0.602 50328508.00 1307818.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 31325YXS2 2052-11-15 4.500 4.500 75000000.00 15141898.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3133Q6VH4 2043-01-25 5.000 5.000 9869632.00 1581864.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3133TV6U5 2031-09-15 6.500 6.500 2.00 0.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133WB4R4 2054-05-01 5.500 5.500 1468409.00 1471225.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A66A7 2042-07-25 0.000 0.000 195799075.00 23838904.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A6VP6 2042-06-25 0.000 0.000 230769231.00 16264016.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A7PT3 2042-08-25 0.000 0.000 59862667.00 4097372.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ABT94 2043-02-25 0.650 0.650 201419720.00 2878369.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACZL8 2033-03-25 0.000 0.000 20000000.00 8239065.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGMW9 2043-10-25 0.000 0.000 13655000.00 2213869.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BM4L7 2044-02-15 3.500 3.500 17289000.00 209207.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BMNA0 2045-12-15 4.000 4.000 30931500.00 565749.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BNPK4 2046-04-15 3.500 3.500 14285714.00 544373.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BNQ23 2031-04-15 3.000 3.000 16748568.00 168264.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BPB99 2043-09-15 4.500 4.500 3245554.00 73292.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BPBB4 2031-04-15 2.500 2.500 20000000.00 161416.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617FDDM2 2052-08-15 6.000 6.000 1335844.00 1370346.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617K14T7 2049-06-20 6.000 6.000 1094008.00 404758.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MPDF2 2050-06-20 4.500 4.500 600000.00 455118.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSF23 2050-04-20 4.000 4.000 4620313.00 1277431.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSF31 2050-04-20 4.000 4.000 1107108.00 298594.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSF49 2050-04-20 4.000 4.000 10927060.00 867305.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSF56 2050-04-20 4.000 4.000 1112549.00 196836.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSFV9 2050-04-20 4.000 4.000 1044528.00 447364.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSFW7 2050-04-20 4.000 4.000 1299716.00 251147.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSFX5 2050-04-20 4.000 4.000 2664319.00 799897.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSFY3 2050-04-20 4.000 4.000 1109550.00 471079.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MSFZ0 2050-04-20 4.000 4.000 2231288.00 489401.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MYJP5 2050-05-20 4.000 4.000 1576419.00 771617.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MYJQ3 2050-05-20 4.000 4.000 2118072.00 1183950.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MYJR1 2050-05-20 4.000 4.000 1304938.00 717900.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MYJS9 2050-05-20 4.000 4.000 2245289.00 1129830.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MYJT7 2050-05-20 4.000 4.000 2116218.00 1239417.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MYQS1 2050-04-20 4.000 4.000 2104531.00 1246222.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617MYQT9 2050-04-20 4.000 4.000 2131633.00 742138.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617N1XA3 2050-04-20 4.000 4.000 1283345.00 703722.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617N4UG7 2050-04-20 4.000 4.000 5617731.00 3611433.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617N4UJ1 2050-04-20 4.000 4.000 2772252.00 1586364.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617N4VS0 2050-05-20 3.000 3.000 1108844.00 889314.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617N4VT8 2050-05-20 3.000 3.000 1669077.00 1354894.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F6F51 2050-10-25 3.000 3.000 16069511.00 1760393.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F6K55 2050-11-25 2.000 2.000 13300000.00 1433499.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F6KY2 2050-11-25 2.000 2.000 8750000.00 758140.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F6N60 2050-11-25 4.000 4.000 64000000.00 5451536.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F6VP9 2050-11-25 2.000 2.000 56250089.00 4537829.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F74L6 2050-12-25 2.500 2.500 30789539.00 2780785.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F74P7 2050-12-25 0.964 0.964 10500000.00 987797.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F74V4 2035-12-25 1.500 1.500 33333333.00 868345.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F75K7 2050-12-25 4.000 4.000 31981561.00 2636282.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F76C4 2050-11-25 4.000 4.000 27754500.00 2517030.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F7BX2 2050-12-25 2.500 2.500 23725100.00 2154186.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F7CA1 2050-12-25 2.500 2.500 12500000.00 1276834.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F7CD5 2050-12-25 3.000 3.000 5822370.00 672082.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F7CM5 2050-12-25 2.500 2.500 22800000.00 2526335.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F7D28 2050-12-25 2.500 2.500 44477600.00 4970671.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137F7SC0 2046-01-15 3.000 3.000 33825758.00 2742094.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F7WN1 2050-12-25 2.500 2.500 25516200.00 2723587.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F7XR1 2035-12-25 4.000 4.000 22620000.00 855704.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F82F9 2050-12-25 2.000 2.000 12347131.00 1071597.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137F83L5 2048-11-15 0.000 0.000 114471424.00 1719878.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F87A5 2050-11-25 3.000 3.000 32302666.00 3679101.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F8A29 2050-12-25 3.000 3.000 18732666.00 2362828.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F8D34 2050-04-25 2.000 2.000 15140396.00 1178267.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F8DK6 2051-01-25 2.000 2.000 7500000.00 623429.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F8PA5 2050-11-25 3.000 3.000 21700000.00 1975469.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F8TX1 2051-01-25 0.964 0.964 17850000.00 1693399.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F8UF8 2051-01-25 0.964 0.964 5495811.00 396344.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F8XG3 2051-01-25 2.000 2.000 6000000.00 451330.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F8ZC0 2051-01-25 4.000 4.000 29850264.00 3703725.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F92M2 2051-02-25 2.000 2.000 47070346.00 4227923.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F95J6 2051-02-25 3.000 3.000 8159241.00 1024787.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F96Z9 2051-02-25 3.000 3.000 7034737.00 803210.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F9C66 2051-02-25 3.000 3.000 60900000.00 5885022.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F9CZ2 2051-02-25 3.000 3.000 36600000.00 4408305.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F9GR6 2051-02-25 3.000 3.000 40418999.00 5003770.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137F9XF3 2050-09-25 3.000 3.000 35000000.00 3857954.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FCAW4 2047-12-15 0.752 0.752 48728649.00 1608412.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FCHB3 2047-12-15 5.000 5.000 16181051.00 589924.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FCMT8 2048-01-15 4.000 4.000 21223121.00 1039117.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FDNB4 2048-02-15 3.500 3.500 4767944.00 102658.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FFHC4 2051-03-25 2.500 2.500 27582714.00 3240761.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FFMC8 2051-03-25 3.000 3.000 35000000.00 3401401.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FFQM2 2051-03-25 2.000 2.000 31718171.00 2546308.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FFQU4 2051-03-25 2.000 2.000 6000000.00 450708.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FH6Z1 2048-09-15 3.000 3.000 7500000.00 194532.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FJK99 2056-08-15 0.652 0.652 49760000.00 2888409.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FKAB2 2044-10-15 4.000 4.000 41621261.00 459772.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FKH82 2046-06-15 5.500 5.500 2896150.00 176817.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FMXS6 2048-11-25 5.000 5.000 4106959.00 102788.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FNE71 2049-08-25 0.600 0.600 5000000.00 126095.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FNEB2 2049-08-25 0.600 0.600 60707774.00 1408161.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FNN89 2049-09-25 0.600 0.600 43468661.00 1342622.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FNPQ7 2041-07-15 5.500 5.500 7138489.00 496285.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FNQH6 2049-06-25 0.600 0.600 21189621.00 632129.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FNVZ0 2049-09-25 0.600 0.600 15800000.00 158987.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FPA21 2049-09-25 0.600 0.600 11843806.00 294420.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FPA54 2049-09-25 0.550 0.550 30176000.00 458879.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FPM77 2049-01-15 5.000 5.000 9678503.00 175634.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FPY90 2046-06-15 5.500 5.500 3765612.00 215841.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FPZ32 2049-11-25 0.550 0.550 12870000.00 651750.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FPZS7 2049-11-25 0.550 0.550 2734000.00 143915.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FQLN1 2050-01-15 0.552 0.552 31750028.00 978409.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FQWY5 2049-09-25 4.500 4.500 17375306.00 1804153.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FR6Y2 2050-01-25 4.000 4.000 10170919.00 1124588.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FRRS2 2050-03-25 3.000 3.000 12590333.00 588364.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FRYL9 2050-04-25 3.500 3.500 79694464.00 4045584.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FT2D8 2050-05-25 5.000 5.000 18579015.00 1326140.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137FT2N6 2041-01-15 0.000 0.000 29422746.00 935199.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383TLN1 2052-02-20 3.000 3.000 15889000.00 1308443.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383TZF3 2052-07-20 0.000 0.000 30000000.00 557214.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UCU2 2052-07-20 0.000 0.000 20000000.00 325974.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UVZ0 2052-08-20 0.667 0.667 33333333.00 2174933.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UX54 2052-10-20 0.317 0.317 31551398.00 936037.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383V3J5 2051-02-20 2.500 2.500 40000000.00 4919051.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAP3 2053-01-20 0.167 0.167 30000000.00 836511.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAW8 2053-01-20 0.167 0.167 28157521.00 896296.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VJM1 2053-01-20 6.000 6.000 16763181.00 2673712.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VWK0 2053-02-20 0.947 0.947 5000000.00 405237.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VWS3 2053-02-20 0.367 0.367 74956217.00 2875491.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WQV1 2053-03-20 0.167 0.167 30000000.00 894005.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WUD6 2053-03-20 0.167 0.167 120000000.00 2521812.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XXU3 2053-04-20 0.817 0.817 4389293.00 230107.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XXY5 2053-04-20 0.217 0.217 77619700.00 1650125.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YHB1 2052-09-20 1.167 1.167 51711731.00 3549476.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YLW0 2052-09-20 0.000 0.000 12500000.00 353338.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YMB5 2052-09-20 0.607 0.607 10000000.00 751432.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YMN9 2052-09-20 4.000 4.000 1000.00 886.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YNH1 2052-06-20 0.117 0.117 3421558.00 200712.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YNJ7 2052-06-20 0.550 0.550 6443637.00 50809.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YQ70 2052-09-20 5.000 5.000 702284.00 530303.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YS52 2052-10-20 0.000 0.000 50000000.00 1012894.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YTJ1 2052-09-20 0.647 0.647 30000000.00 1998103.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YYK2 2052-09-20 0.717 0.717 20188000.00 1238761.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AAZ6 2053-05-20 0.217 0.217 7401798.00 242730.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AEX7 2050-06-20 4.000 4.000 35000000.00 5927727.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384BKW0 2052-12-20 0.600 0.600 30557249.00 346040.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CRF8 2053-08-20 0.617 0.617 50000000.00 1596551.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CTQ2 2053-08-20 4.500 4.500 1120.00 1034.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CUD9 2053-08-20 6.500 6.500 623077.00 108831.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384D8M2 2052-01-20 3.000 3.000 22550843.00 3933043.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FTAM9 2050-05-25 3.500 3.500 13100000.00 1137535.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FTKE6 2050-06-25 5.000 5.000 38859984.00 2132400.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FTQB6 2050-04-25 3.000 3.000 27623917.00 2564710.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FTYA9 2050-06-25 0.600 0.600 15000000.00 550172.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FU6N9 2050-07-25 0.600 0.600 18445571.00 1605813.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FUHB3 2050-07-25 0.650 0.650 34180109.00 2910217.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FUPG3 2050-06-25 3.000 3.000 30000000.00 3890227.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FUQK3 2050-07-25 4.000 4.000 88600000.00 7883805.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FURL0 2050-06-25 3.000 3.000 17500000.00 1850598.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FURT3 2050-07-25 4.000 4.000 28600000.00 2743988.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FUS70 2050-06-25 0.650 0.650 10000000.00 459089.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FUSU9 2050-06-25 2.500 2.500 13500000.00 1161414.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FUUT9 2050-07-25 5.000 5.000 153596038.00 8187028.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FV4Y5 2050-06-25 0.700 0.700 99019090.00 5834587.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVCT7 2050-08-25 3.000 3.000 50042183.00 4822761.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVHZ8 2050-08-25 0.650 0.650 8900000.00 845820.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVJ60 2050-08-25 0.650 0.650 10000000.00 711781.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVJZ6 2050-08-25 2.500 2.500 24000000.00 1995236.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVL59 2050-08-25 2.500 2.500 43213487.00 3638902.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVQ39 2045-07-25 5.000 5.000 13229798.00 836625.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVRM6 2050-09-25 4.000 4.000 39000000.00 3239275.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVTP7 2050-09-25 4.000 4.000 35375235.00 3467248.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVVS8 2050-09-25 3.000 3.000 18267888.00 1948969.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FVZ96 2050-09-25 4.000 4.000 63416663.00 6357259.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FWEG1 2050-07-25 3.500 3.500 19357142.00 2536135.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FWZA1 2050-10-25 3.000 3.000 10166666.00 969268.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXDZ8 2050-10-25 3.000 3.000 94255575.00 9822461.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXFB9 2050-10-25 2.500 2.500 72660000.00 7467949.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXJE9 2050-10-25 4.000 4.000 16000000.00 1372955.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXMY1 2050-10-25 2.500 2.500 27000000.00 3216159.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXN46 2050-10-25 2.500 2.500 84965000.00 9672045.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXN53 2050-11-25 2.500 2.500 12500000.00 983865.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXPE2 2050-11-25 0.000 0.000 12500000.00 392552.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXUX4 2048-11-25 4.000 4.000 9196319.00 1121271.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGXE7 2043-10-25 0.450 0.450 148231925.00 4170529.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AWUD7 2047-05-25 0.650 0.650 141990914.00 3851061.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AXFV2 2057-07-25 0.650 0.650 65842947.00 2713394.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6KY8 2039-10-25 4.000 4.000 41259355.00 1623556.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7DK4 2051-06-25 0.600 0.600 50026193.00 2704027.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B95E3 2050-06-25 3.500 3.500 26646000.00 2956011.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BA5V2 2050-07-25 5.000 5.000 114386394.00 7655684.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAH23 2049-02-25 4.500 4.500 6495553.00 361086.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAQ23 2050-07-25 4.500 4.500 143260492.00 6595028.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAR30 2050-07-25 4.000 4.000 33000000.00 3164736.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAXM1 2050-07-25 3.000 3.000 25416667.00 2990388.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BB3A8 2050-10-25 3.000 3.000 37949556.00 2344137.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BB4J8 2050-10-25 3.000 3.000 30448210.00 2630811.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBGH9 2050-08-25 0.700 0.700 46000000.00 2543291.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBTT9 2050-09-25 4.000 4.000 29008389.00 2408614.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBVK5 2050-09-25 4.000 4.000 41420343.00 3442521.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBWL2 2048-06-25 4.000 4.000 97680232.00 9144384.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBWT5 2048-06-25 4.000 4.000 21929158.00 2112850.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BC5C0 2050-12-25 3.000 3.000 45000000.00 5474908.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCB74 2050-11-25 5.000 5.000 51239689.00 4124798.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCF54 2050-12-25 2.000 2.000 24654901.00 2458474.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCFW5 2050-10-25 3.000 3.000 24325999.00 2647174.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCJC5 2050-11-25 2.500 2.500 41500000.00 4542602.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCKZ2 2035-11-25 1.500 1.500 66666666.00 2072579.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCM72 2050-12-25 2.500 2.500 27442193.00 3260400.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCT26 2050-12-25 2.500 2.500 24398360.00 2757845.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCUU2 2050-11-25 2.500 2.500 23525000.00 2286216.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCYT1 2049-04-25 2.500 2.500 34683500.00 3529560.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDA57 2051-02-25 3.000 3.000 6952731.00 673250.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDGU6 2035-11-25 1.500 1.500 134284742.00 4589578.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDHS0 2051-01-25 3.000 3.000 10786000.00 1349467.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDTS7 2051-01-25 4.500 4.500 20000000.00 2300703.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDU63 2050-11-25 3.000 3.000 112609464.00 12530649.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617N4XU3 2050-05-20 5.000 5.000 813982.00 470619.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617N6R27 2050-05-20 3.500 3.500 2641770.00 1324872.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617NUGQ3 2050-09-20 2.500 2.500 995549.00 584356.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617Q2KT1 2050-08-20 2.000 2.000 1033106.00 553902.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617QJBY3 2050-12-20 4.000 4.000 1396540.00 1023242.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617VAYF2 2051-05-20 2.500 2.500 1670725.00 989482.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617W8Z40 2051-08-20 4.000 4.000 1097365.00 870117.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617W9HY2 2051-08-20 4.000 4.000 1028306.00 432750.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617WFQW2 2040-08-20 5.000 5.000 1646711.00 1125583.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617X5VH0 2046-12-20 3.000 3.000 2511180.00 1872262.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617XBQZ3 2051-10-20 3.000 3.000 1646934.00 1246530.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617XJM72 2052-06-15 4.500 4.500 2748285.00 2650089.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617XJNB2 2052-06-20 6.000 6.000 1716347.00 1205088.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617XJNC0 2052-06-15 5.500 5.500 1519206.00 1538396.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617XSZV5 2052-03-20 4.000 4.000 2199467.00 1966755.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617YAQY7 2052-01-20 4.000 4.000 1482893.00 1066524.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617YGPN9 2039-07-20 5.500 5.500 1138430.00 926298.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36180UN47 2036-04-20 5.500 5.500 1412965.00 124216.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36181JQ30 2035-08-20 5.500 5.500 2760925.00 214111.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36189FC35 2045-10-15 4.500 4.500 1444208.00 391639.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618B1DC2 2063-05-20 6.000 6.000 2367516.00 812032.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618BN4R1 2053-06-20 5.500 5.500 1986980.00 1913182.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618BTEM8 2053-06-20 6.000 6.000 1411464.00 1318743.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618F02F5 2063-07-20 6.500 6.500 2965247.00 2483082.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618F0QG7 2063-06-20 6.000 6.000 9221058.00 5890671.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618F46G1 2063-07-20 5.000 5.000 1979466.00 1913859.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618F6LH7 2063-07-20 6.500 6.500 4030971.00 2890975.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618F6M37 2063-08-20 6.500 6.500 366093.00 123981.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618FNUQ0 2046-01-20 4.000 4.000 1584637.00 1443411.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618GB2K9 2054-01-20 6.500 6.500 2184622.00 2251108.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618GGMV2 2054-01-20 6.000 6.000 1577139.00 1605928.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618GGZK2 2054-01-20 6.000 6.000 2033670.00 2036262.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36202FJW7 2039-02-20 7.500 7.500 1630738.00 31739.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FXV54 2050-01-25 3.000 3.000 7800000.00 646825.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FYK88 2049-08-25 4.000 4.000 4139000.00 528696.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FYKD7 2051-01-25 3.000 3.000 21000000.00 2610518.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FYPV2 2031-01-25 2.000 2.000 34861502.00 648329.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FYR32 2041-04-25 3.500 3.500 25764420.00 1741791.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137FYVU7 2048-09-25 3.500 3.500 65723312.00 7268011.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137GABN6 2040-09-15 0.552 0.552 150000000.00 153744.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137GACY1 2030-09-15 1.232 1.232 120500000.00 98710.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H0GB8 2049-06-25 3.500 3.500 12500000.00 1204976.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H0JE9 2050-01-25 4.000 4.000 31000000.00 3965811.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137H0RC4 2036-03-15 5.500 5.500 6966201.00 497218.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H0XT0 2049-06-25 3.500 3.500 32142857.00 3290182.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H0ZX9 2051-06-25 4.000 4.000 14000000.00 1515329.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H15V4 2051-07-25 2.500 2.500 4989853.00 496302.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H1C79 2051-07-25 4.500 4.500 29698437.00 3792736.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H1DH6 2049-02-25 4.500 4.500 49614244.00 6008292.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H1GF7 2051-07-25 3.000 3.000 32669500.00 4249789.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H24K7 2050-12-25 4.500 4.500 6851769.00 912741.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H2HU1 2051-09-25 3.500 3.500 107574136.00 12994802.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H2QC1 2048-10-25 4.500 4.500 12700000.00 1711732.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H2SH8 2051-09-25 3.000 3.000 10553161.00 1046572.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H2Z98 2051-08-25 0.000 0.000 8000000.00 455656.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H35H1 2048-08-25 4.500 4.500 13310445.00 1732006.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137H3C42 2041-01-15 4.000 4.000 21178156.00 2527500.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H3UK6 2050-04-25 3.000 3.000 20592013.00 2960012.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H3YD8 2049-01-25 4.500 4.500 13000000.00 1785214.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H3Z70 2033-09-25 3.000 3.000 48880752.00 2468577.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H4AU4 2051-11-25 3.000 3.000 57000000.00 5409822.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H4FN5 2045-10-25 0.000 0.000 4344464.00 2533542.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H4KH2 2051-12-25 4.500 4.500 34408546.00 5062575.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H4ZD5 2051-03-25 2.500 2.500 6437414.00 723861.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H5ED5 2051-11-25 3.000 3.000 38179206.00 3367538.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H5HF7 2052-02-25 3.000 3.000 29316666.00 2534333.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H5MW4 2042-02-25 2.500 2.500 23984261.00 2643107.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDVT2 2051-01-25 3.500 3.500 19638447.00 1486303.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDWU8 2051-01-25 3.000 3.000 5000000.00 536992.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDZW1 2036-02-25 1.500 1.500 15777717.00 460013.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BFCP6 2050-11-25 3.000 3.000 26146459.00 2979651.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BFQ48 2047-11-25 4.500 4.500 18824593.00 1093253.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BFYB3 2051-04-25 3.500 3.500 78151170.00 4887068.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BG3Y5 2051-10-25 3.500 3.500 14305794.00 1711388.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGB75 2051-09-25 4.000 4.000 109937530.00 15092360.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGE56 2051-09-25 2.500 2.500 36381741.00 4465663.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGM32 2051-09-25 2.500 2.500 35552900.00 2664628.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGNN7 2039-04-25 6.000 6.000 34370819.00 3922588.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGT50 2050-04-25 3.500 3.500 25000000.00 3514789.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGV99 2051-09-25 2.500 2.500 12171500.00 811669.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BH3S6 2051-07-25 3.000 3.000 11105094.00 1508091.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHFG9 2045-03-25 3.500 3.500 14055195.00 286313.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHGC7 2031-05-25 2.000 2.000 20125000.00 443167.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHUS6 2050-05-25 4.500 4.500 11500000.00 917376.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHVJ5 2051-06-25 3.000 3.000 36961750.00 4329697.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJ6B6 2051-12-25 3.000 3.000 37383467.00 4602262.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJCL7 2041-10-25 3.000 3.000 26666666.00 1667760.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJCV5 2051-10-25 3.000 3.000 29145920.00 3096707.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJCY9 2051-10-25 3.000 3.000 22500000.00 2334628.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJJ71 2049-03-25 2.500 2.500 14417200.00 1647135.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJN27 2051-11-25 2.500 2.500 7243000.00 577576.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJUH6 2051-05-25 3.000 3.000 50958444.00 5404892.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJWE1 2051-11-25 2.500 2.500 16499999.00 1798551.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJWK7 2051-11-25 4.500 4.500 6800000.00 902219.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJZJ7 2061-11-25 5.500 5.500 43092577.00 5121974.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKCG5 2051-11-25 3.000 3.000 18665764.00 1959510.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKDM1 2051-12-25 3.000 3.000 43431425.00 5496534.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKDN9 2051-12-25 3.000 3.000 29688961.00 4297047.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKFT4 2051-12-25 3.000 3.000 28219356.00 3094952.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKSA1 2041-06-25 4.000 4.000 28898423.00 2973689.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DAQ0 2053-10-20 0.000 0.000 15744753.00 11468771.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DGE1 2053-10-20 0.367 0.367 8008546.00 176171.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DGX9 2053-10-20 0.967 0.967 6038581.00 218638.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DHR1 2053-09-20 1.066 1.066 3829833.00 150288.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DZW0 2053-10-20 6.633 6.633 50000000.00 32797075.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6B6 2053-10-20 0.167 0.167 50000000.00 990376.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6F7 2053-10-20 1.667 1.667 64285710.00 2665992.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6J9 2053-10-20 0.267 0.267 100000000.00 2021690.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6M2 2053-10-20 1.167 1.167 60000000.00 2064684.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EAU9 2051-03-20 0.917 0.917 1927399.00 217617.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EAW5 2051-05-20 0.917 0.917 1925413.00 216647.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EDY8 2053-08-20 0.000 0.000 13461539.00 8917302.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EEF8 2053-08-20 0.000 0.000 10492308.00 6950409.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EEK7 2053-08-20 0.000 0.000 13846154.00 9172082.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EYZ2 2053-09-20 0.417 0.417 3375303.00 168014.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EZN8 2063-09-20 0.000 0.000 21630872.00 11708099.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384G2K5 2053-07-20 0.367 0.367 50000000.00 2854979.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384G2P4 2054-01-20 0.567 0.567 50000000.00 2061874.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GAP5 2050-07-20 4.000 4.000 36677515.00 6767451.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GZ94 2053-07-20 0.350 0.350 27769829.00 203240.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HBK3 2053-12-20 1.046 1.046 48000000.00 2513620.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HGY8 2053-12-20 1.066 1.066 215000000.00 12941747.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HTJ7 2053-08-20 0.817 0.817 14500000.00 1093853.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HVH8 2054-01-20 1.117 1.117 47807423.00 3710827.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HWQ7 2054-01-20 7.000 7.000 18537935.00 2634989.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HY44 2054-01-20 0.000 0.000 120000000.00 2862781.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384J6V1 2054-02-20 7.000 7.000 77686832.00 10903538.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384JCX0 2054-02-20 0.717 0.717 209205.00 7410.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384JU51 2054-02-20 1.667 1.667 61953134.00 3930888.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KP70 2054-03-20 1.867 1.867 50000000.00 5030429.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384N3A1 2054-05-20 1.167 1.167 35766536.00 2024148.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620AQAE3 2027-05-20 7.000 7.000 1284206.00 99700.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620AQAF0 2031-02-20 7.000 7.000 1628331.00 212568.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620AQLW1 2032-05-15 6.500 6.500 1422657.00 220306.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620AQLY7 2030-11-15 6.500 6.500 1033784.00 37987.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620AQLZ4 2031-05-15 6.500 6.500 1231390.00 200963.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620ART27 2033-05-20 6.500 6.500 412866.00 18738.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620ARTF8 2038-02-20 6.500 6.500 4392931.00 120357.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620ATEK9 2033-07-15 6.000 6.000 1112844.00 102276.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3620AWUQ1 2031-08-20 7.500 7.500 1082579.00 85273.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAL93 2050-02-20 4.000 4.000 100591625.00 36736725.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAPU2 2050-06-20 5.500 5.500 13199269.00 4659214.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAQE7 2050-06-20 4.500 4.500 98210002.00 35774024.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AC2A7 2052-09-20 5.000 5.000 7000000.00 7102995.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ACG87 2053-04-20 5.500 5.500 11200557.00 10441751.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36296Y5H1 2038-12-15 6.500 6.500 2337478.00 117599.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36296YR53 2039-01-20 7.250 7.250 1310308.00 194002.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38373A2C9 2039-07-16 0.656 0.656 179600000.00 79422.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38374D7B9 2038-05-20 0.886 0.886 82670759.00 54786.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38374K2V4 2035-04-16 0.706 0.706 100000000.00 31362.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38374KPZ0 2035-01-16 1.306 1.306 69630125.00 75282.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38374T6A7 2039-06-16 0.606 0.606 233333333.00 188233.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38374YSU8 2040-07-20 0.486 0.486 100000000.00 671033.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375CY79 2041-05-20 1.296 1.296 26138580.00 113191.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375DL63 2039-07-20 0.646 0.646 100000000.00 100213.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GMN8 2042-07-16 0.656 0.656 42037019.00 756176.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GQR5 2042-07-20 1.146 1.146 23000000.00 504164.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GTB7 2042-08-20 0.666 0.666 6291390.00 131180.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GUR0 2042-08-16 3.500 3.500 22733000.00 1019349.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GYC9 2042-08-20 0.596 0.596 20004238.00 333554.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JC78 2037-04-16 1.356 1.356 94323131.00 205702.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JMP7 2037-03-16 1.056 1.056 55127000.00 119655.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JMS1 2037-03-20 1.366 1.366 70000000.00 68366.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JQZ1 2037-03-20 0.746 0.746 80769230.00 31694.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H66P5 2037-01-25 3.000 3.000 19120983.00 1506983.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H6PY5 2050-01-25 4.000 4.000 24858310.00 3004505.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H76N8 2046-01-25 4.000 4.000 8385445.00 559469.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H7MZ3 2052-06-25 0.000 0.000 200000000.00 6088739.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H8C41 2052-07-25 0.000 0.000 40000000.00 587584.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H8D81 2051-03-25 3.000 3.000 59883254.00 8794337.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H8VU2 2052-09-25 0.000 0.000 75389684.00 2789763.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H8YS4 2052-09-25 0.000 0.000 100000000.00 3778596.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H8YT2 2052-09-25 0.000 0.000 39957460.00 1445917.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H94C0 2052-10-25 0.000 0.000 55660000.00 2064283.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137H9E88 2045-11-15 4.000 4.000 9955249.00 1592051.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H9KW8 2051-11-25 4.000 4.000 31000000.00 5211563.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137H9S91 2053-03-25 0.964 0.964 40699889.00 2425814.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HA2Q8 2053-04-25 0.214 0.214 66534768.00 2326024.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HABN5 2052-11-25 0.364 0.364 21555710.00 2108524.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAG26 2053-08-25 0.000 0.000 9711321.00 6573589.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAM29 2053-09-25 3.065 3.065 13333333.00 11255746.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAMZ6 2053-10-25 0.000 0.000 7692308.00 5498729.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAUN4 2053-11-25 0.014 0.014 83679876.00 3010951.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAWG7 2053-11-25 3.193 3.193 7692308.00 6932881.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HAXQ4 2053-11-25 0.000 0.000 7142858.00 5054114.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HBB29 2053-12-25 1.664 1.664 44895472.00 3319937.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HBE34 2051-11-25 4.000 4.000 32571652.00 6255658.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137HBF41 2048-05-15 0.552 0.552 111662100.00 9775024.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HBGL2 2054-02-25 0.464 0.464 71327779.00 3090105.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HCGG1 2054-04-25 1.714 1.714 87654791.00 5568745.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HCGJ5 2054-04-25 1.214 1.214 72441115.00 2836118.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31392FRQ2 2032-11-25 7.000 7.000 147589139.00 70305.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31393EKD0 2033-08-25 5.500 5.500 26200000.00 56285.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31393QN99 2033-05-15 5.500 5.500 124807100.00 65635.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31394DEZ9 2035-04-25 6.500 6.500 16532577.00 61528.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395V4W6 2035-06-15 1.186 1.186 45257372.00 72302.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397CEN5 2036-11-15 6.500 6.500 111538461.00 483646.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397EDX0 2036-12-15 1.202 1.202 93333333.00 197613.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKSM5 2051-12-25 4.000 4.000 32175205.00 4403040.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BL2P4 2062-03-25 0.524 0.524 136016372.00 3184400.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BL2R0 2041-01-25 4.500 4.500 13953497.00 1013903.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BMEJ3 2041-02-25 4.000 4.000 42893749.00 4425187.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BMTZ1 2051-11-25 2.500 2.500 14605459.00 1337857.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BMU97 2049-04-25 2.500 2.500 54201749.00 5033633.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BN3D6 2052-09-25 0.000 0.000 200000000.00 7029755.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BN4T0 2052-09-25 0.000 0.000 248280009.00 9117762.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNDY9 2052-06-25 4.500 4.500 16222222.00 1496445.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNEP7 2052-04-25 4.500 4.500 10019110.00 912613.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNRV0 2052-07-25 0.664 0.664 55629259.00 3525392.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNW51 2052-09-25 0.000 0.000 193190486.00 7059839.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNX35 2052-09-25 0.000 0.000 230500000.00 8879540.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNY83 2052-09-25 0.000 0.000 200000000.00 7186915.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNZG4 2050-12-25 4.000 4.000 50571885.00 6545777.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BP3D1 2053-05-25 0.164 0.164 58205478.00 2789244.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPB42 2053-03-25 1.014 1.014 66931785.00 3277127.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPPV7 2048-08-25 4.000 4.000 9874064.00 1686368.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPX30 2053-04-25 0.914 0.914 102884004.00 5115094.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPXC0 2053-03-25 0.914 0.914 59576234.00 2972820.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPXG1 2053-03-25 0.364 0.364 75000000.00 2524313.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPYU9 2053-03-25 0.914 0.914 159780763.00 6082651.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQAF6 2053-07-25 0.164 0.164 59738524.00 3324350.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQAQ2 2050-05-25 3.500 3.500 27569821.00 4603772.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQFA2 2053-08-25 0.564 0.564 88173290.00 4525192.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQFV6 2052-07-25 2.000 2.000 231000000.00 27909160.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQG94 2054-01-25 1.064 1.064 50000000.00 2947227.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQGP8 2053-09-25 0.364 0.364 106795684.00 4300388.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQKP3 2051-02-25 6.084 6.084 47440592.00 5435210.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQPW3 2053-09-25 1.564 1.564 75000000.00 5217394.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQWB1 2053-12-25 0.114 0.114 50000000.00 2359691.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQYH6 2053-12-25 0.864 0.864 34017305.00 1465804.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQYK9 2053-12-25 0.864 0.864 196049280.00 8267438.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JSX4 2037-04-16 0.806 0.806 50562947.00 100989.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JSZ9 2037-04-16 0.744 0.744 20700000.00 58116.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JTD7 2037-04-16 1.366 1.366 45300000.00 102597.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375KW99 2037-07-20 1.046 1.046 175000000.00 73735.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375KZ70 2037-07-16 0.656 0.656 80600000.00 42652.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375LMY3 2037-10-20 1.096 1.096 221360000.00 58534.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375LWQ9 2037-11-16 1.106 1.106 44000000.00 31269.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375PFG1 2038-01-20 1.062 1.062 250000000.00 92269.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375QV22 2038-06-16 0.796 0.796 40000000.00 73110.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376CAD1 2039-08-20 0.646 0.646 90300000.00 53593.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376CJ34 2039-09-16 0.756 0.756 60000000.00 115611.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376CZR3 2039-09-16 0.756 0.756 35250000.00 64922.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376FAC6 2039-08-20 1.246 1.246 258300000.00 474811.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376JCQ5 2036-04-20 0.646 0.646 26000000.00 38244.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376JFZ2 2036-07-20 1.156 1.156 113054981.00 23093.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376JJK1 2039-11-16 5.500 5.500 2739257.00 65576.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376JNN0 2039-08-20 0.996 0.996 102500000.00 74557.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376JPV0 2039-11-20 0.876 0.876 50000000.00 136215.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376LHD4 2041-06-20 0.546 0.546 50000000.00 98500.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376LPQ6 2041-05-20 0.000 0.000 29000000.00 210769.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376LS83 2041-03-16 1.156 1.156 64972949.00 53346.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376MAV9 2044-01-16 0.106 0.106 50000000.00 220801.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376MCG0 2046-10-20 4.000 4.000 23970000.00 636343.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376PXC9 2039-12-16 0.356 0.356 49025072.00 84508.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376UEF2 2039-10-20 1.096 1.096 17149033.00 171574.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376UES4 2038-09-20 0.546 0.546 15945911.00 127266.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376UFK0 2039-06-16 1.156 1.156 12538194.00 66946.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376US75 2047-05-16 0.706 0.706 7689881.00 243525.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376VHU4 2040-02-20 0.796 0.796 238276991.00 903233.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376VLN5 2040-02-16 4.000 4.000 24315620.00 68006.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WCP8 2040-02-16 1.006 1.006 50750000.00 113804.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WG74 2040-03-20 1.016 1.016 150000000.00 727672.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397PQQ6 2037-12-15 0.832 0.832 60357142.00 84857.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397T7C0 2036-09-15 1.352 1.352 38965736.00 85006.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397UKA6 2041-06-25 0.000 0.000 47538735.00 859848.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398G5U9 2040-02-25 6.500 6.500 1198742.00 233918.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398PCE7 2040-03-25 5.000 5.000 60500000.00 28050.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398QMS3 2036-08-15 0.000 0.000 4067750.00 245343.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398SQ22 2040-12-25 6.500 6.500 37264176.00 198900.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31398SW58 2040-11-25 4.500 4.500 17200000.00 45014.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QSVE8 2053-08-01 5.500 5.500 34950748.00 33015077.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XL7E2 2053-07-01 6.500 6.500 88964608.00 84574524.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XLFB9 2053-05-01 6.500 6.500 82035624.00 76098463.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XNAJ3 2053-10-01 5.500 5.500 45955178.00 44208705.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XPG78 2053-07-01 5.000 5.000 59413729.00 57040258.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418E2D1 2054-02-01 5.500 5.500 59284224.00 57234636.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418E2E9 2054-02-01 6.000 6.000 44612800.00 43071769.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142FRPN5 2051-01-25 1.500 1.500 100000000.00 8110067.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G5QC5 2053-04-25 3.000 3.000 50000000.00 8470397.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G5QD3 2053-04-25 3.500 3.500 29719493.00 5554148.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G5QF8 2053-05-25 4.000 4.000 83280979.00 17633394.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6E69 2037-07-25 2.000 2.000 6245370.00 436301.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6ET9 2037-04-25 1.500 1.500 11208011.00 615141.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6EU6 2042-04-25 2.000 2.000 7109513.00 683193.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6F27 2053-09-25 6.000 6.000 1427091.00 275830.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6F76 2038-07-25 3.500 3.500 2566459.00 262699.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6FH4 2037-08-25 2.500 2.500 2194437.00 142771.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6FP6 2053-09-25 6.500 6.500 17188919.00 3668867.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6FQ4 2053-09-25 7.000 7.000 1422643.00 299670.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6FU5 2037-11-25 3.000 3.000 3466452.00 240874.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6FW1 2052-12-25 4.000 4.000 2522078.00 489405.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6FX9 2053-06-25 4.500 4.500 3857923.00 793883.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G26 2038-08-25 4.782 4.782 401721.00 41428.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G34 2053-07-25 3.028 3.028 2779719.00 439214.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G42 2053-09-25 5.290 5.290 4226172.00 732656.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G59 2052-12-25 2.900 2.900 576853.00 52515.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WGV1 2040-02-16 1.106 1.106 23068000.00 62704.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WKG9 2040-02-16 0.556 0.556 89740000.00 157964.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WXN0 2040-02-20 0.306 0.306 34400000.00 103897.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377FB83 2040-05-20 0.000 0.000 36000000.00 1043441.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377FHF1 2040-05-16 0.606 0.606 52834339.00 115444.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377TCJ8 2041-01-16 0.506 0.506 27196000.00 208305.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377TRY9 2041-02-16 1.106 1.106 76318500.00 621553.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377TWW7 2041-02-20 0.596 0.596 43078000.00 152860.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377UYZ5 2041-03-20 1.146 1.146 45697200.00 241907.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377VRB4 2041-04-20 1.196 1.196 129491000.00 607421.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377VZK5 2041-05-16 0.606 0.606 25800000.00 68023.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377XD58 2035-12-20 0.646 0.646 6000000.00 76103.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377YK33 2041-10-20 0.646 0.646 18570000.00 164474.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378AAG6 2041-07-20 1.246 1.246 7500000.00 67386.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378ADN8 2041-06-16 0.656 0.656 30430320.00 192029.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378AXD8 2041-12-20 1.146 1.146 115593750.00 926298.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378C7C5 2042-02-20 1.196 1.196 13336859.00 103189.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378CST5 2042-01-20 0.596 0.596 28656548.00 227011.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378EWQ2 2042-04-16 5.500 5.500 7072909.00 117736.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378FX62 2043-02-20 3.000 3.000 11286666.00 298828.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378GHG6 2042-04-16 4.500 4.500 9676333.00 90779.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378GLU0 2027-12-20 2.500 2.500 40332084.00 64478.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378HC20 2042-08-16 4.500 4.500 5214568.00 46246.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378HP26 2042-10-16 3.500 3.500 13065039.00 569604.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378JJZ6 2043-03-20 3.500 3.500 9400000.00 63499.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378MVC6 2043-04-20 3.500 3.500 6662768.00 59039.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378P8Y7 2044-01-20 0.696 0.696 136303380.00 679270.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PFB9 2043-12-20 0.686 0.686 43000000.00 651754.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PKE7 2043-12-20 0.096 0.096 132000000.00 777404.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PQT8 2043-12-20 0.096 0.096 43369209.00 122785.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PRS9 2043-09-20 5.000 5.000 14700000.00 116089.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PXL7 2043-05-16 4.500 4.500 67285500.00 75962.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQZH5 2053-12-25 1.664 1.664 40458086.00 2931119.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRMM6 2054-04-25 0.000 0.000 106000000.00 3449586.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137A0U60 2040-08-15 0.000 0.000 132362786.00 344547.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137A2C90 2040-08-15 1.052 1.052 39570872.00 71329.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137A3QY8 2040-11-15 0.000 0.000 4081000.00 75534.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137A3XK0 2040-12-15 1.052 1.052 29250000.00 115374.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137A6EA6 2041-02-15 0.372 0.372 100000000.00 134290.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137A8MD7 2041-03-15 0.000 0.000 14000000.00 915919.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AAQJ5 2041-05-15 1.092 1.092 100000000.00 208302.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ADWA1 2041-06-15 6.000 6.000 6596544.00 86358.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AEJ30 2041-08-15 1.002 1.002 41663645.00 195781.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AFHT2 2041-09-15 0.000 0.000 7624894.00 491353.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AGNS5 2041-04-15 1.202 1.202 43627875.00 199998.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AHS82 2040-08-15 0.552 0.552 82831666.00 121831.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AJUJ1 2041-12-15 1.002 1.002 42160437.00 224350.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AKEF4 2042-01-15 0.502 0.502 62591952.00 272726.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AKVH1 2042-01-15 1.052 1.052 29203275.00 223079.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ALB24 2042-02-15 0.502 0.502 25742360.00 305767.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ALRT8 2042-02-15 1.092 1.092 86751597.00 688531.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ALZ28 2042-02-15 0.492 0.492 85892593.00 855945.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ANAR6 2042-03-15 1.052 1.052 19633000.00 126277.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ANVS1 2042-01-15 5.000 5.000 17607116.00 114717.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137APWD8 2027-05-15 3.000 3.000 82083333.00 63452.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AQFK9 2042-05-15 0.602 0.602 41095926.00 206890.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ARYF7 2042-07-15 0.552 0.552 31050000.00 328495.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ASDW1 2042-07-15 1.252 1.252 7479158.00 100767.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ASG81 2042-07-15 1.252 1.252 38592250.00 490948.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ASM92 2042-07-15 1.172 1.172 37430744.00 688869.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ATPP1 2032-08-15 0.702 0.702 69838692.00 414384.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ATPV8 2042-08-15 0.602 0.602 11525618.00 204234.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ATVF6 2042-09-15 0.552 0.552 42654372.00 749101.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AUD97 2042-09-15 1.152 1.152 25000000.00 512956.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AUN54 2042-09-15 0.000 0.000 2152846.00 363546.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AVDL8 2032-10-15 3.000 3.000 60511093.00 605634.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TEW6 2043-05-20 3.500 3.500 8351857.00 247516.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TP53 2041-02-20 4.500 4.500 6833711.00 50550.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TSA9 2043-04-20 0.846 0.846 31250000.00 178495.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TVA5 2043-06-16 4.500 4.500 57475000.00 1423310.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378U6V4 2043-11-20 0.000 0.000 77333553.00 153769.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378UC21 2043-01-20 0.646 0.646 2749998.00 28697.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378UCK1 2043-09-20 0.746 0.746 73333333.00 456965.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378VVE2 2043-07-16 0.656 0.656 50009662.00 602227.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378W5B5 2043-09-20 0.696 0.696 36206662.00 160256.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378WRX3 2043-08-16 0.656 0.656 37514550.00 277889.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378YSN0 2043-11-20 0.696 0.696 37269289.00 122827.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379AWZ9 2044-03-16 0.756 0.756 25000000.00 185520.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379AXB1 2044-03-16 0.756 0.756 24713912.00 238148.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379BRL4 2044-04-20 0.646 0.646 54035286.00 508961.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379DDE1 2044-07-16 4.500 4.500 5285713.00 80963.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379EE40 2044-08-20 0.146 0.146 34400000.00 488239.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379EUJ9 2044-05-20 5.000 5.000 9261106.00 141282.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379F4R7 2045-12-20 0.696 0.696 28571428.00 701878.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379FDD8 2045-11-20 3.500 3.500 18571428.00 84129.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379FEC9 2045-11-20 0.796 0.796 26477206.00 359332.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379FG37 2045-10-20 0.266 0.266 35000000.00 218661.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379G2R7 2044-11-20 0.146 0.146 9500000.00 142597.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GKQ9 2044-09-20 0.746 0.746 39093773.00 199403.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GXD4 2044-10-16 0.156 0.156 66231125.00 688225.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379H4D4 2040-10-20 1.166 1.166 14361249.00 37392.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379HR49 2045-01-20 0.146 0.146 102297401.00 1309954.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379JMS7 2045-02-16 4.000 4.000 9328677.00 109733.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379JZF1 2045-02-16 6.000 6.000 38029926.00 694671.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379LXM3 2045-04-20 3.500 3.500 15629051.00 310945.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379LY34 2045-05-20 4.000 4.000 17923000.00 365712.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379MHK3 2045-07-20 0.796 0.796 4200671.00 130278.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379MXL3 2045-08-20 0.456 0.456 16708873.00 63544.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379MZK3 2045-08-16 0.806 0.806 28000000.00 624927.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379ND25 2045-05-20 4.000 4.000 15518366.00 143827.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379NMF6 2045-06-20 7.000 7.000 29089813.00 475933.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379NTE2 2045-07-20 3.500 3.500 28571428.00 109958.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379NYV8 2039-08-20 5.500 5.500 12400000.00 148529.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379PMX2 2045-01-20 4.000 4.000 9588250.00 109704.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379QZS7 2043-01-16 4.000 4.000 12402000.00 56847.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379T5N5 2046-02-20 0.646 0.646 34187896.00 697857.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379TCB3 2045-12-20 1.296 1.296 27730074.00 579584.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379TU80 2046-01-20 0.196 0.196 36225000.00 475390.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379UA55 2058-01-16 0.606 0.606 10000000.00 66997.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379VHX5 2046-02-20 0.696 0.696 3500000.00 84251.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379VRK2 2039-06-20 4.500 4.500 7165270.00 101442.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379W3U4 2046-05-20 4.500 4.500 11910581.00 24098.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379WT28 2046-05-20 4.000 4.000 16849250.00 266036.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379WXR8 2045-10-20 4.000 4.000 56071519.00 228376.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379YMP0 2045-11-20 4.000 4.000 9796228.00 217142.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379YY85 2046-08-20 3.500 3.500 7142857.00 392698.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380AR66 2046-10-20 4.000 4.000 10625000.00 323944.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380AUS4 2046-09-20 0.646 0.646 19781353.00 515209.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380BPG4 2046-10-16 0.456 0.456 13253848.00 320691.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380BT47 2045-10-20 0.796 0.796 56350717.00 1148487.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CAK9 2046-10-20 0.646 0.646 26601199.00 826405.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CH71 2039-11-20 5.000 5.000 14329000.00 569796.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CR21 2043-09-20 6.000 6.000 12022470.00 291165.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CZU0 2036-05-20 3.459 3.459 32325751.00 597264.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380F6N1 2047-08-16 5.000 5.000 3471000.00 194514.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380F6R2 2041-05-16 5.000 5.000 7153283.00 89215.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380FE51 2047-07-20 6.000 6.000 31360274.00 1083183.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380FMK9 2046-08-20 4.000 4.000 10298210.00 315432.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380FRT5 2047-06-20 0.746 0.746 22186064.00 484268.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380GP73 2047-09-20 0.746 0.746 19097714.00 563673.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G67 2053-09-25 5.183 5.183 408922.00 52513.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G75 2038-08-25 5.000 5.000 4961121.00 534781.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G83 2038-08-25 5.500 5.500 1476801.00 145549.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6GJ9 2038-08-25 4.000 4.000 3696456.00 405024.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6GV2 2038-08-25 4.500 4.500 5329944.00 594185.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6GZ3 2038-06-25 2.334 2.334 545082.00 35570.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6NP7 2053-11-25 5.000 5.000 121078368.00 27622272.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36176W7D7 2042-01-15 3.500 3.500 9500050.00 1454956.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36177TLX3 2042-05-15 4.500 4.500 1033579.00 285492.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179UZW5 2049-09-20 5.000 5.000 1042529.00 149549.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179VFW5 2038-03-20 6.500 6.500 3087557.00 807539.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179VHV5 2049-07-20 4.500 4.500 6362948.00 1017500.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179VKP4 2050-04-20 4.500 4.500 14000000.00 2899324.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617BN2R5 2047-10-15 4.000 4.000 8159150.00 1483069.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617FDDC4 2052-07-20 6.000 6.000 1644027.00 1700862.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3617FDDK6 2052-08-15 5.500 5.500 2529886.00 2581772.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AVUN5 2042-07-15 4.500 4.500 6378996.00 70461.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380GTU8 2046-08-20 4.000 4.000 6776299.00 333465.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380H2S0 2047-11-20 0.746 0.746 30121153.00 526673.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380KHW8 2047-11-20 3.500 3.500 43406142.00 332559.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380PCZ5 2062-10-16 1.000 1.000 230000000.00 2551869.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380PJJ4 2062-07-16 1.100 1.100 210000000.00 4424640.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380PX58 2062-05-16 1.100 1.100 182000000.00 4514732.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380RBU3 2063-01-16 1.100 1.100 202425136.00 4634964.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380RDN7 2063-01-16 1.000 1.000 261361236.00 5940532.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380VCF6 2047-02-20 0.646 0.646 53277272.00 920599.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380VJZ5 2045-02-16 0.156 0.156 36566799.00 460553.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380VL41 2047-02-16 0.706 0.706 76777880.00 2541807.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380W4A4 2048-05-20 0.746 0.746 4448261.00 92852.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380W7K9 2048-05-20 0.796 0.796 11354168.00 325724.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380WBV0 2048-04-20 0.266 0.266 30000000.00 511080.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380WZD4 2047-10-20 4.000 4.000 22349777.00 507216.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380WZY8 2048-05-20 0.746 0.746 5359620.00 124937.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380X4U8 2048-08-20 0.746 0.746 10287430.00 292620.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380XBT3 2048-06-20 0.796 0.796 24698979.00 404910.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380XRL3 2048-07-20 0.746 0.746 30000000.00 675249.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380Y3H6 2041-03-20 4.000 4.000 12328000.00 98248.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380YVG7 2048-09-20 0.746 0.746 77108333.00 648305.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380YVK8 2048-09-20 0.746 0.746 19565606.00 215087.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381ABH8 2048-09-20 0.746 0.746 38000000.00 887139.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381AML7 2048-10-20 0.696 0.696 10500000.00 314216.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381ANR3 2048-10-20 0.696 0.696 32265116.00 862288.29 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 2110000000.00 2110000000.00 0.0179 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.3300 BYM4S68H4 ES7IP3U3RHIGC71XBU11 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810TL2 2052-11-15 4.000 4.000 346300.00 322942.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828ZQ6 2030-05-15 0.625 0.625 1560100.00 1265584.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828ZZ6 2030-07-15 0.125 0.125 1450300.00 1591206.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CBF7 2031-01-15 0.125 0.125 1759300.00 1876739.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CCM1 2031-07-15 0.125 0.125 5622000.00 5796639.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CFR7 2027-10-15 1.625 1.625 4880500.00 5094949.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGB1 2029-12-31 3.875 3.875 1493700.00 1490402.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKP5 2029-04-30 4.625 4.625 88799200.00 90629802.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKU4 2031-05-31 4.625 4.625 43231600.00 44248936.87 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133BJY63 2052-09-01 4.500 4.500 868187.00 682805.66 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 150000000.00 150000000.00 0.0013 N Y Y N - N/A - SOCIETE GENERALE SOCIETE GENERALE 5.3400 O2RNE8IBXP4R0TD8PU41 4290 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133BP3Q9 2052-11-01 5.000 5.000 2117008.00 1846972.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QP6 2041-02-15 2.125 2.125 7390200.00 10702821.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QV3 2042-02-15 0.750 0.750 52688700.00 58195368.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RK6 2045-02-15 2.500 2.500 100.00 73.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RK6 2045-02-15 2.500 2.500 98861100.00 72465808.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RL4 2045-02-15 0.750 0.750 58460600.00 59596124.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RM2 2045-05-15 3.000 3.000 200.00 158.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RZ3 2047-11-15 2.750 2.750 22318500.00 16573808.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SB5 2048-02-15 1.000 1.000 76554300.00 76397977.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SE9 2048-11-15 3.375 3.375 95050100.00 78884675.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SG4 2049-02-15 1.000 1.000 62493500.00 60691550.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SM1 2050-02-15 0.250 0.250 87144100.00 66520985.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SV1 2051-02-15 0.125 0.125 12979200.00 9274758.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SZ2 2051-08-15 2.000 2.000 118165900.00 73338677.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810TB4 2051-11-15 1.875 1.875 89921500.00 53518745.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810TD0 2052-02-15 2.250 2.250 110104300.00 72474830.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810TP3 2053-02-15 1.500 1.500 18292000.00 16692899.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 9128286T2 2029-05-15 2.375 2.375 544000.00 499166.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912828ZS2 2027-05-31 0.500 0.500 715600.00 637867.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CAZ4 2025-11-30 0.375 0.375 14512200.00 13613182.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CEM9 2029-04-30 2.875 2.875 368200.00 346612.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CFB2 2027-07-31 2.750 2.750 1400.00 1345.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CJE2 2025-10-31 5.000 5.000 275493200.00 277723676.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CJZ5 2034-02-15 4.000 4.000 2000.00 1983.21 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-05 2024-07-05 2024-07-05 N N N 0.0534 1000000000.00 1000000000.00 0.0085 N N Y N - N/A - SOCIETE GENERALE SOCIETE GENERALE 5.3200 BYM4S67Z5 O2RNE8IBXP4R0TD8PU41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3128MAAK5 2042-05-01 4.500 4.500 1098538.00 107781.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3128MEC33 2030-02-01 3.500 3.500 5161.00 472.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3128MEWQ0 2031-01-01 3.500 3.500 5835328.00 725009.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3128MFQ35 2033-03-01 3.000 3.000 1118.00 237.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131WFCM1 2035-01-01 5.500 5.500 510000.00 26258.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131WNZX5 2040-02-01 5.000 5.000 1600000.00 85483.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131XKWW5 2042-11-01 3.000 3.000 3900000.00 605383.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131XMJX4 2043-04-01 3.000 3.000 183000.00 28560.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131XPEE4 2043-11-01 4.000 4.000 967483.00 95723.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131XQCC8 2044-06-01 4.000 4.000 1069.00 169.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131XWWT6 2047-06-01 4.500 4.500 2357789.00 176377.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131XXZQ7 2047-10-01 4.500 4.500 615021.00 194615.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131XYJZ3 2047-11-01 4.000 4.000 1018.00 179.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131Y23Y2 2048-09-01 4.000 4.000 1500000.00 287707.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3131YC7K6 2049-05-01 4.000 4.000 1000.00 234.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132A4KM9 2039-04-01 6.000 6.000 1000.00 139.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132A9R74 2031-05-01 2.500 2.500 1001.00 152.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132ACSL5 2048-09-01 4.500 4.500 29000.00 7750.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132AEMY9 2044-10-01 4.000 4.000 7090.00 2099.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132CWNA8 2035-07-01 3.000 3.000 615002.00 224994.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132CWVQ4 2037-03-01 2.500 2.500 7000.00 4962.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132CWZ31 2037-04-01 2.500 2.500 1268.00 939.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132CXHS4 2039-02-01 6.000 6.000 83937610.00 80968813.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132D54U3 2035-03-01 2.500 2.500 1001.00 224.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132D6CE8 2037-08-01 3.000 3.000 4493976.00 3391526.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132D6E30 2038-08-01 6.000 6.000 3000.00 2443.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RF7 2044-02-15 1.375 1.375 1631400.00 1921813.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RW0 2047-02-15 0.875 0.875 7554000.00 7542040.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810SM1 2050-02-15 0.250 0.250 1026200.00 783344.30 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CEP2 2032-05-15 2.875 2.875 428300.00 389267.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132D6EP1 2038-07-01 4.500 4.500 200000.00 165267.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132D9LH5 2042-09-01 2.500 2.500 6000.00 4634.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DMPC3 2048-02-01 3.500 3.500 1113.00 497.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DMXR1 2051-10-01 2.500 2.500 6000.00 4096.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DNEY5 2052-07-01 4.000 4.000 703167.00 577371.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DNU27 2052-08-01 4.000 4.000 20447410.00 16598022.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DNWK5 2052-09-01 4.500 4.500 2480964.00 2111588.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DNWW9 2052-09-01 5.000 5.000 1000.00 827.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DPCJ5 2052-11-01 5.500 5.500 14906589.00 13190078.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DPTP3 2053-02-01 6.500 6.500 136350995.00 121485522.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DS2N1 2054-02-01 6.500 6.500 1000.00 1028.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DS4Q2 2054-03-01 6.000 6.000 6082960.00 6110430.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DSHM7 2053-04-01 5.500 5.500 19147396.00 18972700.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DTB25 2054-05-01 5.500 5.500 71809829.00 70311552.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DTCH1 2054-05-01 6.000 6.000 34703686.00 34957245.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DTJQ4 2054-02-01 7.000 7.000 47313467.00 49401126.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DVMH5 2053-02-01 4.000 4.000 6000.00 5041.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DWBZ5 2051-07-01 2.500 2.500 16000.00 10212.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DWCQ4 2051-11-01 3.000 3.000 1000.00 657.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DWCT8 2051-12-01 2.000 2.000 1021.00 698.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DWGM9 2053-03-01 3.500 3.500 2369887.00 2005261.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DWJF1 2053-09-01 5.500 5.500 2366642.00 2224567.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DWKG7 2054-01-01 5.500 5.500 1000.00 966.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DWL50 2054-06-01 6.500 6.500 785120.00 804130.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132DWLU5 2054-06-01 6.000 6.000 31900561.00 31948851.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132E0C26 2053-08-01 5.500 5.500 9000.00 8417.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132E0CM2 2053-08-01 6.000 6.000 1171248.00 1151890.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132E0CV2 2052-11-01 4.500 4.500 41273061.00 36991504.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132E0QN5 2053-08-01 3.500 3.500 3015464.00 2600554.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132E0TH5 2052-03-01 3.000 3.000 120000.00 99044.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3132Y0PQ7 2048-06-01 4.500 4.500 262727.00 93187.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 31335CBL7 2042-02-01 5.000 5.000 5547325.00 1677260.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133A3RS9 2050-04-01 5.000 5.000 179000.00 57043.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133A6G54 2050-06-01 3.000 3.000 121000.00 48395.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133AAYK2 2050-09-01 2.000 2.000 1090000.00 639007.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133ARLQ6 2051-08-01 3.000 3.000 1811086.00 1257909.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133AULZ9 2051-10-01 1.500 1.500 2267978.00 1507046.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133AUMW5 2051-10-01 3.500 3.500 3192726.00 2360253.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133AYND8 2051-12-01 3.500 3.500 1057448.00 719478.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133B1JY8 2051-12-01 2.500 2.500 1000.00 714.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133B1VR9 2052-01-01 2.000 2.000 21279.00 14757.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133B5LP5 2051-11-01 2.000 2.000 511380.00 384165.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133B9Z98 2052-04-01 3.500 3.500 1000.00 778.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133BGY44 2052-08-01 4.000 4.000 9119517.00 7847746.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133BHKA3 2052-08-01 4.500 4.500 15831632.00 12110889.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133BJU83 2052-09-01 5.000 5.000 8180281.00 7277035.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133BRHD9 2052-11-01 5.500 5.500 4907.00 4214.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133BSFA5 2052-12-01 5.500 5.500 1000.00 927.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133C3B47 2053-05-01 5.500 5.500 1075392.00 1002693.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133C65G0 2053-06-01 5.000 5.000 1000.00 962.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133C8E43 2053-07-01 4.500 4.500 1199294.00 1136804.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133CCEP7 2053-08-01 6.000 6.000 1000509.00 924787.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133CFDX4 2053-10-01 6.500 6.500 2685497.00 2311140.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133CHND3 2053-11-01 6.500 6.500 2292805.00 2169226.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133CHPP4 2053-11-01 6.000 6.000 768027.00 763385.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133CHQ32 2053-11-01 6.500 6.500 1347414.00 1380176.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133CN6K3 2054-02-01 7.000 7.000 1188566.00 1255895.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133CNUQ3 2054-02-01 5.500 5.500 6967600.00 6911105.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133G63F0 2034-10-01 2.500 2.500 807000.00 272987.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KHGG5 2050-01-01 4.500 4.500 875000.00 167859.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KJ3W0 2050-09-01 2.500 2.500 1000.00 505.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KJQ21 2050-07-01 3.000 3.000 967999.00 380111.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KMZ65 2051-11-01 2.500 2.500 1000.00 655.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KNWX7 2052-03-01 2.500 2.500 1000.00 720.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KPF78 2052-05-01 4.000 4.000 2642296.00 2135149.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KPME5 2052-06-01 4.500 4.500 55000.00 47188.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KPMS4 2052-06-01 5.000 5.000 42315475.00 36861719.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KPNC8 2052-06-01 3.500 3.500 2000.00 1551.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KPQL5 2052-07-01 3.500 3.500 6000.00 4903.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KQK88 2053-01-01 6.000 6.000 3990428.00 3541547.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KQW69 2053-03-01 5.000 5.000 1000.00 901.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KRVC5 2053-08-01 5.000 5.000 2222132.00 2063845.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KRW83 2053-08-01 6.000 6.000 19529248.00 18403282.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KSDB5 2053-10-01 6.000 6.000 1000.00 979.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133KYZL6 2043-08-01 5.500 5.500 40718016.00 35289311.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133SNDF9 2035-03-01 2.500 2.500 2139433.00 1201011.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133W8N66 2054-03-01 5.000 5.000 1000.00 973.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133W9F89 2054-04-01 6.000 6.000 1000.00 1013.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WAEN4 2054-04-01 7.000 7.000 1825117.00 1907740.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WAT40 2054-04-01 6.000 6.000 1000.00 974.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WD5M0 2054-06-01 6.500 6.500 364326.00 377093.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WDS78 2054-06-01 6.000 6.000 4256032.00 4269333.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WDXZ0 2054-06-01 6.000 6.000 13985014.00 14235901.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WEG46 2054-06-01 5.500 5.500 230286.00 230225.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WEKY5 2054-06-01 5.500 5.500 7755190.00 7750777.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WEWL0 2054-06-01 5.500 5.500 465743.00 465621.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3133WFMJ3 2054-07-01 6.000 6.000 1000.00 1014.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3140QF5S4 2050-12-01 2.000 2.000 278328380.00 166225362.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3140QKQA9 2051-05-01 2.500 2.500 250279818.00 160347844.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3140QLHD1 2051-07-01 2.500 2.500 120159919.00 78381481.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3140QLV52 2051-09-01 2.500 2.500 250285991.00 159998354.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3140QLWR3 2051-09-01 2.500 2.500 251087508.00 182275601.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3140QNT44 2052-03-01 2.500 2.500 8011136.00 5878331.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 3140QTVP1 2054-01-01 7.000 7.000 63178600.00 64505642.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36176GAQ9 2041-05-20 5.000 5.000 1782726.00 37091.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36178DSS1 2042-12-20 3.500 3.500 185016.00 33023.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179MAX8 2042-04-20 3.500 3.500 1000.00 76.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179MAY6 2042-04-20 4.000 4.000 1006.00 60.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179N5W4 2044-03-20 4.000 4.000 1001.00 62.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179NBA5 2043-04-20 3.000 3.000 1000.00 120.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179NBB3 2043-04-20 3.500 3.500 1000.00 101.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179NDP0 2043-04-20 2.500 2.500 1000.00 179.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179Q6R7 2045-03-20 4.500 4.500 2973004.00 215393.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179QBE0 2043-04-20 3.000 3.000 157011.00 22816.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179QJR3 2044-07-20 3.000 3.000 277154.00 29861.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179QJT9 2044-07-20 4.000 4.000 8704.00 622.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179QL66 2044-08-20 4.000 4.000 13733616.00 1013630.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179QR29 2044-10-20 4.500 4.500 3712.00 273.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179QT68 2044-11-20 4.500 4.500 8960.00 573.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179QWG2 2044-12-20 4.500 4.500 16501180.00 1202750.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179R4D8 2046-03-20 3.000 3.000 8804069.00 1052735.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RBX6 2045-04-20 3.500 3.500 14466429.00 1199872.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RBY4 2045-04-20 4.000 4.000 5760.00 576.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RBZ1 2045-04-20 4.500 4.500 2100.00 160.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RD89 2045-05-20 4.000 4.000 1269554.00 124750.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RF87 2045-06-20 3.000 3.000 1000.00 110.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RGB9 2045-06-20 4.500 4.500 1000.00 77.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RJE0 2045-07-20 3.500 3.500 1254800.00 124260.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RLN7 2045-08-20 3.000 3.000 1000.00 143.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RLP2 2045-08-20 3.500 3.500 6461.00 671.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RLR8 2045-08-20 4.500 4.500 369419.00 26988.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RNW5 2045-09-20 3.500 3.500 1349542.00 139993.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RQ28 2045-10-20 3.500 3.500 47996.00 4993.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RQZ5 2045-10-20 3.000 3.000 1000.00 122.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RS91 2045-11-20 3.500 3.500 7204224.00 801777.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RVB2 2045-12-20 3.500 3.500 3000.00 349.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RXE4 2046-01-20 4.000 4.000 560816.00 53513.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179RXF1 2045-12-20 4.500 4.500 1077.00 92.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179S2P1 2047-04-20 3.500 3.500 204444.00 26598.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179S2Q9 2047-04-20 4.000 4.000 17633.00 1780.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179S5N3 2047-04-20 4.500 4.500 2000.00 185.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SB89 2046-05-20 3.500 3.500 1000.00 118.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SEG8 2046-06-20 3.000 3.000 1000.00 129.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SEH6 2046-06-20 3.500 3.500 1000.00 121.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SGM3 2046-07-20 4.000 4.000 4096.00 437.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SJV0 2041-09-20 4.500 4.500 20430.00 2221.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SNV5 2046-10-20 3.500 3.500 5596000.00 770355.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SQ59 2032-02-20 7.000 7.000 2011308.00 157674.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SQY6 2046-10-20 4.500 4.500 4920.00 522.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SSS7 2046-12-20 4.500 4.500 1000.00 126.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SUX3 2047-01-20 4.500 4.500 2000.00 229.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179SWX1 2047-02-20 3.500 3.500 2016.00 276.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179T4N2 2048-06-20 3.500 3.500 1000.00 138.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179T7J8 2048-05-20 3.500 3.500 1000.00 130.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179T7K5 2048-08-20 4.000 4.000 4194726.00 442568.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TAJ4 2046-12-20 3.000 3.000 1000.00 152.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TAL9 2047-06-20 4.000 4.000 308000.00 33824.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TEZ4 2047-08-20 3.500 3.500 1000.00 140.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TJW6 2047-10-20 3.000 3.000 6596547.00 990997.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TLR4 2047-11-20 3.000 3.000 7839102.00 1180016.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TLS2 2047-11-20 3.500 3.500 1000.00 140.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TLT0 2047-11-20 4.000 4.000 1000.00 123.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TNQ4 2047-12-20 3.000 3.000 1000.00 157.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TSH9 2048-02-20 4.000 4.000 1894.00 214.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TUB9 2048-03-20 4.000 4.000 3092000.00 317106.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TZ40 2048-03-20 3.500 3.500 377138.00 51324.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179TZ57 2048-06-20 4.000 4.000 1000.00 101.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179U4B5 2049-10-20 3.000 3.000 1000.00 173.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179U4E9 2049-08-20 4.500 4.500 1000.00 134.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179U5Q1 2034-12-20 3.000 3.000 1996000.00 349302.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179UBD3 2033-09-20 3.500 3.500 2008.00 264.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179UFD9 2033-11-20 3.500 3.500 2000.00 238.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179UGD8 2048-11-20 4.500 4.500 3766980.00 317330.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179UML3 2049-02-20 4.000 4.000 1000.00 88.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179UNH1 2034-03-20 4.000 4.000 1010989.00 140309.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179UQ70 2049-03-20 5.000 5.000 3000.00 255.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179UV66 2049-07-20 2.500 2.500 1000.00 221.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179UVD1 2029-06-20 2.500 2.500 1001.00 135.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179V3Q1 2036-01-20 2.500 2.500 1000.00 455.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179V4Y3 2051-01-20 4.000 4.000 2175712.00 822247.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179V7F1 2051-02-20 3.000 3.000 1400000.00 586917.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179V7H7 2051-02-20 4.000 4.000 4011.00 1651.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VAK6 2034-12-20 3.000 3.000 210000.00 36833.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VDN7 2050-01-20 3.000 3.000 187262.00 37290.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VGV6 2035-03-20 2.500 2.500 2000.00 417.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VHS2 2050-02-20 3.000 3.000 1346174.00 240428.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VQS2 2050-07-20 2.500 2.500 995381.00 354748.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VRU6 2033-11-20 5.500 5.500 2000.00 786.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VTV2 2050-09-20 2.000 2.000 1000.00 502.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VV23 2050-10-20 3.500 3.500 1740161.00 628645.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VV31 2050-10-20 4.000 4.000 5028.00 1757.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VV72 2050-10-20 6.000 6.000 99000.00 29358.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VXX3 2050-11-20 2.000 2.000 1000.00 528.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VXZ8 2050-11-20 3.000 3.000 6126.00 2315.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VYV6 2035-12-20 2.500 2.500 387000.00 160418.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179VZS2 2050-12-20 3.000 3.000 1281.00 498.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WB23 2051-03-20 3.500 3.500 1024.00 473.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WBW7 2051-03-20 1.500 1.500 1000.00 593.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WDR6 2051-04-20 2.500 2.500 285840.00 161862.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WDS4 2051-04-20 3.000 3.000 199027.00 101118.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WDT2 2051-03-20 3.500 3.500 1130.00 536.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WDU9 2051-04-20 4.000 4.000 4104.00 1841.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WFJ2 2051-05-20 3.500 3.500 2192885.00 1153890.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WFK9 2051-05-20 4.000 4.000 5372.00 2565.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WG51 2051-06-20 3.500 3.500 1000.00 554.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WJQ2 2051-07-20 2.000 2.000 1000.00 622.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WJR0 2051-07-20 2.500 2.500 618989.00 394083.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WLR7 2051-08-20 3.500 3.500 3457.00 2198.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WLS5 2051-06-20 4.000 4.000 421730.00 240468.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WMM7 2036-09-20 3.500 3.500 2004.00 1183.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WNG9 2051-09-20 3.500 3.500 2246.00 1514.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WNH7 2051-09-20 4.000 4.000 1120.00 698.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WTY4 2051-12-20 2.500 2.500 1289520.00 892737.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WV21 2052-01-20 5.500 5.500 2089208.00 1243985.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WXK9 2052-02-20 3.000 3.000 6144.00 4488.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WZB7 2052-03-20 3.500 3.500 41786.00 32501.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179WZC5 2052-02-20 4.000 4.000 362543.00 281201.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179X2M7 2053-05-20 6.000 6.000 297799.00 259797.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179XBQ8 2052-02-20 2.500 2.500 1117528.00 802565.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179XBU9 2052-07-20 4.500 4.500 69872.00 59360.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179XDF0 2052-08-20 5.000 5.000 150000.00 129605.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179XFJ0 2052-09-20 5.000 5.000 53032.00 45967.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities O2RNE8IBXP4R0TD8PU41 36179XNK8 2052-12-20 7.000 7.000 1017.00 581.75 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1500000000.00 1500000000.00 0.0127 N Y Y N - N/A - SUMITOMO MITSUI BANKING SUMITOMO MITSUI BANKING 5.3200 BYM4S68W1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912810PT9 2037-02-15 4.750 4.750 3716814.15 3933609.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PU6 2037-05-15 5.000 5.000 132743362.83 142107777.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RH3 2044-08-15 3.125 3.125 6509734.51 5307100.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RT7 2046-08-15 2.250 2.250 490566.37 333288.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SJ8 2049-08-15 2.250 2.250 53097345.13 35027095.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SK5 2049-11-15 2.375 2.375 9214141.59 6191826.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SL3 2050-02-15 2.000 2.000 43923610.61 27221026.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ST6 2040-11-15 1.375 1.375 31858407.07 20260768.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TC2 2041-11-15 2.000 2.000 39909292.03 27665492.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TF5 2042-02-15 2.375 2.375 63716814.15 47209388.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TH1 2042-05-15 3.250 3.250 17507840.70 14708509.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TK4 2042-08-15 3.375 3.375 54845256.63 47264679.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282R0 2027-08-15 2.250 2.250 146230.08 137890.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283F5 2027-11-15 2.250 2.250 1832389.38 1710196.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284F4 2025-03-31 2.625 2.625 26548672.56 26219633.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284M9 2025-04-30 2.875 2.875 63259380.53 62374848.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284V9 2028-08-15 2.875 2.875 21238778.76 20242781.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284Z0 2025-08-31 2.750 2.750 127433628.31 125265140.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285C0 2025-09-30 3.000 3.000 62365699.11 61301433.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286A3 2026-01-31 2.625 2.625 34513274.33 33703288.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Y79 2025-07-31 2.875 2.875 126335309.73 124929140.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Y87 2024-07-31 1.750 1.750 139158371.68 139756677.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YE4 2024-08-31 1.250 1.250 48782017.69 48637627.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YH7 2024-09-30 1.500 1.500 48412141.59 48123728.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YV6 2024-11-30 1.500 1.500 29116991.15 28691811.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YX2 2026-12-31 1.750 1.750 39823008.84 37522666.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YY0 2024-12-31 1.750 1.750 38009309.73 37668626.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Z52 2025-01-31 1.375 1.375 7445469.02 7320656.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Z78 2027-01-31 1.500 1.500 60224230.08 56118449.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZL7 2025-04-30 0.375 0.375 4924884.95 4737297.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAE1 2030-08-15 0.625 0.625 19822141.59 15945085.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBH3 2026-01-31 0.375 0.375 4440424.77 4145176.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBJ9 2028-01-31 0.750 0.750 23370265.48 20595585.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCS8 2031-08-15 1.250 1.250 117213079.64 95775469.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCV1 2028-08-31 1.125 1.125 138418407.07 121843007.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDP3 2028-12-31 1.375 1.375 3921823.00 3473391.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEC1 2027-02-28 1.875 1.875 2753575.22 2585954.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEF4 2027-03-31 2.500 2.500 127433628.31 121590698.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEH0 2025-04-15 2.625 2.625 6498424.77 6404667.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEQ0 2025-05-15 2.750 2.750 44803008.84 44029845.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEW7 2027-06-30 3.250 3.250 127433628.31 125038058.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFB2 2027-07-31 2.750 2.750 127433628.31 122483324.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFF3 2032-08-15 2.750 2.750 33560123.89 30262225.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFH9 2027-08-31 3.125 3.125 127433628.31 123627850.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFK2 2025-09-15 3.500 3.500 22677238.93 22493403.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFM8 2027-09-30 4.125 4.125 127433628.31 127347959.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFU0 2027-10-31 4.125 4.125 90671946.90 90300142.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFY2 2029-11-30 3.875 3.875 5288761.06 5185516.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFZ9 2027-11-30 3.875 3.875 102932336.28 101333434.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGA3 2025-12-15 4.000 4.000 994938.05 983681.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGC9 2027-12-31 3.875 3.875 24635362.83 24649505.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGL9 2026-02-15 4.000 4.000 20668088.49 20697690.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGN5 2025-02-28 4.625 4.625 24488389.38 24755815.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGP0 2028-02-29 4.000 4.000 32675256.63 32621750.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGR6 2026-03-15 4.625 4.625 1375274.33 1388873.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGU9 2025-03-31 3.875 3.875 50245380.53 50227735.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHA2 2028-04-30 3.500 3.500 28416053.09 27662556.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHH7 2026-06-15 4.125 4.125 100077345.13 99089598.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHK0 2028-06-30 4.000 4.000 61955893.80 62274670.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHL8 2025-06-30 4.625 4.625 2254407.07 2295355.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHM6 2026-07-15 4.500 4.500 18754884.95 19059039.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHU8 2026-08-15 4.375 4.375 49964.60 50450.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHY0 2026-09-15 4.625 4.625 68934637.16 69769803.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJF9 2028-10-31 4.875 4.875 61270619.46 62937847.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJJ1 2033-11-15 4.500 4.500 21221256.63 21588096.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJV4 2026-01-31 4.250 4.250 8529451.32 8596953.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJW2 2029-01-31 4.000 4.000 712247.78 713508.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKP5 2029-04-30 4.625 4.625 102486053.09 104483822.08 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 3000000000.00 3000000000.00 0.0255 N Y Y N - N/A - TD SECURITIES USA LLC TD SECURITIES USA LLC 5.3200 BYM4S69B6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DPMU9 2053-01-01 6.000 6.000 139194291.00 124392633.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSDV1 2054-01-01 6.500 6.500 80932000.00 82973080.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DSF56 2054-02-01 6.500 6.500 11551568.00 11519970.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DWLM3 2054-05-01 6.000 6.000 78150475.00 77428002.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KMVM4 2051-10-01 2.500 2.500 24869663.00 17085789.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KQLD6 2053-01-01 6.000 6.000 106239945.00 94600523.79 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 400000000.00 400000000.00 0.0034 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797LK1 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0531 1174171012.70 1174171012.70 0.0100 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797LT2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-10-15 2024-10-15 2024-10-15 N N N 0.0530 595738557.15 595738557.15 0.0051 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797GK7 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-08 2024-08-08 2024-08-08 N N N 0.0507 624529778.76 624529778.76 0.0053 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797LD7 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-11-14 2024-11-14 2024-11-14 N N N 0.0527 1010930615.86 1010930615.86 0.0086 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797HP5 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-11-29 2024-11-29 2024-11-29 N N N 0.0527 1178051260.23 1178051260.23 0.0100 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797LC9 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-11-07 2024-11-07 2024-11-07 N N N 0.0525 1104178590.00 1104178590.00 0.0094 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797KJ5 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-03-20 2025-03-20 2025-03-20 N N N 0.0498 1098990267.00 1098990267.00 0.0093 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797LP0 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-12-12 2024-12-12 2024-12-12 N N N 0.0529 919105282.50 919105282.50 0.0078 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797JU2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0501 131404443.72 131404443.72 0.0011 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797LF2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-12-05 2024-12-05 2024-12-05 N N N 0.0527 860312200.00 860312200.00 0.0073 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797KV8 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-10-24 2024-10-24 2024-10-24 N N N 0.0525 570399834.20 570399834.20 0.0048 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912796Y52 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-05 2024-07-05 2024-07-05 N N N 0.0505 3497951205.00 3497951205.00 0.0297 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797JT5 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-25 2024-07-25 2024-07-25 N N N 0.0527 577977731.40 577977731.40 0.0049 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797LU9 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-10-22 2024-10-22 2024-10-22 N N N 0.0531 1095799557.12 1095799557.12 0.0093 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797LE5 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-11-21 2024-11-21 2024-11-21 N N N 0.0527 1125269552.57 1125269552.57 0.0095 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797KD8 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-29 2024-08-29 2024-08-29 N N N 0.0517 589880518.85 589880518.85 0.0050 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797KK2 254900HROIFWPRGM1V77 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 0.0515 237456984.00 237456984.00 0.0020 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797GW1 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-10-03 2024-10-03 2024-10-03 N N N 0.0526 1209449686.56 1209449686.56 0.0103 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797KT3 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-10-10 2024-10-10 2024-10-10 N N N 0.0519 699661810.70 699661810.70 0.0059 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797KB2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-15 2024-08-15 2024-08-15 N N N 0.0510 1192160436.00 1192160436.00 0.0101 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912797GB7 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-11 2024-07-11 2024-07-11 N N N 0.0504 199708518.00 199708518.00 0.0017 N Y Y N - N/A - TREASURY BILL TREASURY BILL 0.0000 912796ZV4 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-12-26 2024-12-26 2024-12-26 N N N 0.0527 1140438651.30 1140438651.30 0.0097 N Y Y N - N/A - UBS SECURITIES LLC UBS SECURITIES LLC 5.3200 BYM4S67S1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Y United States Treasury-U.S. Treasuries (including strips) 912796Y52 2024-07-05 0.000 0.000 100.00 99.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797JT5 2024-07-25 0.000 0.000 1348000.00 1342718.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KA4 2025-02-20 0.000 0.000 70400.00 68101.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KC0 2024-08-22 0.000 0.000 200.00 198.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KJ5 2025-03-20 0.000 0.000 8500.00 8190.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KK2 2024-09-12 0.000 0.000 1083000.00 1071052.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KQ9 2024-07-23 0.000 0.000 10000.00 9963.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KT3 2024-10-10 0.000 0.000 100.00 98.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KU0 2024-10-17 0.000 0.000 385900.00 379695.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KV8 2024-10-24 0.000 0.000 216200.00 212511.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KW6 2024-08-06 0.000 0.000 20800.00 20682.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KX4 2024-08-13 0.000 0.000 100.00 99.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797KZ9 2024-08-27 0.000 0.000 200.00 198.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LC9 2024-11-07 0.000 0.000 414200.00 406362.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LH8 2024-09-17 0.000 0.000 930000.00 919067.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LJ4 2024-09-24 0.000 0.000 2814000.00 2778166.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LK1 2024-10-01 0.000 0.000 10000.00 9862.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912797LP0 2024-12-12 0.000 0.000 1000.00 976.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803BH5 2026-08-15 0.000 0.000 20000.00 18177.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803BP7 2028-08-15 0.000 0.000 200.00 168.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803CH4 2030-05-15 0.000 0.000 4900.00 3812.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803DN0 2040-08-15 0.000 0.000 100.00 49.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803EQ2 2045-11-15 0.000 0.000 11000.00 4167.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803EV1 2046-11-15 0.000 0.000 2000.00 724.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803EY5 2047-05-15 0.000 0.000 5000.00 1770.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803FD0 2048-05-15 0.000 0.000 800.00 271.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803FV0 2051-02-15 0.000 0.000 4000.00 1235.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803GA5 2051-08-15 0.000 0.000 4000.00 1215.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803GM9 2052-11-15 0.000 0.000 448000.00 132310.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803GP2 2053-02-15 0.000 0.000 19800.00 5765.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803GU1 2053-08-15 0.000 0.000 100.00 28.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912803GW7 2053-11-15 0.000 0.000 307400.00 88583.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ES3 2024-11-15 7.500 7.500 1554800.00 1583404.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ET1 2025-02-15 7.625 7.625 286800.00 299668.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EV6 2025-08-15 6.875 6.875 404600.00 424198.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EW4 2026-02-15 6.000 6.000 780900.00 813766.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EX2 2026-08-15 6.750 6.750 465000.00 497489.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EY0 2026-11-15 6.500 6.500 220300.00 233560.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EZ7 2027-02-15 6.625 6.625 404600.00 436785.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FA1 2027-08-15 6.375 6.375 499700.00 539380.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FD5 2028-04-15 3.625 3.625 2510000.00 5146559.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FF0 2028-11-15 5.250 5.250 105600.00 110068.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FH6 2029-04-15 3.875 3.875 2550000.00 5290287.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FJ2 2029-08-15 6.125 6.125 101000.00 111608.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FM5 2030-05-15 6.250 6.250 525000.00 581199.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FP8 2031-02-15 5.375 5.375 600.00 651.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FR4 2025-01-15 2.375 2.375 6401500.00 10661787.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FS2 2026-01-15 2.000 2.000 2539300.00 3994929.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PS1 2027-01-15 2.375 2.375 445400.00 698985.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PT9 2037-02-15 4.750 4.750 499900.00 531770.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PU6 2037-05-15 5.000 5.000 900.00 968.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PW2 2038-02-15 4.375 4.375 100.00 102.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QA9 2039-02-15 3.500 3.500 400.00 368.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QB7 2039-05-15 4.250 4.250 1200.00 1192.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QC5 2039-08-15 4.500 4.500 499000.00 514841.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QF8 2040-02-15 2.125 2.125 3927300.00 5750916.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QK7 2040-08-15 3.875 3.875 11900.00 11337.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QL5 2040-11-15 4.250 4.250 900.00 887.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QN1 2041-02-15 4.750 4.750 7300.00 7713.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QQ4 2041-05-15 4.375 4.375 700.00 698.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QT8 2041-11-15 3.125 3.125 800.00 670.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QU5 2042-02-15 3.125 3.125 100.00 84.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QV3 2042-02-15 0.750 0.750 1170400.00 1292722.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QX9 2042-08-15 2.750 2.750 300.00 236.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QZ4 2043-02-15 3.125 3.125 24700.00 20551.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RA8 2043-02-15 0.625 0.625 5254300.00 5487084.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RB6 2043-05-15 2.875 2.875 300.00 237.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RD2 2043-11-15 3.750 3.750 49000.00 44116.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RF7 2044-02-15 1.375 1.375 397800.00 468614.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RG5 2044-05-15 3.375 3.375 1000000.00 848278.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RJ9 2044-11-15 3.000 3.000 264700.00 210692.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RL4 2045-02-15 0.750 0.750 7612400.00 7760261.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RR1 2046-02-15 1.000 1.000 2123800.00 2243103.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RW0 2047-02-15 0.875 0.875 6056500.00 6046911.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SA7 2048-02-15 3.000 3.000 8000.00 6280.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SB5 2048-02-15 1.000 1.000 367400.00 366649.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SF6 2049-02-15 3.000 3.000 892000.00 697655.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SG4 2049-02-15 1.000 1.000 338800.00 329030.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SK5 2049-11-15 2.375 2.375 31900.00 21676.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SM1 2050-02-15 0.250 0.250 1891000.00 1443484.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SR0 2040-05-15 1.125 1.125 400.00 250.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SV1 2051-02-15 0.125 0.125 1080900.00 772396.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SW9 2041-02-15 1.875 1.875 20598500.00 14435005.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TA6 2041-08-15 1.750 1.750 499500.00 338145.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TD0 2052-02-15 2.250 2.250 600000.00 394942.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TE8 2052-02-15 0.125 0.125 1557400.00 1022986.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TK4 2042-08-15 3.375 3.375 400.00 347.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TP3 2053-02-15 1.500 1.500 2062600.00 1882285.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TR9 2053-05-15 3.625 3.625 24800.00 21619.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TT5 2053-08-15 4.125 4.125 40000.00 38551.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TU2 2043-08-15 4.375 4.375 5100.00 5067.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TV0 2053-11-15 4.750 4.750 100.00 105.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TW8 2043-11-15 4.750 4.750 361800.00 373409.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TY4 2054-02-15 2.125 2.125 4091600.00 4188809.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282L3 2027-07-15 0.375 0.375 3586900.00 4365385.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282U3 2024-08-31 1.875 1.875 199500.00 199446.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283D0 2024-10-31 2.250 2.250 100.00 99.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283F5 2027-11-15 2.250 2.250 140000.00 130713.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283J7 2024-11-30 2.125 2.125 692300.00 684231.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283R9 2028-01-15 0.500 0.500 24929900.00 29905269.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283V0 2025-01-31 2.500 2.500 2543600.00 2528100.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283W8 2028-02-15 2.750 2.750 495100.00 472262.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284M9 2025-04-30 2.875 2.875 38000.00 37462.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284V9 2028-08-15 2.875 2.875 100.00 95.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284Z0 2025-08-31 2.750 2.750 184800.00 181609.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285C0 2025-09-30 3.000 3.000 455900.00 447989.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285J5 2025-10-31 3.000 3.000 800.00 783.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285T3 2025-12-31 2.625 2.625 499800.00 489804.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285W6 2029-01-15 0.875 0.875 274200.00 323828.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286A3 2026-01-31 2.625 2.625 359800.00 351280.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286L9 2026-03-31 2.250 2.250 306600.00 295114.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286X3 2026-05-31 2.125 2.125 300.00 286.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128287D6 2029-07-15 0.250 0.250 13616500.00 15345660.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828D56 2024-08-15 2.375 2.375 844900.00 848931.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828G38 2024-11-15 2.250 2.250 650000.00 644062.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828J27 2025-02-15 2.000 2.000 400.00 394.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828K74 2025-08-15 2.000 2.000 4600.00 4480.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828N71 2026-01-15 0.625 0.625 455800.00 582980.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828S50 2026-07-15 0.125 0.125 339400.00 424108.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828V49 2027-01-15 0.375 0.375 5673400.00 7005518.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828WU0 2024-07-15 0.125 0.125 634400.00 836710.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828X88 2027-05-15 2.375 2.375 148300.00 140134.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828XL9 2025-07-15 0.375 0.375 100.00 129.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828XX3 2024-06-30 2.000 2.000 20764300.00 20965923.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828XZ8 2025-06-30 2.750 2.750 507500.00 502729.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Y38 2028-07-15 0.750 0.750 116000.00 138109.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Y79 2025-07-31 2.875 2.875 499700.00 493987.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Y95 2026-07-31 1.875 1.875 100500.00 95643.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YD6 2026-08-31 1.375 1.375 173700.00 162678.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YE4 2024-08-31 1.250 1.250 363600.00 362391.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YH7 2024-09-30 1.500 1.500 50000.00 49685.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YM6 2024-10-31 1.500 1.500 410500.00 406059.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YQ7 2026-10-31 1.625 1.625 460400.00 431117.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YS3 2029-11-15 1.750 1.750 21800.00 19228.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YU8 2026-11-30 1.625 1.625 200.00 186.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YX2 2026-12-31 1.750 1.750 499800.00 470858.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZE3 2027-03-31 0.625 0.625 15000000.00 13517292.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZJ2 2025-04-15 0.125 0.125 707500.00 834858.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZL7 2025-04-30 0.375 0.375 177100.00 170281.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZQ6 2030-05-15 0.625 0.625 498000.00 403987.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZS2 2027-05-31 0.500 0.500 196400.00 175065.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZW3 2025-06-30 0.250 0.250 57600.00 54948.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZZ6 2030-07-15 0.125 0.125 8386700.00 9201524.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAJ0 2025-08-31 0.250 0.250 308800.00 292261.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAY7 2027-11-30 0.625 0.625 20800.00 18306.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAZ4 2025-11-30 0.375 0.375 6400.00 6003.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBB6 2027-12-31 0.625 0.625 1800.00 1584.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBC4 2025-12-31 0.375 0.375 24500.00 22947.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBF7 2031-01-15 0.125 0.125 778900.00 830894.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBL4 2031-02-15 1.125 1.125 200.00 164.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBW0 2026-04-30 0.750 0.750 500.00 465.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCA7 2026-04-15 0.125 0.125 823800.00 940209.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCE9 2028-05-31 1.250 1.250 33100.00 29405.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCF6 2026-05-31 0.750 0.750 425000.00 394254.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCH2 2028-06-30 1.250 1.250 10700.00 9543.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCJ8 2026-06-30 0.875 0.875 100.00 93.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCM1 2031-07-15 0.125 0.125 735800.00 758656.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCR0 2028-07-31 1.000 1.000 5928000.00 5208064.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCX7 2024-09-15 0.375 0.375 19700.00 19512.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCY5 2028-09-30 1.250 1.250 499500.00 440972.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDB4 2024-10-15 0.625 0.625 2753800.00 2718613.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDH1 2024-11-15 0.750 0.750 400.00 393.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDS7 2025-01-15 1.125 1.125 398700.00 391813.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDZ1 2025-02-15 1.500 1.500 116000.00 113904.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEE7 2029-03-31 2.375 2.375 100.00 92.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEH0 2025-04-15 2.625 2.625 140900.00 138844.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEP2 2032-05-15 2.875 2.875 500.00 454.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEQ0 2025-05-15 2.750 2.750 310000.00 304592.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEV9 2029-06-30 3.250 3.250 20000.00 19358.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEX5 2024-06-30 3.000 3.000 4716000.00 4785222.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEY3 2025-07-15 3.000 3.000 200.00 198.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFA4 2024-07-31 3.000 3.000 4900.00 4949.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFD8 2024-07-31 5.342 5.342 596000.00 601136.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFG1 2024-08-31 3.250 3.250 625000.00 629111.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFK2 2025-09-15 3.500 3.500 1000.00 991.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFM8 2027-09-30 4.125 4.125 500.00 499.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFQ9 2024-10-31 4.375 4.375 81000.00 81286.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFR7 2027-10-15 1.625 1.625 9049800.00 9447449.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFT3 2029-10-31 4.000 4.000 183900.00 182320.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFX4 2024-11-30 4.500 4.500 54000.00 54005.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFY2 2029-11-30 3.875 3.875 436800.00 428882.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFZ9 2027-11-30 3.875 3.875 17452000.00 17185411.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGA3 2025-12-15 4.000 4.000 461200.00 455866.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGC9 2027-12-31 3.875 3.875 499700.00 500160.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGE5 2026-01-15 3.875 3.875 25200.00 25260.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGF2 2025-01-31 5.505 5.505 38000.00 38368.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGG0 2025-01-31 4.125 4.125 18800.00 18988.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGH8 2028-01-31 3.500 3.500 466800.00 459206.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGM7 2033-02-15 3.500 3.500 9800.00 9362.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGQ8 2030-02-28 4.000 4.000 100.00 99.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGR6 2026-03-15 4.625 4.625 838200.00 846283.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGT2 2028-03-31 3.625 3.625 100.00 98.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGU9 2025-03-31 3.875 3.875 428100.00 427927.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGX3 2025-04-30 3.875 3.875 530900.00 528536.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHB0 2026-05-15 3.625 3.625 485000.00 477170.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHD6 2025-05-31 4.250 4.250 445000.00 442682.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHH7 2026-06-15 4.125 4.125 249700.00 247175.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHP9 2033-07-15 1.375 1.375 5495800.00 5420055.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHU8 2026-08-15 4.375 4.375 33500.00 33818.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHV6 2025-08-31 5.000 5.000 100.00 101.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHW4 2030-08-31 4.125 4.125 339000.00 340275.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHY0 2026-09-15 4.625 4.625 427700.00 432856.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJC6 2026-10-15 4.625 4.625 554700.00 559520.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJD4 2025-10-31 5.475 5.475 250100.00 252494.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJE2 2025-10-31 5.000 5.000 386700.00 389830.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJF9 2028-10-31 4.875 4.875 2500000.00 2570199.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJG7 2030-10-31 4.875 4.875 450000.00 467651.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJH5 2028-10-15 2.375 2.375 23555400.00 24537699.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJK8 2026-11-15 4.625 4.625 298500.00 300114.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJS1 2025-12-31 4.250 4.250 249900.00 252760.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJU6 2026-01-31 5.550 5.550 230000.00 232425.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJV4 2026-01-31 4.250 4.250 200.00 201.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKH3 2026-03-31 4.500 4.500 237400.00 238756.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKJ9 2027-04-15 4.500 4.500 4537900.00 4574558.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKK6 2026-04-30 4.875 4.875 592300.00 597805.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKT7 2029-05-31 4.500 4.500 2152600.00 2178501.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128334U1 2032-08-15 0.000 0.000 24994.70 17558.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128335A4 2035-08-15 0.000 0.000 1000.00 612.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337S3 2032-11-15 0.000 0.000 110125.42 76518.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337V6 2034-05-15 0.000 0.000 14057.00 9120.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833LX6 2025-11-15 0.000 0.000 33880.80 31694.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833PA2 2026-08-15 0.000 0.000 20067.41 18204.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833PB0 2026-11-15 0.000 0.000 109.59 98.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833PC8 2027-02-15 0.000 0.000 335012.46 298017.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833RZ5 2028-08-15 0.000 0.000 470984.70 393408.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833WQ9 2028-05-15 0.000 0.000 6731.05 5681.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833XP0 2029-08-15 0.000 0.000 10000.00 8006.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834B56 2052-02-15 0.000 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834F29 2052-11-15 0.000 0.000 2000.00 576.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834JH2 2040-11-15 0.000 0.000 20000.00 9341.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834KV9 2041-11-15 0.000 0.000 10000.00 4423.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834LX4 2042-11-15 0.000 0.000 1.20 0.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834NV6 2044-08-15 0.000 0.000 1000.00 385.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834PT9 2045-11-15 0.000 0.000 0.02 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834SZ2 2047-11-15 0.000 0.000 25000.00 8384.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834VM7 2050-02-15 0.000 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834WJ3 2050-11-15 0.000 0.000 4000.00 1202.10 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 300000000.00 300000000.00 0.0025 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4750 91282CJD4 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2025-10-31 2025-10-31 N N N 0.0548 1068899042.40 1068899042.40 0.0091 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4450 91282CFS5 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2024-10-31 2024-10-31 N N N 0.0549 1031379964.74 1031379964.74 0.0087 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4740 91282CGY1 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2025-04-30 2025-04-30 N N N 0.0548 50029785.00 50029785.00 0.0004 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.3420 91282CFD8 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2024-07-31 2024-07-31 N N N 0.0538 2620084161.10 2620084161.10 0.0222 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.5500 91282CJU6 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2026-01-31 2026-01-31 N N N 0.0551 1884073459.95 1884073459.95 0.0160 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4550 91282CKM2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2026-04-30 2026-04-30 N N N 0.0546 2277441237.06 2277441237.06 0.0193 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.5050 91282CGF2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2025-01-31 2025-01-31 N N N 0.0550 1164101291.22 1164101291.22 0.0099 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4300 91282CHS3 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-07-01 2025-07-31 2025-07-31 N N N 0.0546 868251138.44 868251138.44 0.0074 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 0.5000 912828ZF0 254900HROIFWPRGM1V77 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 0.0491 395956721.00 395956721.00 0.0034 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 0.0000 912797LQ8 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-12-19 2024-12-19 2024-12-19 N N N 0.0528 1200141897.60 1200141897.60 0.0102 N Y Y N - N/A - WI TREASURY BILL WI TREASURY BILL 0.0000 912797LS4 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-10-08 2024-10-08 2024-10-08 N N N 0.0530 957093338.00 957093338.00 0.0081 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2024-07-22 /S/Robert Svagna Robert Svagna Treasury Manager